python-peps/pep-0465.txt

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PEP: 465
Title: Dedicated infix operators for matrix multiplication and matrix power
Version: $Revision$
Last-Modified: $Date$
Author: Nathaniel J. Smith <njs@pobox.com>
Status: Draft
Type: Standards Track
Python-Version: 3.5
Content-Type: text/x-rst
Created: 20-Feb-2014
Post-History: 13-Mar-2014
Abstract
========
This PEP proposes two new binary operators dedicated to matrix
multiplication and matrix power, spelled ``@`` and ``@@``
respectively. (Mnemonic: ``@`` is ``*`` for mATrices.)
Specification
=============
Two new binary operators are added to the Python language, together
with corresponding in-place versions:
======= ========================= ===============================
Op Precedence/associativity Methods
======= ========================= ===============================
``@`` Same as ``*`` ``__matmul__``, ``__rmatmul__``
``@@`` Same as ``**`` ``__matpow__``, ``__rmatpow__``
``@=`` n/a ``__imatmul__``
``@@=`` n/a ``__imatpow__``
======= ========================= ===============================
No implementations of these methods are added to the builtin or
standard library types. However, a number of projects have reached
consensus on the recommended semantics for these operations; see
`Intended usage details`_ below.
Motivation
==========
Executive summary
-----------------
In numerical code, there are two important operations which compete
for use of Python's ``*`` operator: elementwise multiplication, and
matrix multiplication. In the nearly twenty years since the Numeric
library was first proposed, there have been many attempts to resolve
this tension [#hugunin]_; none have been really satisfactory.
Currently, most numerical Python code uses ``*`` for elementwise
multiplication, and function/method syntax for matrix multiplication;
however, this leads to ugly and unreadable code in common
circumstances. The problem is bad enough that significant amounts of
code continue to use the opposite convention (which has the virtue of
producing ugly and unreadable code in *different* circumstances), and
this API fragmentation across codebases then creates yet more
problems. There does not seem to be any *good* solution to the
problem of designing a numerical API within current Python syntax --
only a landscape of options that are bad in different ways. The
minimal change to Python syntax which is sufficient to resolve these
problems is the addition of a single new infix operator for matrix
multiplication.
Matrix multiplication has a singular combination of features which
distinguish it from other binary operations, which together provide a
uniquely compelling case for the addition of a dedicated infix
operator:
* Just as for the existing numerical operators, there exists a vast
body of prior art supporting the use of infix notation for matrix
multiplication across all fields of mathematics, science, and
engineering; ``@`` harmoniously fills a hole in Python's existing
operator system.
* ``@`` greatly clarifies real-world code.
* ``@`` provides a smoother onramp for less experienced users, who are
particularly harmed by hard-to-read code and API fragmentation.
* ``@`` benefits a substantial and growing portion of the Python user
community.
* ``@`` will be used frequently -- in fact, evidence suggests it may
be used more frequently than ``//`` or the bitwise operators.
* ``@`` allows the Python numerical community to reduce fragmentation,
and finally standardize on a single consensus duck type for all
numerical array objects.
And, given the existence of ``@``, it makes more sense than not to
have ``@@``, ``@=``, and ``@@=``, so they are added as well.
Background: What's wrong with the status quo?
---------------------------------------------
When we crunch numbers on a computer, we usually have lots and lots of
numbers to deal with. Trying to deal with them one at a time is
cumbersome and slow -- especially when using an interpreted language.
Instead, we want the ability to write down simple operations that
apply to large collections of numbers all at once. The *n-dimensional
array* is the basic object that all popular numeric computing
environments use to make this possible. Python has several libraries
that provide such arrays, with numpy being at present the most
prominent.
When working with n-dimensional arrays, there are two different ways
we might want to define multiplication. One is elementwise
multiplication::
[[1, 2], [[11, 12], [[1 * 11, 2 * 12],
[3, 4]] x [13, 14]] = [3 * 13, 4 * 14]]
and the other is `matrix multiplication`_:
.. _matrix multiplication: https://en.wikipedia.org/wiki/Matrix_multiplication
::
[[1, 2], [[11, 12], [[1 * 11 + 2 * 13, 1 * 12 + 2 * 14],
[3, 4]] x [13, 14]] = [3 * 11 + 4 * 13, 3 * 12 + 4 * 14]]
Elementwise multiplication is useful because it lets us easily and
quickly perform many multiplications on a large collection of values,
without writing a slow and cumbersome ``for`` loop. And this works as
part of a very general schema: when using the array objects provided
by numpy or other numerical libraries, all Python operators work
elementwise on arrays of all dimensionalities. The result is that one
can write functions using straightforward code like ``a * b + c / d``,
treating the variables as if they were simple values, but then
immediately use this function to efficiently perform this calculation
on large collections of values, while keeping them organized using
whatever arbitrarily complex array layout works best for the problem
at hand.
