Add pinv and fix solve for numpy>=2.1 (#63)

OriolAbril · web-flow · commit e1892a3f7503 · 2024-09-19T02:05:14.000+02:00
* add pinv

* fix failing tests with solve

* format

* update changelog

* prepare release

* update CI
diff --git a/.github/dependabot.yml b/.github/dependabot.yml
@@ -0,0 +1,6 @@
+version: 2
+updates:
+- package-ecosystem: "github-actions"
+  directory: "/"
+  schedule:
+    interval: "weekly"
diff --git a/.github/workflows/publish.yml b/.github/workflows/publish.yml
@@ -19,7 +19,7 @@ jobs:
       - name: Set up Python
         uses: actions/setup-python@v4
         with:
-          python-version: "3.10"
+          python-version: "3.11"
       - name: Install build dependencies
         run: python -m pip install build
       - name: Build package
diff --git a/.github/workflows/test.yml b/.github/workflows/test.yml
@@ -11,7 +11,7 @@ jobs:
     runs-on: ubuntu-latest
     strategy:
       matrix:
-        python-version: ["3.9", "3.10", "3.11"]
+        python-version: ["3.10", "3.11", "3.12"]
       fail-fast: false
     steps:
       - uses: actions/checkout@v3
diff --git a/docs/source/changelog.md b/docs/source/changelog.md
@@ -1,11 +1,11 @@
 # Change Log
 
-## v0.x.x (Unreleased)
+## v0.8.0 (2024 Sep 19)
 ### New features
+* Add `numpy.linalg.pinv` wrapper {pull}`63`
 
 ### Maintenance and fixes
-
-### Documentation
+* Update to handle modified behaviour of `numpy.linalg.solve` {pull}`63`
 
 ## v0.7.0 (2024 Jan 17)
 ### New features
diff --git a/docs/source/tutorials/linalg_tutorial.ipynb b/docs/source/tutorials/linalg_tutorial.ipynb
diff --git a/docs/source/tutorials/np_linalg_tutorial_port.ipynb b/docs/source/tutorials/np_linalg_tutorial_port.ipynb
diff --git a/docs/source/tutorials/stats_tutorial.ipynb b/docs/source/tutorials/stats_tutorial.ipynb
diff --git a/pyproject.toml b/pyproject.toml
@@ -6,7 +6,7 @@ build-backend = "flit_core.buildapi"
 name = "xarray-einstats"
 description = "Stats, linear algebra and einops for xarray"
 readme = "README.md"
-requires-python = ">=3.9"
+requires-python = ">=3.10"
 license = {file = "LICENSE"}
 authors = [
     {name = "ArviZ team", email = "arviz.devs@gmail.com"}
@@ -27,8 +27,8 @@ classifiers = [
 ]
 dynamic = ["version"]
 dependencies = [
-  "numpy>=1.22",
-  "scipy>=1.8",
+  "numpy>=1.23",
+  "scipy>=1.9",
   "xarray>=2022.09.0",
 ]
 
diff --git a/src/xarray_einstats/__init__.py b/src/xarray_einstats/__init__.py
@@ -19,7 +19,7 @@
     "EinopsAccessor",
 ]
 
-__version__ = "0.8.0.dev0"
+__version__ = "0.8.0"
 
 
 def sort(da, dim, **kwargs):
diff --git a/src/xarray_einstats/accessors.py b/src/xarray_einstats/accessors.py
@@ -1,4 +1,5 @@
 """Accessors for xarray_einstats features."""
+
 import xarray as xr
 
 from .linalg import (
diff --git a/src/xarray_einstats/einops.py b/src/xarray_einstats/einops.py
@@ -13,6 +13,7 @@
     example usage.
 
 """
+
 import warnings
 from collections.abc import Hashable
 
diff --git a/src/xarray_einstats/linalg.py b/src/xarray_einstats/linalg.py
@@ -10,6 +10,7 @@
     ``matmul`` and ``get_default_dims``.
 
