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pymbend

Description

mbend is an "R package for bending non-positive-definite matrices to positive-definite". This is a simple port of mbend to Python, with the goal of improving computation time.

Some naive timings are below:

Matrix size mbend time [s] pymbend time [s]
100 0.89 0.85
200 13.8 4.4
500 1370.6 36.7

These were made on a 2021 Intel MacBook Pro.

In addition, it adds the ability to bend a matrix ($A$) to satisfy a generalized Rayleigh quotient inequality: $$0 \leq \frac{\beta^\intercal A \beta}{\beta^\intercal B \beta} \leq 1$$

Installation

pip install git+https://github.com/zietzm/pymbend

License

pymbend is distributed under the terms of the MIT license.

Metadata

Release files for pymbend 0.1.0

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Source distribution (sdist)

Source distribution for pymbend 0.1.0
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Table of built distributions (wheels) for pymbend 0.1.0
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pymbend-0.1.0-py3-none-any.whl Python 3 none any Details

Total release size: 7.3 kB

Release files / pymbend-0.1.0.tar.gz

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