Matrix multiplication is more of a special case. It's only defined on
2d arrays (also known as "matrices"), and multiplication is the only
operation that has a meaningful "matrix" version -- "matrix addition"
is the same as elementwise addition; there is no such thing as "matrix
bitwise-or" or "matrix floordiv"; "matrix division" can be defined but
is not very useful, etc. However, matrix multiplication is still used
very heavily across all numerical application areas; mathematically,
it's one of the most fundamental operations there is.
Because Python syntax currently allows for only a single
multiplication operator ``*``, libraries providing array-like objects
must decide: either use ``*`` for elementwise multiplication, or use
``*`` for matrix multiplication. And, unfortunately, it turns out
that when doing general-purpose number crunching, both operations are
used frequently, and there are major advantages to using infix rather
than function call syntax in both cases. Thus it is not at all clear
which convention is optimal, or even acceptable; often it varies on a
case-by-case basis.
Nonetheless, network effects mean that it is very important that we
pick *just one* convention. In numpy, for example, it is technically
possible to switch between the conventions, because numpy provides two
different types with different ``__mul__`` methods. For
``numpy.ndarray`` objects, ``*`` performs elementwise multiplication,
and matrix multiplication must use a function call (``numpy.dot``).
For ``numpy.matrix`` objects, ``*`` performs matrix multiplication,
and elementwise multiplication requires function syntax. Writing code
using ``numpy.ndarray`` works fine. Writing code using
``numpy.matrix`` also works fine. But trouble begins as soon as we
try to integrate these two pieces of code together. Code that expects
an ``ndarray`` and gets a ``matrix``, or vice-versa, may crash or
return incorrect results. Keeping track of which functions expect
which types as inputs, and return which types as outputs, and then
converting back and forth all the time, is incredibly cumbersome and
impossible to get right at any scale. Functions that defensively try
to handle both types as input and DTRT, find themselves floundering
into a swamp of ``isinstance`` and ``if`` statements.
PEP 238 split ``/`` into two operators: ``/`` and ``//``. Imagine the
chaos that would have resulted if it had instead split ``int`` into
two types: ``classic_int``, whose ``__div__`` implemented floor
division, and ``new_int``, whose ``__div__`` implemented true
division. This, in a more limited way, is the situation that Python
number-crunchers currently find themselves in.
In practice, the vast majority of projects have settled on the
convention of using ``*`` for elementwise multiplication, and function
call syntax for matrix multiplication (e.g., using ``numpy.ndarray``
instead of ``numpy.matrix``). This reduces the problems caused by API
fragmentation, but it doesn't eliminate them. The strong desire to
use infix notation for matrix multiplication has caused a number of
specialized array libraries to continue to use the opposing convention
(e.g., scipy.sparse, pyoperators, pyviennacl) despite the problems
this causes, and ``numpy.matrix`` itself still gets used in
introductory programming courses, often appears in StackOverflow
answers, and so forth. Well-written libraries thus must continue to
be prepared to deal with both types of objects, and, of course, are
also stuck using unpleasant funcall syntax for matrix multiplication.
After nearly two decades of trying, the numerical community has still
not found any way to resolve these problems within the constraints of
current Python syntax (see `Rejected alternatives to adding a new
operator`_ below).
This PEP proposes the minimum effective change to Python syntax that
will allow us to drain this swamp. It splits ``*`` into two
operators, just as was done for ``/``: ``*`` for elementwise
multiplication, and ``@`` for matrix multiplication. (Why not the
reverse? Because this way is compatible with the existing consensus,
and because it gives us a consistent rule that all the built-in
numeric operators also apply in an elementwise manner to arrays; the
reverse convention would lead to more special cases.)
So that's why matrix multiplication doesn't and can't just use ``*``.
