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

#!/usr/bin/env python3
"``naginterface.library.correg.corrmat_nearest`` Python Example."

# NAG Copyright 2017-2019.

# pylint: disable=invalid-name

import numpy as np

from naginterfaces.library import correg

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
    )