Paper | Slides | Docs | Live Demo
freealg is a Python package that employs free probability to evaluate the spectral densities of large matrix forms. The fundamental algorithm employed by freealg is free decompression, which extrapolates from the empirical spectral densities of small submatrices to infer the eigenspectrum of extremely large matrices.
Install
Install with pip:
pip install freealgAlternatively, clone the source code and install with
cd source_dir
pip install .Documentation
Documentation is available at ameli.github.io/freealg.
Quick Usage
The following code estimates the eigenvalues of a very large Wishart matrix using a much smaller Wishart matrix.
>>> import freealg as fa
>>> mp = fa.distributions.MarchenkoPastur(1/50) # Wishart matrices with aspect ratio 1/50
>>> A = mp.matrix(1000) # Sample a 1000 x 1000 Wishart matrix
>>> eigs = fa.eigvalsh(A, 100_000) # Estimate the eigenvalues of 100000 x 100000For more details on how to interface with freealg check out the Live Demo.
Test
You may test the package with tox:
cd source_dir
toxAlternatively, test with pytest:
cd source_dir
pytestHow to Contribute
We welcome contributions via GitHub’s pull request. Developers should review our Contributing Guidelines before submitting their code. If you do not feel comfortable modifying the code, we also welcome feature requests and bug reports.
License
1 maintainer
Metadata
1 maintainer
Release files for freealg 0.12.2
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Source distribution (sdist)
| File | Size | Uploaded | Provenance | Actions |
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| freealg-0.12.2.tar.gz | 279.6 kB | Without provenance | Details for freealg-0.12.2.tar.gz |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Actions Reset |
|---|---|---|---|---|
| freealg-0.12.2-py3-none-any.whl | Python 3 | none | any | Details for freealg-0.12.2-py3-none-any.whl |
Total release size: 635.3 kB
Release files / freealg-0.12.2.tar.gz
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Release files / freealg-0.12.2-py3-none-any.whl
| Download URL | freealg-0.12.2-py3-none-any.whl |
|---|---|
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| Tags | Python 3 |
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