"""The vector space of symmetric matrices.
Lead author: Yann Thanwerdas.
"""
import geomstats.backend as gs
from geomstats.geometry.base import (
DiffeomorphicMatrixVectorSpace,
LevelSet,
MatrixVectorSpace,
)
from geomstats.geometry.diffeo import Diffeo
from geomstats.geometry.euclidean import EuclideanMetric
from geomstats.geometry.matrices import Matrices, MatricesMetric
from geomstats.vectorization import repeat_out, repeat_out_multiple_ndim
[docs]
class SymmetricMatrices(MatrixVectorSpace):
"""Class for the vector space of symmetric matrices of size n.
Parameters
----------
n : int
Integer representing the shapes of the matrices: n x n.
"""
def __init__(self, n, equip=True):
self.n = n
super().__init__(dim=int(n * (n + 1) / 2), shape=(n, n), equip=equip)
[docs]
@staticmethod
def default_metric():
"""Metric to equip the space with if equip is True."""
return MatricesMetric
def _create_basis(self):
"""Compute the basis of the vector space of symmetric matrices."""
indices, values = [], []
k = -1
for row in range(self.n):
for col in range(row, self.n):
k += 1
if row == col:
indices.append((k, row, row))
values.append(1.0)
else:
indices.extend([(k, row, col), (k, col, row)])
values.extend([1.0, 1.0])
return gs.array_from_sparse(indices, values, (k + 1, self.n, self.n))
[docs]
def belongs(self, point, atol=gs.atol):
"""Evaluate if a matrix is symmetric.
Parameters
----------
point : array-like, shape=[.., n, n]
Point to test.
atol : float
Tolerance to evaluate equality with the transpose.
Returns
-------
belongs : array-like, shape=[...,]
Boolean evaluating if point belongs to the space.
"""
belongs = super().belongs(point)
if gs.any(belongs):
is_symmetric = Matrices.is_symmetric(point, atol)
return gs.logical_and(belongs, is_symmetric)
return belongs
[docs]
def projection(self, point):
"""Make a matrix symmetric, by averaging with its transpose.
Parameters
----------
point : array-like, shape=[..., n, n]
Matrix.
Returns
-------
sym : array-like, shape=[..., n, n]
Symmetric matrix.
"""
return Matrices.to_symmetric(point)
[docs]
@staticmethod
def basis_representation(matrix_representation):
"""Convert a symmetric matrix into a vector.
Parameters
----------
matrix_representation : array-like, shape=[..., n, n]
Matrix.
Returns
-------
basis_representation : array-like, shape=[..., n(n+1)/2]
Vector.
"""
return gs.triu_to_vec(matrix_representation)
[docs]
@staticmethod
def matrix_representation(basis_representation):
"""Convert a vector into a symmetric matrix.
Parameters
----------
basis_representation : array-like, shape=[..., n(n+1)/2]
Vector.
Returns
-------
matrix_representation : array-like, shape=[..., n, n]
Symmetric matrix.
"""
vec_dim = basis_representation.shape[-1]
mat_dim = (gs.sqrt(8.0 * vec_dim + 1) - 1) / 2
if mat_dim != int(mat_dim):
raise ValueError(
"Invalid input dimension, it must be of the form "
"(n_samples, n * (n + 1) / 2)"
)
mat_dim = int(mat_dim)
shape = (mat_dim, mat_dim)
mask = 2 * gs.ones(shape) - gs.eye(mat_dim)
indices = list(zip(*gs.triu_indices(mat_dim)))
if gs.ndim(basis_representation) == 1:
upper_triangular = gs.array_from_sparse(
indices, basis_representation, shape
)
else:
upper_triangular = gs.stack(
[
gs.array_from_sparse(indices, data, shape)
for data in basis_representation
]
)
mat = Matrices.to_symmetric(upper_triangular) * mask
return mat
[docs]
class SymmetricHollowMatrices(LevelSet, MatrixVectorSpace):
r"""Space of symmetric hollow matrices.
Set of symmetric matrices with null diagonal:
.. math::
\operatorname{Hol}(n) = \{X \in \operatorname{Sym}(n)
\mid \operatorname{Diag}(X)=0\}
Parameters
----------
n : int
Integer representing the shapes of the matrices: n x n.
References
----------
.. [T2022] Yann Thanwerdas. Riemannian and stratified
geometries on covariance and correlation matrices. Differential
Geometry [math.DG]. Université Côte d'Azur, 2022.
