使用anaconda scipy对大型矩阵进行对角化时出错

时间:2017-12-15 16:23:45

标签: python scipy anaconda lapack

我最近在mac OS X上使用自制的python转换为使用anaconda,并且在对大型(ish)矩阵进行对角化时我开始出错。使用大约3000x3000条目的矩阵调用scipy.linalg.eigvalsh(A)会出错:

$HOME/anaconda2/lib/python2.7/site-packages/scipy/linalg/decomp.pyc in eigvalsh(a, b, lower, overwrite_a, overwrite_b, turbo, eigvals, type, check_finite)
    762                 overwrite_a=overwrite_a, overwrite_b=overwrite_b,
    763                 turbo=turbo, eigvals=eigvals, type=type,
--> 764                 check_finite=check_finite)
    765 
    766 

$HOME/anaconda2/lib/python2.7/site-packages/scipy/linalg/decomp.pyc in eigh(a, b, lower, eigvals_only, overwrite_a, overwrite_b, turbo, eigvals, type, check_finite)
    385         if eigvals is None:
    386             w, v, info = evr(a1, uplo=uplo, jobz=_job, range="A", il=1,
--> 387                              iu=a1.shape[0], overwrite_a=overwrite_a)
    388         else:
    389             (lo, hi) = eigvals

ValueError: On entry to ZHBRDB parameter number 12 had an illegal value

最后的错误消息与旧的scipy问题类似:scipy/issues/5401,但我遇到问题的矩阵要小得多。

正在运行print np.__config__.show()

lapack_opt_info:
    libraries = ['mkl_rt', 'pthread']
    library_dirs = ['$HOME/anaconda2/lib']
    define_macros = [('SCIPY_MKL_H', None), ('HAVE_CBLAS', None)]
    include_dirs = ['$HOME/anaconda2/include']
blas_opt_info:
    libraries = ['mkl_rt', 'pthread']
    library_dirs = ['$HOME/anaconda2/lib']
    define_macros = [('SCIPY_MKL_H', None), ('HAVE_CBLAS', None)]
    include_dirs = ['$HOME/anaconda2/include']
lapack_mkl_info:
    libraries = ['mkl_rt', 'pthread']
    library_dirs = ['$HOME/anaconda2/lib']
    define_macros = [('SCIPY_MKL_H', None), ('HAVE_CBLAS', None)]
    include_dirs = ['$HOME/anaconda2/include']
blas_mkl_info:
    libraries = ['mkl_rt', 'pthread']
    library_dirs = ['$HOME/anaconda2/lib']
    define_macros = [('SCIPY_MKL_H', None), ('HAVE_CBLAS', None)]
    include_dirs = ['$HOME/anaconda2/include']
None

1 个答案:

答案 0 :(得分:2)

根据@brd490中的讨论SciPy issue 8205 accepted by the Intel MKL team

,{{3}}已根据情况报告了一个MKL错误。

请注意,OpenBLAS构建的SciPy没有此问题。然而,与此同时,我们也注意到scipy.linalg.eigh中的最佳工作空间数组大小不正确。一旦决定如何更改基础{{1}的签名,这也将得到纠正。 1}} / ?SYEVR包装器。

作为奖励,可能有人能够有选择地计算特征值,因为最初这些例程允许它但未在?HEEVR中公开。