Source code for cvxpy.atoms.affine.upper_tri

"""

This file is part of CVXPY.

CVXPY is free software: you can redistribute it and/or modify
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.

CVXPY 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 CVXPY.  If not, see <http://www.gnu.org/licenses/>.
"""

from cvxpy.atoms.affine.affine_atom import AffAtom
import cvxpy.lin_ops.lin_utils as lu
import numpy as np

[docs]class upper_tri(AffAtom):
"""The vectorized strictly upper triagonal entries.
"""

def __init__(self, expr):
super(upper_tri, self).__init__(expr)

@AffAtom.numpy_numeric
def numeric(self, values):
"""Vectorize the upper triagonal entries.
"""
value = np.zeros(self.shape[0])
count = 0
for i in range(values[0].shape[0]):
for j in range(values[0].shape[1]):
if i < j:
value[count] = values[0][i, j]
count += 1
return value

def validate_arguments(self):
"""Checks that the argument is a square matrix.
"""
if not self.args[0].ndim == 2 or self.args[0].shape[0] != self.args[0].shape[1]:
raise ValueError(
"Argument to upper_tri must be a square matrix."
)

def shape_from_args(self):
"""A vector.
"""
rows, cols = self.args[0].shape
return (rows*(cols-1)//2, 1)

@staticmethod
def graph_implementation(arg_objs, shape, data=None):
"""Vectorized strictly upper triagonal entries.

Parameters
----------
arg_objs : list
LinExpr for each argument.
shape : tuple
The shape of the resulting expression.
data :
Additional data required by the atom.

Returns
-------
tuple
(LinOp for objective, list of constraints)
"""
return (lu.upper_tri(arg_objs[0]), [])