/usr/share/pyshared/statsmodels/sandbox/mle.py is in python-statsmodels 0.4.2-1.2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 | '''What's the origin of this file? It is not ours.
Does not run because of missing mtx files, now included
changes: JP corrections to imports so it runs, comment out print
'''
import numpy as np
from numpy import dot, outer, random, argsort
from scipy import io, linalg, optimize
from scipy.sparse import eye as speye
import matplotlib.pyplot as plt
def R(v):
rq = dot(v.T,A*v)/dot(v.T,B*v)
res = (A*v-rq*B*v)/linalg.norm(B*v)
data.append(linalg.norm(res))
return rq
def Rp(v):
""" Gradient """
result = 2*(A*v-R(v)*B*v)/dot(v.T,B*v)
#print "Rp: ", result
return result
def Rpp(v):
""" Hessian """
result = 2*(A-R(v)*B-outer(B*v,Rp(v))-outer(Rp(v),B*v))/dot(v.T,B*v)
#print "Rpp: ", result
return result
A = io.mmread('nos4.mtx') # clustered eigenvalues
#B = io.mmread('bcsstm02.mtx.gz')
#A = io.mmread('bcsstk06.mtx.gz') # clustered eigenvalues
#B = io.mmread('bcsstm06.mtx.gz')
n = A.shape[0]
B = speye(n,n)
random.seed(1)
v_0=random.rand(n)
print "try fmin_bfgs"
full_output = 1
data=[]
v,fopt, gopt, Hopt, func_calls, grad_calls, warnflag, allvecs = \
optimize.fmin_bfgs(R,v_0,fprime=Rp,full_output=full_output,retall=1)
if warnflag == 0:
plt.semilogy(np.arange(0,len(data)),data)
print 'Rayleigh quotient BFGS',R(v)
print "fmin_bfgs OK"
print "try fmin_ncg"
#
# WARNING: the program may hangs if fmin_ncg is used
#
data=[]
v,fopt, fcalls, gcalls, hcalls, warnflag, allvecs = \
optimize.fmin_ncg(R,v_0,fprime=Rp,fhess=Rpp,full_output=full_output,retall=1)
if warnflag==0:
plt.figure()
plt.semilogy(np.arange(0,len(data)),data)
print 'Rayleigh quotient NCG',R(v)
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