Source code for cvxpy.atoms.cumprod
"""
Copyright, the CVXPY authors
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
"""
from typing import Tuple
import numpy as np
from cvxpy.atoms.affine.affine_atom import AffAtom
from cvxpy.atoms.axis_atom import AxisAtom
from cvxpy.expressions.expression import Expression
[docs]
class cumprod(AffAtom, AxisAtom):
"""
Cumulative product of the elements of an expression.
Attributes
----------
expr : CVXPY expression
The expression being multiplied.
axis : int
The axis to multiply across.
"""
def __init__(self, expr: Expression, axis: int = 0) -> None:
super(cumprod, self).__init__(expr, axis)
@AffAtom.numpy_numeric
def numeric(self, values) -> np.ndarray:
"""
Returns the cumulative product of the elements of the expression.
"""
return np.cumprod(values[0], axis=self.axis)
def shape_from_args(self) -> Tuple[int, ...]:
"""The same as the input."""
return self.args[0].shape
def is_atom_convex(self) -> bool:
"""Is the atom convex?"""
return False
def is_atom_concave(self) -> bool:
"""Is the atom concave?"""
return False
def is_atom_log_log_convex(self) -> bool:
"""Is the atom log-log convex?"""
return True
def is_atom_log_log_concave(self) -> bool:
"""Is the atom log-log concave?"""
return True
def _grad(self, values) -> list:
"""Gives the (sub/super)gradient of the atom w.r.t. each argument.
Matrix expressions are vectorized, so the gradient is a matrix.
Args:
values: A list of numeric values for the arguments.
Returns:
A list of SciPy CSC sparse matrices or None.
"""
# TODO implement grad
return []
def get_data(self) -> list:
"""Returns the axis being multiplied."""
return [self.axis]