我注意到numpy.dot
时涉及nan
和零的dot
行为不一致。
任何人都可以理解它吗?这是一个错误吗?这是否特定于from numpy import *
0*nan, nan*0
=> (nan, nan) # makes sense
#1
a = array([[0]])
b = array([[nan]])
dot(a, b)
=> array([[ nan]]) # OK
#2 -- adding a value to b. the first value in the result is
# not expected to be affected.
a = array([[0]])
b = array([[nan, 1]])
dot(a, b)
=> array([[ 0., 0.]]) # EXPECTED : array([[ nan, 0.]])
# (also happens in 1.6.2 and 1.8.0)
# Also, as @Bill noted, a*b works as expected, but not dot(a,b)
#3 -- changing a from 0 to 1, the first value in the result is
# not expected to be affected.
a = array([[1]])
b = array([[nan, 1]])
dot(a, b)
=> array([[ nan, 1.]]) # OK
#4 -- changing shape of a, changes nan in result
a = array([[0],[0]])
b = array([[ nan, 1.]])
dot(a, b)
=> array([[ 0., 0.], [ 0., 0.]]) # EXPECTED : array([[ nan, 0.], [ nan, 0.]])
# (works as expected in 1.6.2 and 1.8.0)
函数?
我使用numpy v1.6.1,64bit,在linux上运行(也在v1.6.2上测试过)。我还在windows 32bit上的v1.8.0上进行了测试(所以我无法判断这些差异是由版本,操作系统还是拱门造成的)。
from numpy.distutils.system_info import get_info; get_info('blas_opt')
案例#4似乎在v1.6.2和v1.8.0中正常工作,但不是案例#2 ......
编辑:@seberg指出这是一个blas问题,所以这里是关于通过运行1.6.1 linux 64bit
/usr/lib/python2.7/dist-packages/numpy/distutils/system_info.py:1423: UserWarning:
Atlas (http://math-atlas.sourceforge.net/) libraries not found.
Directories to search for the libraries can be specified in the
numpy/distutils/site.cfg file (section [atlas]) or by setting
the ATLAS environment variable.
warnings.warn(AtlasNotFoundError.__doc__)
{'libraries': ['blas'], 'library_dirs': ['/usr/lib'], 'language': 'f77', 'define_macros': [('NO_ATLAS_INFO', 1)]}
1.8.0 windows 32bit (anaconda)
c:\Anaconda\Lib\site-packages\numpy\distutils\system_info.py:1534: UserWarning:
Blas (http://www.netlib.org/blas/) sources not found.
Directories to search for the sources can be specified in the
numpy/distutils/site.cfg file (section [blas_src]) or by setting
the BLAS_SRC environment variable.
warnings.warn(BlasSrcNotFoundError.__doc__)
{}
找到的blas安装的信息:
{{1}}
(我个人不知道该怎么做)
答案 0 :(得分:3)
我认为,正如塞伯格所说,这是使用BLAS库的一个问题。如果你看一下如何实现numpy.dot here和here,你会发现对双精度矩阵时矩阵情况的cblas_dgemm()调用。
这个C程序可以重现你的一些例子,在使用" plain"时会产生相同的输出。 BLAS,以及使用ATLAS时的正确答案。
#include <stdio.h>
#include <math.h>
#include "cblas.h"
void onebyone(double a11, double b11, double expectc11)
{
enum CBLAS_ORDER order=CblasRowMajor;
enum CBLAS_TRANSPOSE transA=CblasNoTrans;
enum CBLAS_TRANSPOSE transB=CblasNoTrans;
int M=1;
int N=1;
int K=1;
double alpha=1.0;
double A[1]={a11};
int lda=1;
double B[1]={b11};
int ldb=1;
double beta=0.0;
double C[1];
int ldc=1;
cblas_dgemm(order, transA, transB,
M, N, K,
alpha,A,lda,
B, ldb,
beta, C, ldc);
printf("dot([ %.18g],[%.18g]) -> [%.18g]; expected [%.18g]\n",a11,b11,C[0],expectc11);
}
void onebytwo(double a11, double b11, double b12,
double expectc11, double expectc12)
{
enum CBLAS_ORDER order=CblasRowMajor;
enum CBLAS_TRANSPOSE transA=CblasNoTrans;
enum CBLAS_TRANSPOSE transB=CblasNoTrans;
int M=1;
int N=2;
int K=1;
double alpha=1.0;
double A[]={a11};
int lda=1;
double B[2]={b11,b12};
int ldb=2;
double beta=0.0;
double C[2];
int ldc=2;
cblas_dgemm(order, transA, transB,
M, N, K,
alpha,A,lda,
B, ldb,
beta, C, ldc);
printf("dot([ %.18g],[%.18g, %.18g]) -> [%.18g, %.18g]; expected [%.18g, %.18g]\n",
a11,b11,b12,C[0],C[1],expectc11,expectc12);
}
int
main()
{
onebyone(0, 0, 0);
onebyone(2, 3, 6);
onebyone(NAN, 0, NAN);
onebyone(0, NAN, NAN);
onebytwo(0, 0,0, 0,0);
onebytwo(2, 3,5, 6,10);
onebytwo(0, NAN,0, NAN,0);
onebytwo(NAN, 0,0, NAN,NAN);
return 0;
}
用BLAS输出:
dot([ 0],[0]) -> [0]; expected [0]
dot([ 2],[3]) -> [6]; expected [6]
dot([ nan],[0]) -> [nan]; expected [nan]
dot([ 0],[nan]) -> [0]; expected [nan]
dot([ 0],[0, 0]) -> [0, 0]; expected [0, 0]
dot([ 2],[3, 5]) -> [6, 10]; expected [6, 10]
dot([ 0],[nan, 0]) -> [0, 0]; expected [nan, 0]
dot([ nan],[0, 0]) -> [nan, nan]; expected [nan, nan]
ATLAS输出:
dot([ 0],[0]) -> [0]; expected [0]
dot([ 2],[3]) -> [6]; expected [6]
dot([ nan],[0]) -> [nan]; expected [nan]
dot([ 0],[nan]) -> [nan]; expected [nan]
dot([ 0],[0, 0]) -> [0, 0]; expected [0, 0]
dot([ 2],[3, 5]) -> [6, 10]; expected [6, 10]
dot([ 0],[nan, 0]) -> [nan, 0]; expected [nan, 0]
dot([ nan],[0, 0]) -> [nan, nan]; expected [nan, nan]
当第一个操作数有一个NaN时,BLAS似乎有预期的行为,而当第一个操作数为零而第二个操作数为NaN时错误。
无论如何,我不认为这个bug在Numpy层;它在BLAS中。似乎可以通过使用ATLAS来解决这个问题。
在Ubuntu 14.04上生成,使用Ubuntu提供的gcc,BLAS和ATLAS。