Would it be possible to add something like symeig to scipy? -------- Original Message -------- Subject: Re: [SciPy-user] First few eigenvectors of a numarray array Date: Fri, 3 Sep 2004 17:07:06 +0200 (CEST) From: p.berkes@biologie.hu-berlin.de Reply-To: SciPy Users List <scipy-user@scipy.net> To: SciPy Users List <scipy-user@scipy.net> Hi Stuart, in fact MDP contains a function (mdp.utils.symeig), which provides an interface to some LAPACK routines that are able to compute only the first eigenvectors of a matrix, given that it is symmetrical positive definite (which should be the case, since you're doing PCA). Pietro. On Fri, 3 Sep 2004, Gary Ruben wrote:
Hi Stuart,
It may well not be relevant to your needs, but since you mentioned you were doing PCA, you might want to look at the MDP package which was announced on this list a few days ago. http://mdp-toolkit.sourceforge.net/
Gary
----- Original Message ----- From: Stuart Murdock <s.e.murdock@soton.ac.uk> Date: Thu, 02 Sep 2004 19:50:57 +0000 To: SciPy Users List <scipy-user@scipy.net> Subject: Re: [SciPy-user] First few eigenvectors of a numarray array
Hi Dave
David Grant wrote:
When you say "top 10" do you mean the eigenvalues with the largest or smallest values?
Primarily I would be concerned with the eigenvectors associated with the largest eigenvalues as presently I am interested in Principal Component Analysis of biomolecular simulation trajectories. There are ways to approximate the top eigenvector / eigenvalue, then get the next and so on but I was wondering if there were any packages with those types of algorithms already implemented.
Thanks
Stuart
I would also be interested in knowing if there is any mathematical way of doing this. Sometimes for example in molecular simulations you only want to calculate the ground state energy, for example, and you don't care about the rest...
Dave
Stuart Murdock wrote:
Hi
I have a 10000 by 10000 square numarray array which I have obtained using numarray. I need to obtain the first 10 eigenvalues and eigenvectors of this so I dont want to have to calculate all eigenvectors of the matrix. Is anyone aware of any pythonic packages which can calculate, lets say, the 10 eigenvectors corresponding to the top 10 eigenvalues of a numarray array.
There are a few functions which calculate all of the eigenvectors e.g.
eig eigenvectors
but I only want to calculate the top few.
Thanks
Stuart
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--
Stuart Murdock Ph.D, Research Fellow, Dept. of Chemistry / E-Science, University of Southampton, Highfield, Southampton, SO17 1BJ, United Kingdom
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Hi David Grant wrote:
Would it be possible to add something like symeig to scipy? -------- Original Message -------- Subject: Re: [SciPy-user] First few eigenvectors of a numarray array Date: Fri, 3 Sep 2004 17:07:06 +0200 (CEST) From: p.berkes@biologie.hu-berlin.de Reply-To: SciPy Users List <scipy-user@scipy.net> To: SciPy Users List <scipy-user@scipy.net>
Hi Stuart,
in fact MDP contains a function (mdp.utils.symeig), which provides an interface to some LAPACK routines that are able to compute only the first eigenvectors of a matrix, given that it is symmetrical positive definite (which should be the case, since you're doing PCA).
I have been using mdp.utils.symeig for a while now and its seems pretty good and reliable. I also find the sqrtm function from MatPy pretty good, although I did have some trouble installing it with python 2.3 but the developers havent gotten back about that. I think more functions like these in scipy would give it a real cutting edge. I only wish I had the time / money to do it. :-) Stuart
Pietro.
On Fri, 3 Sep 2004, Gary Ruben wrote:
Hi Stuart,
It may well not be relevant to your needs, but since you mentioned you were doing PCA, you might want to look at the MDP package which was announced on this list a few days ago. http://mdp-toolkit.sourceforge.net/
Gary
----- Original Message ----- From: Stuart Murdock <s.e.murdock@soton.ac.uk> Date: Thu, 02 Sep 2004 19:50:57 +0000 To: SciPy Users List <scipy-user@scipy.net> Subject: Re: [SciPy-user] First few eigenvectors of a numarray array
David Grant wrote:
When you say "top 10" do you mean the eigenvalues with the largest or > > smallest values?
Primarily I would be concerned with the eigenvectors associated with the > largest eigenvalues as presently I am interested in Principal Component Analysis of biomolecular > simulation trajectories. There are ways to approximate
Thanks Stuart
I would also be interested in knowing if there is any mathematical way > > of doing this. Sometimes for example in molecular simulations you > > only want to calculate the ground state energy, for example, and you > > don't care about the rest...
