Source code for cvxpy.atoms.pf_eigenvalue

Copyright 2018 Akshay Agrawal

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from cvxpy.atoms.atom import Atom
import numpy as np

[docs]class pf_eigenvalue(Atom): """The Perron-Frobenius eigenvalue of a positive matrix. For an elementwise positive matrix :math:`X`, this atom represents its spectral radius, i.e., the magnitude of its largest eigenvalue. Because :math:`X` is positive, the spectral radius equals its largest eigenvalue, which is guaranteed to be positive. This atom is log-log convex. Parameters ---------- X : cvxpy.Expression A positive square matrix. """ def __init__(self, X): super(pf_eigenvalue, self).__init__(X) if len(X.shape) != 2 or X.shape[0] != X.shape[1]: raise ValueError("Argument to `spectral radius` must be a " "square matrix, received ", X) self.args[0] = X def numeric(self, values): return np.max(np.abs(np.linalg.eig(values[0])[0])) def name(self): return "%s(%s)" % (self.__class__.__name__, self.args[0]) def shape_from_args(self): """Returns the (row, col) shape of the expression. """ return tuple() def sign_from_args(self): """Returns sign (is positive, is negative) of the expression. """ return (True, False) def is_atom_convex(self): """Is the atom convex? """ return False def is_atom_concave(self): """Is the atom concave? """ return False def is_atom_log_log_convex(self): """Is the atom log-log convex? """ return True def is_atom_log_log_concave(self): """Is the atom log-log concave? """ return False # TODO(akshayka): Figure out monotonicity. def is_incr(self, idx): """Is the composition non-decreasing in argument idx? """ return False def is_decr(self, idx): """Is the composition non-increasing in argument idx? """ return False def _grad(self, values): return None