"""
def __init__(self, n, equip=True):
self.n = n
super().__init__(dim=int(n * (n - 1) / 2), shape=(n, n), equip=equip)
[docs]
@staticmethod
def default_metric():
"""Metric to equip the space with if equip is True."""
return MatricesMetric
def _define_embedding_space(self):
return SymmetricMatrices(n=self.n)
[docs]
def submersion(self, point):
"""Submersion that defines the manifold.
Parameters
----------
point : array-like, shape=[..., n, n]
Returns
-------
submersed_point : array-like, shape=[..., n]
"""
return Matrices.diagonal(point)
[docs]
def tangent_submersion(self, vector, point):
"""Tangent submersion.
Parameters
----------
vector : array-like, shape=[..., n, n]
point : Ignored.
Returns
-------
submersed_vector : array-like, shape=[..., n]
"""
out = self.submersion(vector)
return repeat_out(self.point_ndim, out, vector, point, out_shape=(self.n,))
def _create_basis(self):
"""Compute the basis of the vector space of hollow symmetric matrices."""
indices, values = [], []
k = -1
for row in range(self.n):
for col in range(row + 1, self.n):
k += 1
indices.extend([(k, row, col), (k, col, row)])
values.extend([1.0, 1.0])
return gs.array_from_sparse(indices, values, (k + 1, self.n, self.n))
[docs]
@staticmethod
def basis_representation(matrix_representation):
"""Convert a hollow symmetric matrix into a vector.
Parameters
----------
matrix_representation : array-like, shape=[..., n, n]
Matrix.
Returns
-------
vec : array-like, shape=[..., n(n+1)/2]
Vector.
"""
return gs.triu_to_vec(matrix_representation, k=1)
[docs]
def projection(self, point):
"""Project a point in embedding manifold on embedded manifold.
Parameters
----------
point : array-like, shape=[..., *embedding_space.point_shape]
Point in embedding manifold.
Returns
-------
projected : array-like, shape=[..., *point_shape]
Projected point.
"""
return point - Matrices.to_diagonal(point)
[docs]
class HollowMatricesPermutationInvariantMetric(EuclideanMetric):
r"""A permutation-invariant metric on the space of hollow matrices.
It is flat Riemannian metric invariant by the congruence action
of permutation matrices defined over a matrix vector space.
Its associated quadratic form is:
.. math::
q(X)=\alpha \operatorname{tr}\left(X^2\right)
+\beta \operatorname{Sum}\left(X^2\right)
+\gamma \operatorname{Sum}(X)^2
Parameters
----------
space : Manifold
alpha : float
Scalar multiplying first term of quadratic form.
beta : float
Scalar multiplying second term of quadratic form.
gamma : float
Scalar multiplying third term of quadratic form.
Check out chapter 8 of [T2022]_ for more details.
References
----------
.. [T2022] Yann Thanwerdas. Riemannian and stratified
geometries on covariance and correlation matrices. Differential
Geometry [math.DG]. Université Côte d'Azur, 2022.
"""
def __init__(self, space, alpha=None, beta=None, gamma=1.0):
if alpha is None:
alpha = 1.0 if space.n > 3 else 0.0
if beta is None:
beta = 1.0 if space.n > 2 else 0.0
self._check_params(space, alpha, beta, gamma)
super().__init__(space=space)
self.alpha = alpha
self.beta = beta
self.gamma = gamma
@staticmethod
def _check_params(space, alpha, beta, gamma):
r"""Check parameters of quadratic form.
The following conditions must verify:
- n > 3: :math:`\alpha>0,2 \alpha+(n-2) \beta>0, \alpha+(n-1)(\beta+n \gamma)>0`
- n = 3: :math:`\alpha=0, \beta > 0, \beta+3 \gamma>0`
- n = 2: :math:`\alpha=0, \beta=0, \gamma > 0`
"""
n = space.n
if n == 2:
if alpha > gs.atol or beta > gs.atol or gamma < gs.atol:
raise ValueError(
f"When n==2: alpha ({alpha}) and beta ({beta}) must be 0, "
f"and gamma ({gamma}) > 0. "
"Check thanwerdas2022 theorem 8.7"
)
return
elif n == 3:
cond = beta + 3 * gamma
if alpha > gs.atol or beta < gs.atol or cond < gs.atol:
raise ValueError(
f"When n==3: alpha ({alpha}) must be 0, beta ({beta}) > 0 "
f"and an inequality greater than 0: {cond}. "
"Check thanwerdas2022 theorem 8.7"
)
return
cond_1 = 2 * alpha + (n - 2) * beta
cond_2 = alpha + (n - 1) * (beta + n * gamma)
if cond_1 < gs.atol or cond_2 < gs.atol:
raise ValueError(
f"Inequalities should be greater than 0, but: {cond_1} and {cond_2}. "
"Check thanwerdas2022 theorem 8.7"
)
def _quadratic_form(self, tangent_vec):
"""Quadratic form associated to inner product.
