{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Linear Algebra Examples\n",
    "====\n",
    "\n",
    "This just shows the machanics of linear algebra calculations with python. See Lecture 5 for motivation and understanding."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import scipy.linalg as la\n",
    "import matplotlib.pyplot as plt\n",
    "%matplotlib inline"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "plt.style.use('ggplot')"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Resources\n",
    "----\n",
    "\n",
    "- [Tutorial for `scipy.linalg`](http://docs.scipy.org/doc/scipy/reference/tutorial/linalg.html)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Exact solution of linear system of equations\n",
    "----"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "\\begin{align}\n",
    "x + 2y &= 3 \\\\\n",
    "3x + 4y &= 17\n",
    "\\end{align}\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[1, 2],\n",
       "       [3, 4]])"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "A = np.array([[1,2],[3,4]])\n",
    "A"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([ 3, 17])"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "b = np.array([3,17])\n",
    "b"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([ 11.,  -4.])"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "x = la.solve(A, b)\n",
    "x"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "True"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "np.allclose(A @ x, b)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "A1 = np.random.random((1000,1000))\n",
    "b1 = np.random.random(1000)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Using solve is faster and more stable numerically than using matrix inversion"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "The slowest run took 5.24 times longer than the fastest. This could mean that an intermediate result is being cached \n",
      "1 loops, best of 3: 90.3 ms per loop\n"
     ]
    }
   ],
   "source": [
    "%timeit la.solve(A1, b1)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "1 loops, best of 3: 140 ms per loop\n"
     ]
    }
   ],
   "source": [
    "%timeit la.inv(A1) @ b1"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Under the hood (Optional)\n",
    "\n",
    "The `solve` function uses the `dgesv` fortran function to do the actual work. Here is an example of how to do this directly with the `lapack` function. There is rarely any reason to use `blas` or `lapack` functions directly becuase the `linalg` package provides more convenient functions that also perfrom error checking, but you can use Python to experiment with `lapack` or `blass` before using them in a language like C or Fortran.\n",
    "\n",
    "- [How to interpret lapack function names](http://www.netlib.org/lapack/lug/node24.html)\n",
    "- [Summary of BLAS functions](http://cvxopt.org/userguide/blas.html)\n",
    "- [Sumary of Lapack functions](http://cvxopt.org/userguide/lapack.html)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import scipy.linalg.lapack as lapack"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([ 11.,  -4.])"
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "lu, piv, x, info = lapack.dgesv(A, b)\n",
    "x"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Basic information about a matrix\n",
    "----"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[ 1.+0.j,  2.+3.j],\n",
       "       [ 3.-2.j,  4.+0.j]])"
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "C = np.array([[1, 2+3j], [3-2j, 4]])\n",
    "C"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[ 1.-0.j,  2.-3.j],\n",
       "       [ 3.+2.j,  4.-0.j]])"
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "C.conjugate()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Trace"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "def trace(M):\n",
    "    return np.diag(M).sum()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "(5+0j)"
      ]
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "trace(C)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "True"
      ]
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "np.allclose(trace(C), la.eigvals(C).sum())"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Determinant"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "(-8-5j)"
      ]
     },
     "execution_count": 17,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "la.det(C)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Rank"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "2"
      ]
     },
     "execution_count": 18,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "np.linalg.matrix_rank(C)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Norm"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "6.5574385243020004"
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "la.norm(C, None) # Frobenius (default)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "6.3890280236012158"
      ]
     },
     "execution_count": 20,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "la.norm(C, 2) # largest sinular value"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "1.4765909770949921"
      ]
     },
     "execution_count": 21,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "la.norm(C, -2) # smallest singular value"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([ 6.38902802,  1.47659098])"
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "la.svdvals(C)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Least-squares solution\n",
    "----"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([ 11.,  -4.])"
      ]
     },
     "execution_count": 23,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "la.solve(A, b)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([ 11.,  -4.])"