Now, in the the rest of this section, we'll explain why it nonetheless
meets the high bar for adding a new operator.
Why should matrix multiplication be infix?
------------------------------------------
Right now, most numerical code in Python uses syntax like
``numpy.dot(a, b)`` or ``a.dot(b)`` to perform matrix multiplication.
This obviously works, so why do people make such a fuss about it, even
to the point of creating API fragmentation and compatibility swamps?
Matrix multiplication shares two features with ordinary arithmetic
operations like addition and multiplication on numbers: (a) it is used
very heavily in numerical programs -- often multiple times per line of
code -- and (b) it has an ancient and universally adopted tradition of
being written using infix syntax. This is because, for typical
formulas, this notation is dramatically more readable than any
function call syntax. Here's an example to demonstrate:
One of the most useful tools for testing a statistical hypothesis is
the linear hypothesis test for OLS regression models. It doesn't
really matter what all those words I just said mean; if we find
ourselves having to implement this thing, what we'll do is look up
some textbook or paper on it, and encounter many mathematical formulas
that look like:
.. math::
S = (H \beta - r)^T (H V H^T)^{-1} (H \beta - r)
Here the various variables are all vectors or matrices (details for
the curious: [#lht]_).
Now we need to write code to perform this calculation. In current
numpy, matrix multiplication can be performed using either the
function or method call syntax. Neither provides a particularly
readable translation of the formula::
import numpy as np
from numpy.linalg import inv, solve
# Using dot function:
S = np.dot((np.dot(H, beta) - r).T,
np.dot(inv(np.dot(np.dot(H, V), H.T)), np.dot(H, beta) - r))
# Using dot method:
S = (H.dot(beta) - r).T.dot(inv(H.dot(V).dot(H.T))).dot(H.dot(beta) - r)
With the ``@`` operator, the direct translation of the above formula
becomes::
S = (H @ beta - r).T @ inv(H @ V @ H.T) @ (H @ beta - r)
Notice that there is now a transparent, 1-to-1 mapping between the
symbols in the original formula and the code that implements it.
Of course, an experienced programmer will probably notice that this is
not the best way to compute this expression. The repeated computation
of :math:`H \beta - r` should perhaps be factored out; and,
expressions of the form ``dot(inv(A), B)`` should almost always be
replaced by the more numerically stable ``solve(A, B)``. When using
``@``, performing these two refactorings gives us::
# Version 1 (as above)
S = (H @ beta - r).T @ inv(H @ V @ H.T) @ (H @ beta - r)
# Version 2
trans_coef = H @ beta - r
S = trans_coef.T @ inv(H @ V @ H.T) @ trans_coef
# Version 3
S = trans_coef.T @ solve(H @ V @ H.T, trans_coef)
Notice that when comparing between each pair of steps, it's very easy
to see exactly what was changed. If we apply the equivalent
transformations to the code using the .dot method, then the changes
are much harder to read out or verify for correctness::
# Version 1 (as above)
S = (H.dot(beta) - r).T.dot(inv(H.dot(V).dot(H.T))).dot(H.dot(beta) - r)
# Version 2
trans_coef = H.dot(beta) - r
S = trans_coef.T.dot(inv(H.dot(V).dot(H.T))).dot(trans_coef)
# Version 3
S = trans_coef.T.dot(solve(H.dot(V).dot(H.T)), trans_coef)
Readability counts! The statements using ``@`` are shorter, contain
more whitespace, can be directly and easily compared both to each
other and to the textbook formula, and contain only meaningful
parentheses. This last point is particularly important for
readability: when using function-call syntax, the required parentheses
on every operation create visual clutter that makes it very difficult
to parse out the overall structure of the formula by eye, even for a
relatively simple formula like this one. Eyes are terrible at parsing
non-regular languages. I made and caught many errors while trying to
write out the 'dot' formulas above. I know they still contain at
least one error, maybe more. (Exercise: find it. Or them.) The
``@`` examples, by contrast, are not only correct, they're obviously
correct at a glance.
If we are even more sophisticated programmers, and writing code that
we expect to be reused, then considerations of speed or numerical
accuracy might lead us to prefer some particular order of evaluation.