Parameters
----------
tangent_vec: array-like, shape=[..., n, n]
Tangent vector at base point.
"""
comp = gs.matmul(tangent_vec, tangent_vec)
out_alpha = self.alpha * gs.trace(comp) if self.alpha > gs.atol else 0.0
out_beta = (
self.beta * gs.sum(comp, axis=(-2, -1)) if self.beta > gs.atol else 0.0
)
out_gamma = self.gamma * gs.sum(tangent_vec, axis=(-2, -1)) ** 2
return out_alpha + out_beta + out_gamma
[docs]
def inner_product(self, tangent_vec_a, tangent_vec_b, base_point=None):
"""Inner product between two tangent vectors at a base point.
Parameters
----------
tangent_vec_a: array-like, shape=[..., n, n]
Tangent vector at base point.
tangent_vec_b: array-like, shape=[..., n, n]
Tangent vector at base point.
base_point: array-like, shape=[..., n, n]
Base point.
Optional, default: None.
Returns
-------
inner_product : array-like, shape=[...,]
Inner-product.
"""
inner_prod = (1 / 2) * (
self._quadratic_form(tangent_vec_a + tangent_vec_b)
- self._quadratic_form(tangent_vec_a)
- self._quadratic_form(tangent_vec_b)
)
return repeat_out(
self._space.point_ndim, inner_prod, tangent_vec_a, tangent_vec_b, base_point
)
[docs]
def squared_norm(self, vector, base_point=None):
"""Compute the square of the norm of a vector.
Squared norm of a vector associated to the inner product
at the tangent space at a base point.
Parameters
----------
vector : array-like, shape=[..., n, n]
Vector.
base_point : array-like, shape=[..., n, n]
Base point.
Optional, default: None.
Returns
-------
sq_norm : array-like, shape=[...,]
Squared norm.
"""
return self._quadratic_form(vector)
[docs]
class ConstantValueRowSumsDiffeo(Diffeo):
r"""A diffeomorphism from the constant-value-row-sum matrices to symmetric matrices.
A particular case is the diffeomorphism between the space of null-row-sum symmetric
n-matrices and the space of symmetric (n-1)-matrices.
Let :math:`f` be the diffeomorphism
:math:`f: M \rightarrow N` of the manifold
:math:`M` into the manifold :math:`N`.
"""
def __init__(self, value=0.0):
self.value = value
self._space_ndim = 2
self._image_space_ndim = 2
[docs]
def diffeomorphism(self, base_point):
"""Diffeomorphism at base point.
Parameters
----------
base_point : array-like, shape=[..., n, n]
Base point.
Returns
-------
image_point : array-like, shape=[..., n-1, n-1]
Image point.
"""
return base_point[..., :-1, :-1]
def _concatenate_row_sums(self, image_point, value):
"""Concatenate missing row and column."""
row_sums = value - gs.sum(image_point, axis=-1)
last_row = gs.concatenate(
[row_sums, gs.expand_dims(value - gs.sum(row_sums, axis=-1), axis=-1)],
axis=-1,
)
return gs.concatenate(
[
gs.concatenate(
[image_point, gs.expand_dims(row_sums, axis=-1)], axis=-1
),
gs.expand_dims(last_row, axis=-2),
],
axis=-2,
)
[docs]
def inverse_diffeomorphism(self, image_point):
r"""Inverse diffeomorphism at image point.
:math:`f^{-1}: N \rightarrow M`
Parameters
----------
image_point : array-like, shape=[..., n-1, n-1]
Image point.
Returns
-------
base_point : array-like, shape=[..., n, n]
Base point.
"""
return self._concatenate_row_sums(image_point, self.value)
[docs]
def tangent_diffeomorphism(self, tangent_vec, base_point=None, image_point=None):
r"""Tangent diffeomorphism at base point.
df_p is a linear map from T_pM to T_f(p)N.
Parameters
----------
tangent_vec : array-like, shape=[..., *space_shape]
Tangent vector at base point.
base_point : array-like, shape=[..., *space_shape]
Base point.
image_point : array-like, shape=[..., *image_shape]
Image point.