Dave
Stuart Murdock wrote:
Hi
I have a 10000 by 10000 square numarray array which I have obtained > >> using numarray. I need to obtain the first 10 eigenvalues and eigenvectors of this so I dont want to have to calculate all > eigenvectors of the matrix. Is anyone aware of any pythonic
can calculate, lets say, the 10 eigenvectors corresponding to
Hi Dave the top eigenvector / eigenvalue, then get the next and so on but I was > wondering if there were any packages with those types of algorithms already implemented. packages > >> which the top > >> 10 eigenvalues of a numarray array.
There are a few functions which calculate all of the
eigenvectors e.g.
eig eigenvectors
but I only want to calculate the top few.
Thanks
Stuart
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-- > > Stuart Murdock Ph.D, Research Fellow, Dept. of Chemistry / E-Science, University of Southampton, Highfield, Southampton, SO17 1BJ, United Kingdom http://www.biosimgrid.org
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-- Stuart Murdock Ph.D, Research Fellow, Dept. of Chemistry / E-Science, University of Southampton, Highfield, Southampton, SO17 1BJ, United Kingdom http://www.biosimgrid.org
Stuart Murdock wrote:
Hi David Grant wrote:
Would it be possible to add something like symeig to scipy? -------- Original Message -------- Subject: Re: [SciPy-user] First few eigenvectors of a numarray array Date: Fri, 3 Sep 2004 17:07:06 +0200 (CEST) From: p.berkes@biologie.hu-berlin.de Reply-To: SciPy Users List <scipy-user@scipy.net> To: SciPy Users List <scipy-user@scipy.net>
Hi Stuart,
in fact MDP contains a function (mdp.utils.symeig), which provides an interface to some LAPACK routines that are able to compute only the first eigenvectors of a matrix, given that it is symmetrical positive definite (which should be the case, since you're doing PCA).
Why should the matrix be positive definite ? Please, can you explain that. Of course, symmetrie is clear. If you are interested in an eigenpair (x,\lambda) nearest to a prescribed shift, you can use the attached program. Nils
I have been using mdp.utils.symeig for a while now and its seems pretty good and reliable. I also find the sqrtm function from MatPy pretty good, although I did have some trouble installing it with python 2.3 but the developers havent gotten back about that. I think more functions like these in scipy would give it a real cutting edge. I only wish I had the time / money to do it. :-) Stuart
Pietro.
On Fri, 3 Sep 2004, Gary Ruben wrote:
Hi Stuart,
It may well not be relevant to your needs, but since you mentioned you were doing PCA, you might want to look at the MDP package which was announced on this list a few days ago. http://mdp-toolkit.sourceforge.net/
Gary
----- Original Message ----- From: Stuart Murdock <s.e.murdock@soton.ac.uk> Date: Thu, 02 Sep 2004 19:50:57 +0000 To: SciPy Users List <scipy-user@scipy.net> Subject: Re: [SciPy-user] First few eigenvectors of a numarray array
David Grant wrote:
When you say "top 10" do you mean the eigenvalues with the largest or > > smallest values?
Primarily I would be concerned with the eigenvectors associated with the > largest eigenvalues as presently I am interested in Principal Component Analysis of biomolecular > simulation trajectories. There are ways to approximate
Thanks Stuart
I would also be interested in knowing if there is any mathematical way > > of doing this. Sometimes for example in molecular simulations you > > only want to calculate the ground state energy, for example, and you > > don't care about the rest...
Dave
Stuart Murdock wrote:
Hi
I have a 10000 by 10000 square numarray array which I have obtained > >> using numarray. I need to obtain the first 10 eigenvalues and eigenvectors of this so I dont want to have to calculate all > eigenvectors of the matrix. Is anyone aware of any pythonic
can calculate, lets say, the 10 eigenvectors corresponding to
Hi Dave the top eigenvector / eigenvalue, then get the next and so on but I was > wondering if there were any packages with those types of algorithms already implemented. packages > >> which the top > >> 10 eigenvalues of a numarray array.
There are a few functions which calculate all of the
eigenvectors e.g.
eig eigenvectors
but I only want to calculate the top few.
Thanks
Stuart
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> -- > > Stuart Murdock Ph.D, Research Fellow, Dept. of Chemistry / E-Science, University of Southampton, Highfield, Southampton, SO17 1BJ, United Kingdom http://www.biosimgrid.org > _______________________________________________ SciPy-user mailing list SciPy-user@scipy.net http://www.scipy.net/mailman/listinfo/scipy-user
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On Tue, 5 Oct 2004, David Grant wrote:
Would it be possible to add something like symeig to scipy?
symeig is pretty independent from mdp. It forms a wrapper around some LAPACK routines and automatizes the choice of the algorithm that computes the (generalized) eigenvectors. Recently, we tested it with numarray and it seems to work without problems. If there is some interest, I might clean it up from any reference to mdp and submit it together with some test functions. pietro.
participants (4)
-
David Grant -
Nils Wagner -
p.berkes＠biologie.hu-berlin.de -
Stuart Murdock