bandmat 0.1

Overview

The well-known BLAS interface and LAPACK library for linear algebra define several banded matrix operations, and some of these, such as banded Cholesky decomposition, are wrapped in the excellent python package scipy, specifically in scipy.linalg. The bandmat package re-uses the banded matrix representation used by BLAS, LAPACK and scipy.linalg. This represents a square n by n banded matrix as a d by n numpy array together with the lower or sub-diagonal bandwidth l and the upper or super-diagonal bandwidth u, where the overall bandwidth d is equal to l + u + 1. Only square banded matrices are supported by this package. Full details of the banded representation can be found in the docstring for scipy.linalg.solve_banded.

The bandmat package provides:

• some basic banded matrix operations not present in scipy. For example, banded matrix-vector multiplication is defined by BLAS but not wrapped by scipy, and banded matrix-matrix multiplication is not defined in BLAS or in scipy. The bandmat package contains C implementations of these operations written in cython.

• helper functions for converting between full and banded matrix representations.

• certain linear algebra operations on banded matrices. Currently the only supported operation is finding the band of the inverse of a positive definite banded matrix.

• an implementation of a fancy indexed += function for numpy arrays. This is included for (the author’s) convenience and is not specific to banded matrices.

Installation

For most purposes the simplest way to install bandmat is to use pip:

sudo pip install bandmat

This installs the latest released version of bandmat on PyPI. Alternatively you can download bandmat from PyPI and install it using:

sudo python setup.py install

The latest development version of bandmat is available from a github repository (see below).

Usage

The python script example.py contains some simple examples of how the bandmat package may be used. To run it:

python example.py

License

Please see the file License for details of the license and warranty for bandmat.

Development

The source code is hosted in the bandmat github repository. To obtain the latest source code using git:

git clone git://github.com/MattShannon/bandmat.git

Development is in fact done using darcs, with the darcs repository converted to a git repository using darcs-to-git.

To compile the cython part of bandmat in the current directory:

python setup.py build_ext --inplace

This command must be run after every modification to the source .pyx files.

A note on setup.py

The included setup.py file operates in one of two modes depending on whether or not the file dev is present in the project root directory. In development mode (dev present, as for the github repository), the build_ext command uses cython to compile cython modules from their .pyx source, and the sdist command is modified to first use cython to compile cython modules from their .pyx source to .c files. In distribution mode (dev absent, as for source distributions such as the code on PyPI), the build_ext command uses a C compiler to directly compile cython modules from the corresponding .c files. This approach ensures that source distributions can be installed on systems without cython or with an incompatible version of cython, while ensuring that distributed .c files are always up-to-date and that the source .pyx files are used instead of .c files during development.

The author would welcome any suggestions for more elegant ways to achieve a similar effect to the approach described above!

Bugs

Please use the issue tracker to submit bug reports.

Contact

The author of bandmat is Matt Shannon.