 """
+
 import warnings
 
 import numpy as np
@@ -34,6 +35,7 @@
     "diagonal",
     "solve",
     "inv",
+    "pinv",
 ]
 
 
@@ -709,19 +711,75 @@ def solve(da, db, dims=None, **kwargs):
     """Wrap :func:`numpy.linalg.solve`.
 
     Usage examples of all arguments is available at the :ref:`linalg_tutorial` page.
+
+    Parameters
+    ----------
+    da : DataArray
+    db : DataArray
+    dims : sequence of hashable, optional
+        It can have either length 2 or 3. If length 2, both dimensions should have the
+        same length and be present in `da`, and only one of them should also be present in `db`.
+        If length 3, the first two elements behave the same; the third element is a dimension
+        of arbitrary length which can only present in `db`.
+
+        From NumPy's docstring, a has ``(..., M, M)`` shape and b has ``(M,) or (..., M, K)``.
+        Here, b can be ``(..., M)`` this case is not limited to 1d, so dims with length two
+        indicates the two dimensions of length M, with length 3 it is something like (M, M, K),
+        which can be done thanks to named dimensions.
+    **kwargs : mapping
+        Passed to :func:`xarray.apply_ufunc`
+
+    Examples
+    --------
+    Dimension naming conventions are designed to ease inverse operation with :func:`xarray.dot`.
+
+    The following example illustrates what this means and how to check that solve
+    worked correctly
+
+    .. jupyter-execute::
+
+        import xarray as xr
+        import numpy as np
+        from xarray_einstats.linalg import solve
+        from xarray_einstats.tutorial import generate_matrices_dataarray
+
+        matrices = generate_matrices_dataarray()
+        matrices
+
+    .. jupyter-execute::
+
+        b = matrices.std("dim2")  # dims (batch, experiment, dim)
+        y2 = solve(matrices, b, dims=("dim", "dim2"))  # dims (batch, experiment, dim2)
+        np.allclose(b, xr.dot(matrices, y2, dims="dim2"))
+
     """
     if dims is None:
         dims = _attempt_default_dims("solve", da.dims, db.dims)
     if len(dims) == 3:
-        b_dim = dims[0] if dims[0] in db.dims else dims[1]
-        in_dims = [dims[:2], [b_dim, dims[-1]]]
-        out_dims = [[b_dim, dims[-1]]]
+        # solve(a, b) in numpy has signature a: (..., M, M) and b: (..., M, K)
+        # we look which dim is in b -> represents the M
+        k_dim = dims[-1]  # the last element in dims represents the K
+        remove_k = False
+        if k_dim in da:
+            raise ValueError(
+                f"Found {k_dim} in `da`. If provided, the 3rd element of 'dims' "
+                "can only be in `db`."
+            )
     else:
-        in_dims = [dims, dims[:1]]
-        out_dims = [dims[:1]]
-    return xr.apply_ufunc(
+        # a: (..., M, M) and b: (..., M) is not supported, so we add a dummy K
+        k_dim = "__k_aux_dim__"
+        remove_k = True
+        db = db.expand_dims(k_dim)
+    b_dim = dims[0] if dims[0] in db.dims else dims[1]
+    y_dim = dims[1] if dims[0] in db.dims else dims[0]
+    in_dims = [dims[:2], [b_dim, k_dim]]
+    out_dims = [[y_dim, k_dim]]
+    da_out = xr.apply_ufunc(
         np.linalg.solve, da, db, input_core_dims=in_dims, output_core_dims=out_dims, **kwargs
     )
+    if remove_k:
+        return da_out.squeeze(k_dim, drop=True)
+    return da_out
 