Because ``@`` makes it possible to omit irrelevant parentheses, we can
be certain that if we *do* write something like ``(H @ V) @ H.T``,
then our readers will know that the parentheses must have been added
intentionally to accomplish some meaningful purpose. In the ``dot``
examples, it's impossible to know which nesting decisions are
important, and which are arbitrary.
Infix ``@`` dramatically improves matrix code usability at all stages
of programmer interaction.
Transparent syntax is especially crucial for non-expert programmers
-------------------------------------------------------------------
A large proportion of scientific code is written by people who are
experts in their domain, but are not experts in programming. And
there are many university courses run each year with titles like "Data
analysis for social scientists" which assume no programming
background, and teach some combination of mathematical techniques,
introduction to programming, and the use of programming to implement
these mathematical techniques, all within a 10-15 week period. These
courses are more and more often being taught in Python rather than
special-purpose languages like R or Matlab.
For these kinds of users, whose programming knowledge is fragile, the
existence of a transparent mapping between formulas and code often
means the difference between succeeding and failing to write that code
at all. This is so important that such classes often use the
``numpy.matrix`` type which defines ``*`` to mean matrix
multiplication, even though this type is buggy and heavily
disrecommended by the rest of the numpy community for the
fragmentation that it causes. This pedagogical use case is, in fact,
the *only* reason ``numpy.matrix`` remains a supported part of numpy.
Adding ``@`` will benefit both beginning and advanced users with
better syntax; and furthermore, it will allow both groups to
standardize on the same notation from the start, providing a smoother
on-ramp to expertise.
But isn't matrix multiplication a pretty niche requirement?
-----------------------------------------------------------
The world is full of continuous data, and computers are increasingly
called upon to work with it in sophisticated ways. Arrays are the
lingua franca of finance, machine learning, 3d graphics, computer
vision, robotics, operations research, econometrics, meteorology,
computational linguistics, recommendation systems, neuroscience,
astronomy, bioinformatics (including genetics, cancer research, drug
discovery, etc.), physics engines, quantum mechanics, geophysics,
network analysis, and many other application areas. In most or all of
these areas, Python is rapidly becoming a dominant player, in large
part because of its ability to elegantly mix traditional discrete data
structures (hash tables, strings, etc.) on an equal footing with
modern numerical data types and algorithms.
We all live in our own little sub-communities, so some Python users
may be surprised to realize the sheer extent to which Python is used
for number crunching -- especially since much of this particular
sub-community's activity occurs outside of traditional Python/FOSS
channels. So, to give some rough idea of just how many numerical
Python programmers are actually out there, here are two numbers: In
2013, there were 7 international conferences organized specifically on
numerical Python [#scipy-conf]_ [#pydata-conf]_. At PyCon 2014, ~20%
of the tutorials appear to involve the use of matrices
[#pycon-tutorials]_.
To quantify this further, we used Github's "search" function to look
at what modules are actually imported across a wide range of
real-world code (i.e., all the code on Github). We checked for
imports of several popular stdlib modules, a variety of numerically
oriented modules, and various other extremely high-profile modules
like django and lxml (the latter of which is the #1 most downloaded
package on PyPI). Starred lines indicate packages which export array-
or matrix-like objects which will adopt ``@`` if this PEP is
approved::
Count of Python source files on Github matching given search terms
(as of 2014-04-10, ~21:00 UTC)
================ ========== =============== ======= ===========
module "import X" "from X import" total total/numpy
================ ========== =============== ======= ===========
sys 2374638 63301 2437939 5.85
os 1971515 37571 2009086 4.82
re 1294651 8358 1303009 3.12
numpy ************** 337916 ********** 79065 * 416981 ******* 1.00
warnings 298195 73150 371345 0.89
subprocess 281290 63644 344934 0.83
django 62795 219302 282097 0.68
math 200084 81903 281987 0.68
threading 212302 45423 257725 0.62
pickle+cPickle 215349 22672 238021 0.57
matplotlib 119054 27859 146913 0.35
sqlalchemy 29842 82850 112692 0.27
pylab *************** 36754 ********** 41063 ** 77817 ******* 0.19
scipy *************** 40829 ********** 28263 ** 69092 ******* 0.17
lxml 19026 38061 57087 0.14
zlib 40486 6623 47109 0.11
multiprocessing 25247 19850 45097 0.11
requests 30896 560 31456 0.08
jinja2 8057 24047 32104 0.08
twisted 13858 6404 20262 0.05
gevent 11309 8529 19838 0.05
pandas ************** 14923 *********** 4005 ** 18928 ******* 0.05
sympy 2779 9537 12316 0.03
theano *************** 3654 *********** 1828 *** 5482 ******* 0.01
================ ========== =============== ======= ===========
These numbers should be taken with several grains of salt (see
footnote for discussion: [#github-details]_), but, to the extent they
can be trusted, they suggest that ``numpy`` might be the single
most-imported non-stdlib module in the entire Pythonverse; it's even
more-imported than such stdlib stalwarts as ``subprocess``, ``math``,
``pickle``, and ``threading``. And numpy users represent only a
subset of the broader numerical community that will benefit from the
``@`` operator. Matrices may once have been a niche data type
restricted to Fortran programs running in university labs and military
clusters, but those days are long gone. Number crunching is a
mainstream part of modern Python usage.
