Merge pull request #298 from cbehan/master

Matrix factorization follow-up

Author: isuruf

symengine/lib/symengine.pxd

@@ -789,7 +789,9 @@ cdef extern from "<symengine/matrix.h>" namespace "SymEngine":
         void LDL(MatrixBase &L, MatrixBase &D) nogil
         void LU_solve(const MatrixBase &b, MatrixBase &x) nogil
         void FFLU(MatrixBase &LU) nogil
-        void FFLDU(MatrixBase&L, MatrixBase &D, MatrixBase &U) nogil
+        void FFLDU(MatrixBase &L, MatrixBase &D, MatrixBase &U) nogil
+        void QR(MatrixBase &Q, MatrixBase &R) nogil
+        void cholesky(MatrixBase &L) nogil
 
     cdef cppclass DenseMatrix(MatrixBase):
         DenseMatrix()

symengine/lib/symengine_wrapper.pyx

@@ -3604,6 +3604,17 @@ cdef class DenseMatrixBase(MatrixBase):
         deref(self.thisptr).FFLDU(deref(L.thisptr), deref(D.thisptr), deref(U.thisptr))
         return L, D, U
 
+    def QR(self):
+        cdef DenseMatrixBase Q = self.__class__(self.nrows(), self.ncols())
+        cdef DenseMatrixBase R = self.__class__(self.nrows(), self.ncols())
+        deref(self.thisptr).QR(deref(Q.thisptr), deref(R.thisptr))
+        return Q, R
+
+    def cholesky(self):
+        cdef DenseMatrixBase L = self.__class__(self.nrows(), self.ncols())
+        deref(self.thisptr).cholesky(deref(L.thisptr))
+        return L
+
     def jacobian(self, x):
         cdef DenseMatrixBase x_ = sympify(x)
         cdef DenseMatrixBase R = self.__class__(self.nrows(), x.nrows())

symengine/tests/test_matrices.py

@@ -1,7 +1,7 @@
 from symengine import symbols
 from symengine.lib.symengine_wrapper import (DenseMatrix, Symbol, Integer,
-    function_symbol, I, NonSquareMatrixError, ShapeError, zeros, ones, eye,
-    ImmutableMatrix)
+    Rational, function_symbol, I, NonSquareMatrixError, ShapeError, zeros,
+    ones, eye, ImmutableMatrix)
 from symengine.utilities import raises
 
 
@@ -353,6 +353,25 @@ def test_FFLDU():
     assert U == DenseMatrix(3, 3, [1, 2, 3, 0, -13, -13, 0, 0, 91])
 
 
+def test_QR():
+    A = DenseMatrix(3, 3, [12, -51, 4, 6, 167, -68, -4, 24, -41])
+    Q, R = A.QR()
+
+    assert Q == DenseMatrix(3, 3, [Rational(6, 7), Rational(-69, 175),
+                                   Rational(-58, 175), Rational(3, 7),
+                                   Rational(158, 175), Rational(6, 175),
+                                   Rational(-2, 7), Rational(6, 35),
+                                   Rational(-33, 35)])
+    assert R == DenseMatrix(3, 3, [14, 21, -14, 0, 175, -70, 0, 0, 35])
+
+
+def test_cholesky():
+    A = DenseMatrix(3, 3, [4, 12, -16, 12, 37, -43, -16, -43, 98])
+    L = A.cholesky()
+
+    assert L == DenseMatrix(3, 3, [2, 0, 0, 6, 1, 0, -8, 5, 3])
+
+
 def test_str_repr():
     d = DenseMatrix(3, 2, [1, 2, 3, 4, 5, 6])
     assert str(d) == '[1, 2]\n[3, 4]\n[5, 6]\n'