# -*- coding: utf-8 -*-
# The Procrustes library provides a set of functions for transforming
# a matrix to make it as similar as possible to a target matrix.
#
# Copyright (C) 2017-2022 The QC-Devs Community
#
# This file is part of Procrustes.
#
# Procrustes is free software; you can redistribute it and/or
# modify it under the terms of the GNU General Public License
# as published by the Free Software Foundation; either version 3
# of the License, or (at your option) any later version.
#
# Procrustes is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program; if not, see <http://www.gnu.org/licenses/>
#
# --
"""Rotational-Orthogonal Procrustes Module."""
from typing import Optional
import numpy as np
from procrustes.utils import compute_error, ProcrustesResult, setup_input_arrays
import scipy
[docs]def rotational(
a: np.ndarray,
b: np.ndarray,
pad: bool = True,
translate: bool = False,
scale: bool = False,
unpad_col: bool = False,
unpad_row: bool = False,
check_finite: bool = True,
weight: Optional[np.ndarray] = None,
lapack_driver: str = "gesvd",
) -> ProcrustesResult:
r"""Perform rotational Procrustes.
Given a matrix :math:`\mathbf{A}_{m \times n}` and a reference matrix :math:`\mathbf{B}_{m
\times n}`, find the rotational transformation matrix :math:`\mathbf{R}_{n \times n}` that
makes :math:`\mathbf{A}` as close as possible to :math:`\mathbf{B}`. In other words,
.. math::
\underbrace{\min}_{\left\{\mathbf{R} \left| {\mathbf{R}^{-1} = {\mathbf{R}}^\dagger
\atop \left| \mathbf{R} \right| = 1} \right. \right\}}
\|\mathbf{A}\mathbf{R} - \mathbf{B}\|_{F}^2
This Procrustes method requires the :math:`\mathbf{A}` and :math:`\mathbf{B}` matrices to
have the same shape, which is gauranteed with the default ``pad`` argument for any given
:math:`\mathbf{A}` and :math:`\mathbf{B}` matrices. In preparing the :math:`\mathbf{A}` and
:math:`\mathbf{B}` matrices, the (optional) order of operations is: **1)** unpad zero
rows/columns, **2)** translate the matrices to the origin, **3)** weight entries of
:math:`\mathbf{A}`, **4)** scale the matrices to have unit norm, **5)** pad matrices with zero
rows/columns so they have the same shape.
Parameters
----------
a : ndarray
The 2D-array :math:`\mathbf{A}` which is going to be transformed.
b : ndarray
The 2D-array :math:`\mathbf{B}` representing the reference matrix.
pad : bool, optional
Add zero rows (at the bottom) and/or columns (to the right-hand side) of matrices
:math:`\mathbf{A}` and :math:`\mathbf{B}` so that they have the same shape.
translate : bool, optional
If True, both arrays are centered at origin (columns of the arrays will have mean zero).
scale : bool, optional
If True, both arrays are normalized with respect to the Frobenius norm, i.e.,
:math:`\text{Tr}\left[\mathbf{A}^\dagger\mathbf{A}\right] = 1` and
:math:`\text{Tr}\left[\mathbf{B}^\dagger\mathbf{B}\right] = 1`.
unpad_col : bool, optional
If True, zero columns (with values less than 1.0e-8) on the right-hand side of the intial
:math:`\mathbf{A}` and :math:`\mathbf{B}` matrices are removed.
unpad_row : bool, optional
If True, zero rows (with values less than 1.0e-8) at the bottom of the intial
:math:`\mathbf{A}` and :math:`\mathbf{B}` matrices are removed.
check_finite : bool, optional
If True, convert the input to an array, checking for NaNs or Infs.
weight : ndarray, optional
The 1D-array representing the weights of each row of :math:`\mathbf{A}`. This defines the
elements of the diagonal matrix :math:`\mathbf{W}` that is multiplied by :math:`\mathbf{A}`
matrix, i.e., :math:`\mathbf{A} \rightarrow \mathbf{WA}`.
lapack_driver : {'gesvd', 'gesdd'}, optional
Whether to use the more efficient divide-and-conquer approach ('gesdd') or the more robust
general rectangular approach ('gesvd') to compute the singular-value decomposition with
`scipy.linalg.svd`.
