Skip to content

Add complex number support to linalg.solve #566

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 2 commits into from
Dec 14, 2022
Merged
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
23 changes: 17 additions & 6 deletions spec/API_specification/array_api/linalg.py
Original file line number Diff line number Diff line change
Expand Up @@ -373,23 +373,34 @@ def slogdet(x: array, /) -> Tuple[array, array]:
"""

def solve(x1: array, x2: array, /) -> array:
"""
Returns the solution to the system of linear equations represented by the well-determined (i.e., full rank) linear matrix equation ``AX = B``.
r"""
Returns the solution of a square system of linear equations with a unique solution.

Let ``x1`` equal :math:`A` and ``x2`` equal :math:`B`. If the promoted data type of ``x1`` and ``x2`` is real-valued, let :math:`\mathbb{K}` be the set of real numbers :math:`\mathbb{R}`, and, if the promoted data type of ``x1`` and ``x2`` is complex-valued, let :math:`\mathbb{K}` be the set of complex numbers :math:`\mathbb{C}`.

This function computes the solution :math:`X \in\ \mathbb{K}^{m \times k}` of the **linear system** associated to :math:`A \in\ \mathbb{K}^{m \times m}` and :math:`B \in\ \mathbb{K}^{m \times k}` and is defined as

.. math::
AX = B

This system of linear equations has a unique solution if and only if :math:`A` is invertible.

.. note::
Whether an array library explicitly checks whether an input array is full rank is implementation-defined.
Whether an array library explicitly checks whether ``x1`` is invertible is implementation-defined.

When ``x1`` and/or ``x2`` is a stack of matrices, the function must compute a solution for each matrix in the stack.

Parameters
----------
x1: array
coefficient array ``A`` having shape ``(..., M, M)`` and whose innermost two dimensions form square matrices. Must be of full rank (i.e., all rows or, equivalently, columns must be linearly independent). Should have a real-valued floating-point data type.
coefficient array ``A`` having shape ``(..., M, M)`` and whose innermost two dimensions form square matrices. Must be of full rank (i.e., all rows or, equivalently, columns must be linearly independent). Should have a floating-point data type.
x2: array
ordinate (or "dependent variable") array ``B``. If ``x2`` has shape ``(M,)``, ``x2`` is equivalent to an array having shape ``(..., M, 1)``. If ``x2`` has shape ``(..., M, K)``, each column ``k`` defines a set of ordinate values for which to compute a solution, and ``shape(x2)[:-1]`` must be compatible with ``shape(x1)[:-1]`` (see :ref:`broadcasting`). Should have a real-valued floating-point data type.
ordinate (or "dependent variable") array ``B``. If ``x2`` has shape ``(M,)``, ``x2`` is equivalent to an array having shape ``(..., M, 1)``. If ``x2`` has shape ``(..., M, K)``, each column ``k`` defines a set of ordinate values for which to compute a solution, and ``shape(x2)[:-1]`` must be compatible with ``shape(x1)[:-1]`` (see :ref:`broadcasting`). Should have a floating-point data type.

Returns
-------
out: array
an array containing the solution to the system ``AX = B`` for each square matrix. The returned array must have the same shape as ``x2`` (i.e., the array corresponding to ``B``) and must have a real-valued floating-point data type determined by :ref:`type-promotion`.
an array containing the solution to the system ``AX = B`` for each square matrix. The returned array must have the same shape as ``x2`` (i.e., the array corresponding to ``B``) and must have a floating-point data type determined by :ref:`type-promotion`.
"""

def svd(x: array, /, *, full_matrices: bool = True) -> Union[array, Tuple[array, ...]]:
Expand Down