Equivalent transform for vectorized solution
For a given symmetric 4x4
matrix Q
and a 3x4
matrix P
the 3x3
matrix C
is obtained through
C=P @ Q @ P.T
It can be shown that the output C will be symmetric again. The same problem can be formulated using only the unique elements in Q
and C
exploiting their symmetry. To do so, the matrices are vectorized as seen below.
I want to construct a matrix B that maps the vectorized matrices onto each other like so:
c = B @ q
B
must be a 6x10
and should be constructable from P
only. How can I get B from P?
I tried this, but it doesnt seem to work. Maybe someone has experienced a similar problem?
import numpy as np
def vectorize(A, ord='c'):
"""
Symmetric matrix to vector e.g:
[[1, 2, 3],
[2, 4, 5],
[3, 5, 6]] -> [1, 2, 3, 4, 5, 6] (c-order, row-col)
-> [1, 2, 4, 3, 5, 6] (f-order, col-row)
"""
# upper triangle mask
m = np.triu(np.ones_like(A, dtype=bool)).flatten(order=ord)
return A.flatten(order=ord)[m]
def B(P):
B = np.zeros((6, 10))
counter = 0
# the i,j entry in C depends on the i, j columns in P
for i in range(3):
for j in range(i, 3):
coeffs = np.outer(P[i], P[j])
B[counter] = vectorize(coeffs)
counter += 1
return B
if __name__ == '__main__':
# original transform
P = np.arange(12).reshape((3, 4))
# calculated transform for vectorized matrix
_B = B(P)
# some random symmetric matrix
Q = np.array([[1, 2, 3, 4],
[2, 5, 6, 7],
[3, 6, 8, 9],
[4, 7, 9, 10]])
# if B is an equivilant transform to P, these should be similar
C = P @ Q @ P.T
c = _B @ vectorize(Q)
print(f"q: {vectorize(Q)}\n"
f"C: {vectorize(C)}\n"
f"c: {c}")
Output:
q: [ 1 2 3 4 5 6 7 8 9 10]
C: [ 301 949 2973 1597 4997 8397]
c: [ 214 542 870 1946 3154 5438] <-- not the same