Source code for naginterfaces.​library.​examples.​correg.​corrmat_nearest_ex

#!/usr/bin/env python
"``naginterface.library.correg.corrmat_nearest`` Python Example."

# NAG Copyright 2017-2019.

# pylint: disable=invalid-name

import numpy as np

from naginterfaces.library import correg

[docs]def main(): """ Example for :func:`naginterfaces.library.correg.corrmat_nearest`. Find a nearest correlation matrix. >>> main() naginterfaces.library.correg.corrmat_nearest Python Example Results. The Frobenius-nearest correlation matrix to a given square matrix. Symmetric nearest correlation matrix X: [ 1.00e+00 -8.08e-01, 1.00e+00 1.92e-01, -6.56e-01, 1.00e+00 1.07e-01, 1.92e-01, -8.08e-01, 1.00e+00 ] """ print( 'naginterfaces.library.correg.corrmat_nearest Python Example Results.' ) print('The Frobenius-nearest correlation matrix to a given square matrix.') g = np.array([ [2.0, -1.0, 0.0, 0.0], [-1.0, 2.0, -1.0, 0.0], [0.0, -1.0, 2.0, -1.0], [0.0, 0.0, -1.0, 2.0], ]) x = correg.corrmat_nearest(g).x print('Symmetric nearest correlation matrix X:') print('[') for i in range(x.shape[0]): print(' ' + ', '.join(['{:10.2e}']*(i+1)).format(*x[i, :(i+1)])) print(']')
if __name__ == '__main__': import doctest import sys sys.exit( doctest.testmod( None, verbose=True, report=False, optionflags=doctest.REPORT_NDIFF, ).failed )