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scipy.linalg.

# convolution_matrix

scipy.linalg.convolution_matrix(a, n, mode='full')

  Construct a convolution matrix.

  Constructs the Toeplitz matrix representing one-dimensional convolution [1]. See the notes below for details.

  Parameters:
    a(…, m) array_like

      The 1-D array to convolve. N-dimensional arrays are treated as a batch: each slice along the last axis is a 1-D array to convolve.

    n int

      The number of columns in the resulting matrix. It gives the length of the input to be convolved with a. This is analogous to the length of v in `numpy.convolve(a, v)`.

    mode str

      This is analogous to mode in `numpy.convolve(v, a, mode)`. It must be one of (‘full’, ‘valid’, ‘same’). See below for how mode determines the shape of the result.

  Returns:
    A(…, k, n) ndarray

      The convolution matrix whose row count k depends on mode:

          =======  =========================
           mode    k
          =======  =========================
          'full'   m + n -1
          'same'   max(m, n)
          'valid'  max(m, n) - min(m, n) + 1
          =======  =========================

      For batch input, each slice of shape `(k, n)` along the last two dimensions of the output corresponds with a slice of shape `(m,)` along the last dimension of the input.

  See also

  `toeplitz`

    Toeplitz matrix

  Notes

  The code:

      A = convolution_matrix(a, n, mode)

  creates a Toeplitz matrix A such that `A @ v` is equivalent to using `convolve(a, v, mode)`. The returned array always has n columns. The number of rows depends on the specified mode, as explained above.

  In the default ‘full’ mode, the entries of A are given by:

      A[i, j] == (a[i-j] if (0 <= (i-j) < m) else 0)

  where `m = len(a)`. Suppose, for example, the input array is `[x, y, z]`. The convolution matrix has the form:

      [x, 0, 0, ..., 0, 0]
      [y, x, 0, ..., 0, 0]
      [z, y, x, ..., 0, 0]
      ...
      [0, 0, 0, ..., x, 0]
      [0, 0, 0, ..., y, x]
      [0, 0, 0, ..., z, y]
      [0, 0, 0, ..., 0, z]

  In ‘valid’ mode, the entries of A are given by:

      A[i, j] == (a[i-j+m-1] if (0 <= (i-j+m-1) < m) else 0)

  This corresponds to a matrix whose rows are the subset of those from the ‘full’ case where all the coefficients in a are contained in the row. For input `[x, y, z]`, this array looks like:

      [z, y, x, 0, 0, ..., 0, 0, 0]
      [0, z, y, x, 0, ..., 0, 0, 0]
      [0, 0, z, y, x, ..., 0, 0, 0]
      ...
      [0, 0, 0, 0, 0, ..., x, 0, 0]
      [0, 0, 0, 0, 0, ..., y, x, 0]
      [0, 0, 0, 0, 0, ..., z, y, x]

  In the ‘same’ mode, the entries of A are given by:

      d = (m - 1) // 2
      A[i, j] == (a[i-j+d] if (0 <= (i-j+d) < m) else 0)

  The typical application of the ‘same’ mode is when one has a signal of length n (with n greater than `len(a)`), and the desired output is a filtered signal that is still of length n.

  For input `[x, y, z]`, this array looks like:

      [y, x, 0, 0, ..., 0, 0, 0]
      [z, y, x, 0, ..., 0, 0, 0]
      [0, z, y, x, ..., 0, 0, 0]
      [0, 0, z, y, ..., 0, 0, 0]
      ...
      [0, 0, 0, 0, ..., y, x, 0]
      [0, 0, 0, 0, ..., z, y, x]
      [0, 0, 0, 0, ..., 0, z, y]

  Added in version 1.5.0.

  References

  [1]

  “Convolution”, https://en.wikipedia.org/wiki/Convolution

  Examples

      >>> import numpy as np
      >>> from scipy.linalg import convolution_matrix
      >>> A = convolution_matrix([-1, 4, -2], 5, mode='same')
      >>> A
      array([[ 4, -1,  0,  0,  0],
             [-2,  4, -1,  0,  0],
             [ 0, -2,  4, -1,  0],
             [ 0,  0, -2,  4, -1],
             [ 0,  0,  0, -2,  4]])

  Compare multiplication by A with the use of `numpy.convolve`.

      >>> x = np.array([1, 2, 0, -3, 0.5])
      >>> A @ x
      array([  2. ,   6. ,  -1. , -12.5,   8. ])

  Verify that `A @ x` produced the same result as applying the convolution function.

      >>> np.convolve([-1, 4, -2], x, mode='same')
      array([  2. ,   6. ,  -1. , -12.5,   8. ])

  For comparison to the case `mode='same'` shown above, here are the matrices produced by `mode='full'` and `mode='valid'` for the same coefficients and size.

      >>> convolution_matrix([-1, 4, -2], 5, mode='full')
      array([[-1,  0,  0,  0,  0],
             [ 4, -1,  0,  0,  0],
             [-2,  4, -1,  0,  0],
             [ 0, -2,  4, -1,  0],
             [ 0,  0, -2,  4, -1],
             [ 0,  0,  0, -2,  4],
             [ 0,  0,  0,  0, -2]])

      >>> convolution_matrix([-1, 4, -2], 5, mode='valid')
      array([[-2,  4, -1,  0,  0],
             [ 0, -2,  4, -1,  0],
             [ 0,  0, -2,  4, -1]])