      ]
     },
     "execution_count": 24,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "x, resid, rank, s = la.lstsq(A, b)\n",
    "x"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[1, 2],\n",
       "       [2, 4]])"
      ]
     },
     "execution_count": 25,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "A1 = np.array([[1,2],[2,4]])\n",
    "A1"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([ 3, 17])"
      ]
     },
     "execution_count": 26,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "b1 = np.array([3, 17])\n",
    "b1"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "singular matrix\n"
     ]
    }
   ],
   "source": [
    "try:\n",
    "    la.solve(A1, b1)\n",
    "except la.LinAlgError as e:\n",
    "    print(e)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([ 1.48,  2.96])"
      ]
     },
     "execution_count": 28,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "x, resid, rank, s = la.lstsq(A1, b1)\n",
    "x"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "A2 = np.random.random((10,3))\n",
    "b2 = np.random.random(10)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "expected square matrix\n"
     ]
    }
   ],
   "source": [
    "try:\n",
    "    la.solve(A2, b2)\n",
    "except ValueError as e:\n",
    "    print(e)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 31,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([ 0.4036226 ,  0.38604513,  0.40359296])"
      ]
     },
     "execution_count": 31,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "x, resid, rank, s = la.lstsq(A2, b2)\n",
    "x"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Normal equations\n",
    "\n",
    "One way to solve least squares equations $X\\beta = y$ for $\\beta$ is by using the formula $\\beta = (X^TX)^{-1}X^Ty$ as you may have learnt in statistical theory classes (or can derive yourself with a bit of calculus). This is implemented below.\n",
    "\n",
    "Note: This is not how the `la.lstsq` function solves least square problems as it can be inefficent for large matrices."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 33,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "def least_squares(X, y):\n",
    "    return la.solve(X.T @ X, X.T @ y)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 34,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([ 0.4036226 ,  0.38604513,  0.40359296])"
      ]
     },
     "execution_count": 34,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "least_squares(A2, b2)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Matrix Decompositinos\n",
    "----"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 35,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[ 1. ,  0.6],\n",
       "       [ 0.6,  4. ]])"
      ]
     },
     "execution_count": 35,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "A = np.array([[1,0.6],[0.6,4]])\n",
    "A"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### LU"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 36,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "p, l, u = la.lu(A)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 37,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[ 1.,  0.],\n",
       "       [ 0.,  1.]])"
      ]
     },
     "execution_count": 37,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "p"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 38,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[ 1. ,  0. ],\n",
       "       [ 0.6,  1. ]])"
      ]
     },
     "execution_count": 38,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "l"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 39,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[ 1.  ,  0.6 ],\n",
       "       [ 0.  ,  3.64]])"
      ]
     },
     "execution_count": 39,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "u"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 40,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "True"
      ]
     },
     "execution_count": 40,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "np.allclose(p@l@u, A)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Choleskey"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 41,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[ 1.       ,  0.6      ],\n",
       "       [ 0.       ,  1.9078784]])"
      ]
     },
     "execution_count": 41,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "U = la.cholesky(A)\n",
    "U"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 42,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "True"
      ]
     },
     "execution_count": 42,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "np.allclose(U.T @ U, A)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 43,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "True"
      ]
     },
     "execution_count": 43,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# If workiing wiht complex matrices\n",
    "np.allclose(U.T.conj() @ U, A)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### QR"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 44,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": [
    "Q, R = la.qr(A)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 45,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[-0.85749293, -0.51449576],\n",
       "       [-0.51449576,  0.85749293]])"
      ]
     },
     "execution_count": 45,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "Q"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 46,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "True"
      ]
     },
     "execution_count": 46,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "np.allclose((la.norm(Q[:,0]), la.norm(Q[:,1])), (1,1))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": false
   },
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 47,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "True"
      ]
     },
     "execution_count": 47,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "np.allclose(Q@R, A)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Spectral"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 48,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "u, v = la.eig(A)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 49,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([ 0.88445056+0.j,  4.11554944+0.j])"
      ]
     },
     "execution_count": 49,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "u"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 50,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[-0.98195639, -0.18910752],\n",
       "       [ 0.18910752, -0.98195639]])"
      ]
     },
     "execution_count": 50,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "v"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 51,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "True"
      ]
     },
     "execution_count": 51,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "np.allclose((la.norm(v[:,0]), la.norm(v[:,1])), (1,1))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 52,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "True"
      ]
     },
     "execution_count": 52,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "np.allclose(v @ np.diag(u) @ v.T, A)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Inverting A"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 53,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "True"
      ]
     },
     "execution_count": 53,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "np.allclose(v @ np.diag(1/u) @ v.T, la.inv(A))"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Powers of A"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 54,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "True"
      ]
     },
     "execution_count": 54,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "np.allclose(v @ np.diag(u**5) @ v.T, np.linalg.matrix_power(A, 5))"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### SVD"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 55,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "U, s, V = la.svd(A)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 56,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[ 0.18910752,  0.98195639],\n",
       "       [ 0.98195639, -0.18910752]])"
      ]
     },
     "execution_count": 56,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "U"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 57,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "True"
      ]
     },
     "execution_count": 57,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "np.allclose((la.norm(U[:,0]), la.norm(U[:,1])), (1,1))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 58,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([ 4.11554944,  0.88445056])"
      ]
     },
     "execution_count": 58,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "s"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 59,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[ 0.18910752,  0.98195639],\n",
       "       [ 0.98195639, -0.18910752]])"
      ]
     },
     "execution_count": 59,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "V"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 60,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "True"
      ]
     },
     "execution_count": 60,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "np.allclose((la.norm(V[:,0]), la.norm(V[:,1])), (1,1))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 61,
   "metadata": {
    "collapsed": false
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "True"
      ]
     },
     "execution_count": 61,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "np.allclose(U @ np.diag(s) @ V, A)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": []
  }
 ],
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