In addition, there is some precedence for adding an infix operator to
handle a more-specialized arithmetic operation: the floor division
operator ``//``, like the bitwise operators, is very useful under
certain circumstances when performing exact calculations on discrete
values. But it seems likely that there are many Python programmers
who have never had reason to use ``//`` (or, for that matter, the
bitwise operators). ``@`` is no more niche than ``//``.
So ``@`` is good for matrix formulas, but how common are those really?
----------------------------------------------------------------------
We've seen that ``@`` makes matrix formulas dramatically easier to
work with for both experts and non-experts, that matrix formulas
appear in many important applications, and that numerical libraries
like numpy are used by a substantial proportion of Python's user base.
But numerical libraries aren't just about matrix formulas, and being
important doesn't necessarily mean taking up a lot of code: if matrix
formulas only occured in one or two places in the average
numerically-oriented project, then it still wouldn't be worth adding a
new operator. So how common is matrix multiplication, really?
When the going gets tough, the tough get empirical. To get a rough
estimate of how useful the ``@`` operator will be, the table below
shows the rate at which different Python operators are actually used
in the stdlib, and also in two high-profile numerical packages -- the
scikit-learn machine learning library, and the nipy neuroimaging
library -- normalized by source lines of code (SLOC). Rows are sorted
by the 'combined' column, which pools all three code bases together.
The combined column is thus strongly weighted towards the stdlib,
which is much larger than both projects put together (stdlib: 411575
SLOC, scikit-learn: 50924 SLOC, nipy: 37078 SLOC). [#sloc-details]_
The ``dot`` row (marked ``******``) counts how common matrix multiply
operations are in each codebase.
::
==== ====== ============ ==== ========
op stdlib scikit-learn nipy combined
==== ====== ============ ==== ========
= 2969 5536 4932 3376 / 10,000 SLOC
- 218 444 496 261
+ 224 201 348 231
== 177 248 334 196
* 156 284 465 192
% 121 114 107 119
** 59 111 118 68
!= 40 56 74 44
/ 18 121 183 41
> 29 70 110 39
+= 34 61 67 39
< 32 62 76 38
>= 19 17 17 18
<= 18 27 12 18
dot ***** 0 ********** 99 ** 74 ****** 16
| 18 1 2 15
& 14 0 6 12
<< 10 1 1 8
// 9 9 1 8
-= 5 21 14 8
*= 2 19 22 5
/= 0 23 16 4
>> 4 0 0 3
^ 3 0 0 3
~ 2 4 5 2
|= 3 0 0 2
&= 1 0 0 1
//= 1 0 0 1
^= 1 0 0 0
**= 0 2 0 0
%= 0 0 0 0
<<= 0 0 0 0
>>= 0 0 0 0
==== ====== ============ ==== ========
These two numerical packages alone contain ~780 uses of matrix
multiplication. Within these packages, matrix multiplication is used
more heavily than most comparison operators (``<`` ``!=`` ``<=``
``>=``). Even when we dilute these counts by including the stdlib
into our comparisons, matrix multiplication is still used more often
in total than any of the bitwise operators, and 2x as often as ``//``.
This is true even though the stdlib, which contains a fair amount of
integer arithmetic and no matrix operations, makes up more than 80% of
the combined code base.