 
 def inv(da, dims=None, **kwargs):
@@ -734,3 +792,23 @@ def inv(da, dims=None, **kwargs):
     return xr.apply_ufunc(
         np.linalg.inv, da, input_core_dims=[dims], output_core_dims=[dims], **kwargs
     )
+
+
+def pinv(da, dims=None, **kwargs):
+    """Wrap :func:`numpy.linalg.pinv`.
+
+    Usage examples of all arguments is available at the :ref:`linalg_tutorial` page.
+    If both "rtol" and "rcond" are provided, "rtol" will be ignored.
+    """
+    if dims is None:
+        dims = _attempt_default_dims("pinv", da.dims)
+    rcond = kwargs.pop("rtol", None)
+    rcond = kwargs.pop("rcond", rcond)
+    return xr.apply_ufunc(
+        np.linalg.pinv,
+        da,
+        rcond,
+        input_core_dims=[dims, []],
+        output_core_dims=[dims[::-1]],
+        **kwargs,
+    )
diff --git a/src/xarray_einstats/numba.py b/src/xarray_einstats/numba.py
@@ -1,4 +1,5 @@
 """Module with numba enhanced functions."""
+
 import numba
 import numpy as np
 import xarray as xr
diff --git a/src/xarray_einstats/tutorial.py b/src/xarray_einstats/tutorial.py
@@ -1,4 +1,5 @@
 """Tutorial module with data for docs and quick testing."""
+
 import numpy as np
 import xarray as xr
 
diff --git a/tests/test_linalg.py b/tests/test_linalg.py
@@ -21,6 +21,7 @@
     matrix_rank,
     matrix_transpose,
     norm,
+    pinv,
     qr,
     slogdet,
     solve,
@@ -140,6 +141,12 @@ def test_inv(self, matrices):
         assert out.shape == matrices.shape
         assert out.dims == matrices.dims
 
+    def test_pinv(self, matrices):
+        out = pinv(matrices, dims=("experiment", "dim"))
+        out_dims_exp = ("batch", "dim2", "dim", "experiment")
+        assert out.dims == out_dims_exp
+        assert out.shape == tuple(out.sizes[dim] for dim in out_dims_exp)
+
     def test_transpose(self, hermitian):
         assert_equal(hermitian, matrix_transpose(hermitian, dims=("dim", "dim2")))
 
@@ -272,10 +279,16 @@ def test_slogdet_det(self, matrices):
         det_da = det(matrices, dims=("dim", "dim2"))
         assert_allclose(sign * np.exp(logdet), det_da)
 
-    def test_solve(self, matrices):
+    def test_solve_two_dims(self, matrices):
         b = matrices.std("dim2")
         y = solve(matrices, b, dims=("dim", "dim2"))
-        assert_allclose(b, xr.dot(matrices, y.rename(dim="dim2"), dims="dim2"), atol=1e-14)
+        assert_allclose(b, xr.dot(matrices, y, dim="dim2"), atol=1e-14)
+
+    def test_solve_three_dims(self, matrices):
+        b = matrices.std("dim2")
+        a = matrices.isel(batch=0)
+        y = solve(a, b, dims=("dim", "dim2", "batch"))
+        assert_allclose(b, xr.dot(a, y, dim="dim2").transpose(*b.dims), atol=1e-14)
 
     def test_diagonal(self, matrices):
         idx = xr.DataArray(np.arange(len(matrices["dim"])), dims="pointwise_sel")

Original file line number	Diff line number	Diff line change
`@@ -19,7 +19,7 @@`
`19`	`19`	`"EinopsAccessor",`
`20`	`20`	`]`
`21`	`21`
`22`		`-__version__ = "0.8.0.dev0"`
	`22`	`+__version__ = "0.8.0"`
`23`	`23`
`24`	`24`
`25`	`25`	`def sort(da, dim, **kwargs):`
Original file line number	Diff line number	Diff line change
`@@ -1,4 +1,5 @@`
`1`	`1`	`"""Accessors for xarray_einstats features."""`
	`2`	`+`
`2`	`3`	`import xarray as xr`
`3`	`4`
`4`	`5`	`from .linalg import (`