Returns
-------
res : ProcrustesResult
The Procrustes result represented as a class:`utils.ProcrustesResult` object.
Notes
-----
The optimal rotational matrix is obtained by,
.. math::
\mathbf{R}_{\text{opt}} =
\arg \underbrace{\min}_{\left\{\mathbf{R} \left| {\mathbf{R}^{-1} = {\mathbf{R}}^\dagger
\atop \left| \mathbf{R} \right| = 1} \right. \right\}}
\|\mathbf{A}\mathbf{R} - \mathbf{B}\|_{F}^2 =
\arg \underbrace{\max}_{\left\{\mathbf{R} \left| {\mathbf{R}^{-1} = {\mathbf{R}}^\dagger
\atop \left| \mathbf{R} \right| = 1} \right. \right\}}
\text{Tr}\left[\mathbf{R}^\dagger {\mathbf{A}}^\dagger \mathbf{B} \right]
The solution is obtained by taking the singular value decomposition (SVD) of the
:math:`\mathbf{A}^\dagger \mathbf{B}` matrix,
.. math::
\mathbf{A}^\dagger \mathbf{B} &= \tilde{\mathbf{U}} \tilde{\mathbf{\Sigma}}
\tilde{\mathbf{V}}^{\dagger} \\
\mathbf{R}_{\text{opt}} &= \tilde{\mathbf{U}} \tilde{\mathbf{S}}
\tilde{\mathbf{V}}^{\dagger}
where :math:`\tilde{\mathbf{S}}_{n \times m}` is almost an identity matrix,
.. math::
\tilde{\mathbf{S}}_{m \times n} \equiv
\begin{bmatrix}
1 & 0 & \cdots & 0 & 0 \\
0 & 1 & \ddots & \vdots &0 \\
0 & \ddots &\ddots & 0 &\vdots \\
\vdots&0 & 0 & 1 &0 \\
0 & 0 & 0 \cdots &0 &\operatorname{sgn}
\left(\left|\mathbf{U}\mathbf{V}^\dagger\right|\right)
\end{bmatrix}
in which the smallest singular value is replaced by
.. math::
\operatorname{sgn} \left(\left|\tilde{\mathbf{U}} \tilde{\mathbf{V}}^\dagger\right|\right) =
\begin{cases}
+1 \qquad \left|\tilde{\mathbf{U}} \tilde{\mathbf{V}}^\dagger\right| \geq 0 \\
-1 \qquad \left|\tilde{\mathbf{U}} \tilde{\mathbf{V}}^\dagger\right| < 0
\end{cases}
Examples
--------
>>> import numpy as np
>>> array_a = np.array([[1.5, 7.4], [8.5, 4.5]])
>>> array_b = np.array([[6.29325035, 4.17193001, 0., 0,],
... [9.19238816, -2.82842712, 0., 0.],
... [0., 0., 0., 0.]])
>>> res = rotational(array_a,array_b,translate=False,scale=False)
>>> res.t # rotational transformation
array([[ 0.70710678, -0.70710678],
[ 0.70710678, 0.70710678]])
>>> res.error # one-sided Procrustes error
1.483808210011695e-17
"""
# check inputs
new_a, new_b = setup_input_arrays(
a,
b,
unpad_col,
unpad_row,
pad,
translate,
scale,
check_finite,
weight,
)
if new_a.shape != new_b.shape:
raise ValueError(
f"Shape of A and B does not match: {new_a.shape} != {new_b.shape} "
"Check pad, unpad_col, and unpad_row arguments."
)
# compute SVD of A.T * B
u, _, vt = scipy.linalg.svd(np.dot(new_a.T, new_b), lapack_driver=lapack_driver)
# construct S: an identity matrix with the smallest singular value replaced by sgn(|U*V^t|)
s = np.eye(new_a.shape[1])
s[-1, -1] = np.sign(np.linalg.det(np.dot(u, vt)))
# compute optimal rotational transformation
r_opt = np.dot(np.dot(u, s), vt)
# compute one-sided error
error = compute_error(new_a, new_b, r_opt)
return ProcrustesResult(error=error, new_a=new_a, new_b=new_b, t=r_opt, s=None)