By coincidence, the numeric libraries make up approximately the same
proportion of the 'combined' codebase as numeric tutorials make up of
PyCon 2014's tutorial schedule, which suggests that the 'combined'
column may not be *wildly* unrepresentative of new Python code in
general. While it's impossible to know for certain, from this data it
seems entirely possible that across all Python code currently being
written, matrix multiplication is already used more often than ``//``
and the bitwise operations.
But isn't it weird to add an operator with no stdlib uses?
----------------------------------------------------------
It's certainly unusual (though ``Ellipsis`` was also added without any
stdlib uses). But the important thing is whether a change will
benefit users, not where the software is being downloaded from. It's
clear from the above that ``@`` will be used, and used heavily. And
this PEP provides the critical piece that will allow the Python
numerical community to finally reach consensus on a standard duck type
for all array-like objects, which is a necessary precondition to ever
adding a numerical array type to the stdlib.
Matrix power and in-place operators
-----------------------------------
The primary motivation for this PEP is ``@``; the other proposed
operators don't have nearly as much impact. The matrix power operator
``@@`` is useful and well-defined, but not really necessary. It is
still included, though, for consistency: if we have an ``@`` that is
analogous to ``*``, then it would be weird and surprising to *not*
have an ``@@`` that is analogous to ``**``. Similarly, the in-place
operators ``@=`` and ``@@=`` provide limited value -- it's more common
to write ``a = (b @ a)`` than it is to write ``a = (a @ b)``, and
in-place matrix operations still generally have to allocate
substantial temporary storage -- but they are included for
completeness and symmetry.
Compatibility considerations
============================
Currently, the only legal use of the ``@`` token in Python code is at
statement beginning in decorators. The new operators are all infix;
the one place they can never occur is at statement beginning.
Therefore, no existing code will be broken by the addition of these
operators, and there is no possible parsing ambiguity between
decorator-@ and the new operators.
Another important kind of compatibility is the mental cost paid by
users to update their understanding of the Python language after this
change, particularly for users who do not work with matrices and thus
do not benefit. Here again, ``@`` has minimal impact: even
comprehensive tutorials and references will only need to add a
sentence or two to fully document this PEP's changes for a
non-numerical audience.
Intended usage details
======================
This section is informative, rather than normative -- it documents the
consensus of a number of libraries that provide array- or matrix-like
objects on how the ``@`` and ``@@`` operators will be implemented.
This section uses the numpy terminology for describing arbitrary
multidimensional arrays of data, because it is a superset of all other
commonly used models. In this model, the *shape* of any array is
represented by a tuple of integers. Because matrices are
two-dimensional, they have len(shape) == 2, while 1d vectors have
len(shape) == 1, and scalars have shape == (), i.e., they are "0
dimensional". Any array contains prod(shape) total entries. Notice
that `prod(()) == 1`_ (for the same reason that sum(()) == 0); scalars
are just an ordinary kind of array, not a special case. Notice also
that we distinguish between a single scalar value (shape == (),
analogous to ``1``), a vector containing only a single entry (shape ==
(1,), analogous to ``[1]``), a matrix containing only a single entry
(shape == (1, 1), analogous to ``[[1]]``), etc., so the dimensionality
of any array is always well-defined. Other libraries with more
restricted representations (e.g., those that support 2d arrays only)
might implement only a subset of the functionality described here.
.. _prod(()) == 1: https://en.wikipedia.org/wiki/Empty_product
Semantics
---------
The recommended semantics for ``@`` for different inputs are:
* 2d inputs are conventional matrices, and so the semantics are
obvious: we apply conventional matrix multiplication. If we write
``arr(2, 3)`` to represent an arbitrary 2x3 array, then ``arr(3, 4)
@ arr(4, 5)`` returns an array with shape (3, 5).
* 1d vector inputs are promoted to 2d by prepending or appending a '1'
to the shape, the operation is performed, and then the added
dimension is removed from the output. The 1 is always added on the
"outside" of the shape: prepended for left arguments, and appended
for right arguments. The result is that matrix @ vector and vector
@ matrix are both legal (assuming compatible shapes), and both
return 1d vectors; vector @ vector returns a scalar. This is
clearer with examples.
* ``arr(2, 3) @ arr(3, 1)`` is a regular matrix product, and returns
an array with shape (2, 1), i.e., a column vector.