Returns
-------
image_tangent_vec : array-like, shape=[..., *image_shape]
Image tangent vector at image of the base point.
"""
out = self.diffeomorphism(tangent_vec)
return repeat_out_multiple_ndim(
out,
self._space_ndim,
(tangent_vec, base_point),
self._image_space_ndim,
(image_point,),
out_ndim=self._image_space_ndim,
)
[docs]
def inverse_tangent_diffeomorphism(
self, image_tangent_vec, image_point=None, base_point=None
):
r"""Inverse tangent diffeomorphism at image point.
df^-1_p is a linear map from T_f(p)N to T_pM
Parameters
----------
image_tangent_vec : array-like, shape=[..., *image_shape]
Image tangent vector at image point.
image_point : array-like, shape=[..., *image_shape]
Image point.
base_point : array-like, shape=[..., *space_shape]
Base point.
Returns
-------
tangent_vec : array-like, shape=[..., *space_shape]
Tangent vector at base point.
"""
out = self._concatenate_row_sums(image_tangent_vec, 0.0)
return repeat_out_multiple_ndim(
out,
self._image_space_ndim,
(image_tangent_vec, image_point),
self._space_ndim,
(base_point,),
out_ndim=self._space_ndim,
)
[docs]
class NullRowSumsSymmetricMatrices(LevelSet, DiffeomorphicMatrixVectorSpace):
r"""Space of null-row-sums symmetric matrices.
Set of symmetric matrices with null row sums:
.. math::
\operatorname{Row_0}(n) = \{S \in \operatorname{Sym}(n)
\mid S \mathbb{1}=0 \}
Check out chapter 8 of [T2022]_ and [T2023]_ for more details.
Parameters
----------
n : int
Integer representing the shapes of the matrices: n x n.
References
----------
.. [T2022] Yann Thanwerdas. Riemannian and stratified
geometries on covariance and correlation matrices. Differential
Geometry [math.DG]. Université Côte d'Azur, 2022.
.. [T2023] Thanwerdas, Yann. “Permutation-Invariant Log-Euclidean Geometries
on Full-Rank Correlation Matrices,”
November 2023. https://hal.science/hal-03878729.
"""
def __init__(self, n, equip=True):
self.n = n
image_space = SymmetricMatrices(n - 1, equip=False)
super().__init__(
dim=image_space.dim,
diffeo=ConstantValueRowSumsDiffeo(value=0.0),
image_space=image_space,
shape=(n, n),
equip=equip,
)
[docs]
@staticmethod
def default_metric():
"""Metric to equip the space with if equip is True."""
return MatricesMetric
def _define_embedding_space(self):
"""Define embedding space of the manifold.
Returns
-------
embedding_space : Manifold
Instance of Manifold.
"""
return SymmetricMatrices(n=self.n)
[docs]
def submersion(self, point):
"""Submersion that defines the manifold.
Parameters
----------
point : array-like, shape=[..., n, n]
Returns
-------
submersed_point : array-like, shape=[..., n]
"""
return gs.sum(point, axis=-1)
[docs]
def tangent_submersion(self, vector, point):
"""Tangent submersion.
Parameters
----------
vector : array-like, shape=[..., n, n]
point : Ignored.
Returns
-------
submersed_vector : array-like, shape=[..., n]
"""
out = self.submersion(vector)
return repeat_out(self.point_ndim, out, vector, point, out_shape=(self.n,))
def _create_basis(self):
"""Compute the basis of the vector space."""
indices, values = [], []
k = -1
for row in range(self.n - 1):
for col in range(row, self.n - 1):
k += 1
if row == col:
indices.append((k, row, row))
values.append(1.0)
else:
indices.extend([(k, row, col), (k, col, row)])
values.extend([1.0, 1.0])
pre_basis = gs.array_from_sparse(indices, values, (k + 1, self.n, self.n))
return self.matrix_representation(
self.basis_representation(
pre_basis,
)
)
[docs]
class NullRowSumsPermutationInvariantMetric(EuclideanMetric):
r"""A permutation-invariant metric on the space of null-row-sums symmetric matrices.
It is flat Riemannian metric invariant by the congruence action
of permutation matrices defined over a matrix vector space.
Its associated quadratic form is:
.. math::
q(Y)=\alpha \operatorname{tr}\left(Y^2\right)
+\delta \operatorname{tr}\left(\operatorname{Diag}(Y)^2\right)
+\zeta \operatorname{tr}(Y)^2
Check out chapter 8 of [T2022]_ and [T2023]_ for more details.
Parameters
----------
space : Manifold
alpha : float
Scalar multiplying first term of quadratic form.
delta : float
Scalar multiplying second term of quadratic form.
zeta : float
Scalar multiplying third term of quadratic form.
References
----------
.. [T2022] Yann Thanwerdas. Riemannian and stratified
geometries on covariance and correlation matrices. Differential
Geometry [math.DG]. Université Côte d'Azur, 2022.
.. [T2023] Thanwerdas, Yann. “Permutation-Invariant Log-Euclidean Geometries
on Full-Rank Correlation Matrices,”
November 2023. https://hal.science/hal-03878729.
"""
def __init__(self, space, alpha=None, delta=None, zeta=1.0):
if alpha is None:
alpha = 1.0 if space.n > 3 else 0.0
if delta is None:
delta = 1.0 if space.n > 2 else 0.0
self._check_params(space, alpha, delta, zeta)
super().__init__(space=space)
self.alpha = alpha
self.delta = delta
self.zeta = zeta
@staticmethod
def _check_params(space, alpha, delta, zeta):
r"""Check parameters of quadratic form.
The following conditions must verify:
- n > 3: :math:`\alpha>0, n\alpha+(n-2)\delta>0, n\alpha+(n-1)(\delta+n\zeta)>0`
- n = 3: :math:`\alpha=0, \delta > 0, \delta + 3 \zeta > 0`
- n = 2: :math:`\alpha=\delta=0, \zeta > 0`
"""
n = space.n
if n == 2:
if alpha > gs.atol or delta > gs.atol or zeta < gs.atol:
raise ValueError(
f"When n==2: alpha ({alpha}) and delta ({delta}) must be 0, "
f"and zeta ({zeta}) > 0. "
"Check thanwerdas2022 theorem 8.7"
)
return
elif n == 3:
cond = delta + 3 * zeta
if alpha > gs.atol or delta < gs.atol or cond < gs.atol:
raise ValueError(
f"When n==3: alpha ({alpha}) must be 0, delta ({delta}) > 0 "
f"and an inequality greater than 0: {cond}. "
"Check thanwerdas2022 theorem 8.7"
)
return
cond_1 = n * alpha + (n - 2) * delta
cond_2 = n * alpha + (n - 1) * (delta + n * zeta)
if cond_1 < gs.atol or cond_2 < gs.atol:
raise ValueError(
f"Inequalities should be greater than 0, but: {cond_1} and {cond_2}. "
"Check thanwerdas2022 theorem 8.7"
)
def _quadratic_form(self, tangent_vec):
"""Quadratic form associated to inner product.
Parameters
----------
tangent_vec: array-like, shape=[..., n, n]
Tangent vector at base point.
"""
if self.alpha > gs.atol:
comp = gs.matmul(tangent_vec, tangent_vec)
out_alpha = self.alpha * gs.trace(comp)
else:
out_alpha = 0.0
out_delta = (
self.delta * gs.sum(Matrices.diagonal(tangent_vec) ** 2, axis=-1)
if self.delta > gs.atol
else 0.0
)
out_zeta = self.zeta * gs.trace(tangent_vec) ** 2
return out_alpha + out_delta + out_zeta
[docs]
def inner_product(self, tangent_vec_a, tangent_vec_b, base_point=None):
"""Inner product between two tangent vectors at a base point.
Parameters
----------
tangent_vec_a: array-like, shape=[..., n, n]
Tangent vector at base point.
tangent_vec_b: array-like, shape=[..., n, n]
Tangent vector at base point.
base_point: array-like, shape=[..., n, n]
Base point.
Optional, default: None.
Returns
-------
inner_product : array-like, shape=[...,]
Inner-product.
"""
inner_prod = (1 / 2) * (
self._quadratic_form(tangent_vec_a + tangent_vec_b)
- self._quadratic_form(tangent_vec_a)
- self._quadratic_form(tangent_vec_b)
)
return repeat_out(
self._space.point_ndim, inner_prod, tangent_vec_a, tangent_vec_b, base_point
)
[docs]
def squared_norm(self, vector, base_point=None):
"""Compute the square of the norm of a vector.
Squared norm of a vector associated to the inner product
at the tangent space at a base point.
Parameters
----------
vector : array-like, shape=[..., n, n]
Vector.
base_point : array-like, shape=[..., n, n]
Base point.
Optional, default: None.
Returns
-------
sq_norm : array-like, shape=[...,]
Squared norm.
"""
return self._quadratic_form(vector)