* ``arr(2, 3) @ arr(3)`` performs the same computation as the
previous (i.e., treats the 1d vector as a matrix containing a
single *column*, shape = (3, 1)), but returns the result with
shape (2,), i.e., a 1d vector.
* ``arr(1, 3) @ arr(3, 2)`` is a regular matrix product, and returns
an array with shape (1, 2), i.e., a row vector.
* ``arr(3) @ arr(3, 2)`` performs the same computation as the
previous (i.e., treats the 1d vector as a matrix containing a
single *row*, shape = (1, 3)), but returns the result with shape
(2,), i.e., a 1d vector.
* ``arr(1, 3) @ arr(3, 1)`` is a regular matrix product, and returns
an array with shape (1, 1), i.e., a single value in matrix form.
* ``arr(3) @ arr(3)`` performs the same computation as the
previous, but returns the result with shape (), i.e., a single
scalar value, not in matrix form. So this is the standard inner
product on vectors.
An infelicity of this definition for 1d vectors is that it makes
``@`` non-associative in some cases (``(Mat1 @ vec) @ Mat2`` !=
``Mat1 @ (vec @ Mat2)``). But this seems to be a case where
practicality beats purity: non-associativity only arises for strange
expressions that would never be written in practice; if they are
written anyway then there is a consistent rule for understanding
what will happen (``Mat1 @ vec @ Mat2`` is parsed as ``(Mat1 @ vec)
@ Mat2``, just like ``a - b - c``); and, not supporting 1d vectors
would rule out many important use cases that do arise very commonly
in practice. No-one wants to explain to new users why to solve the
simplest linear system in the obvious way, they have to type
``(inv(A) @ b[:, np.newaxis]).flatten()`` instead of ``inv(A) @ b``,
or perform an ordinary least-squares regression by typing
``solve(X.T @ X, X @ y[:, np.newaxis]).flatten()`` instead of
``solve(X.T @ X, X @ y)``. No-one wants to type ``(a[np.newaxis, :]
@ b[:, np.newaxis])[0, 0]`` instead of ``a @ b`` every time they
compute an inner product, or ``(a[np.newaxis, :] @ Mat @ b[:,
np.newaxis])[0, 0]`` for general quadratic forms instead of ``a @
Mat @ b``. In addition, sage and sympy (see below) use these
non-associative semantics with an infix matrix multiplication
operator (they use ``*``), and they report that they haven't
experienced any problems caused by it.
* For inputs with more than 2 dimensions, we treat the last two
dimensions as being the dimensions of the matrices to multiply, and
'broadcast' across the other dimensions. This provides a convenient
way to quickly compute many matrix products in a single operation.
For example, ``arr(10, 2, 3) @ arr(10, 3, 4)`` performs 10 separate
matrix multiplies, each of which multiplies a 2x3 and a 3x4 matrix
to produce a 2x4 matrix, and then returns the 10 resulting matrices
together in an array with shape (10, 2, 4). The intuition here is
that we treat these 3d arrays of numbers as if they were 1d arrays
*of matrices*, and then apply matrix multiplication in an
elementwise manner, where now each 'element' is a whole matrix.
Note that broadcasting is not limited to perfectly aligned arrays;
in more complicated cases, it allows several simple but powerful
tricks for controlling how arrays are aligned with each other; see
[#broadcasting]_ for details. (In particular, it turns out that
when broadcasting is taken into account, the standard scalar *
matrix product is a special case of the elementwise multiplication
operator ``*``.)
If one operand is >2d, and another operand is 1d, then the above
rules apply unchanged, with 1d->2d promotion performed before
broadcasting. E.g., ``arr(10, 2, 3) @ arr(3)`` first promotes to
``arr(10, 2, 3) @ arr(3, 1)``, then broadcasts the right argument to
create the aligned operation ``arr(10, 2, 3) @ arr(10, 3, 1)``,
multiplies to get an array with shape (10, 2, 1), and finally
removes the added dimension, returning an array with shape (10, 2).
Similarly, ``arr(2) @ arr(10, 2, 3)`` produces an intermediate array
with shape (10, 1, 3), and a final array with shape (10, 3).
* 0d (scalar) inputs raise an error. Scalar * matrix multiplication
is a mathematically and algorithmically distinct operation from
matrix @ matrix multiplication, and is already covered by the
elementwise ``*`` operator. Allowing scalar @ matrix would thus
both require an unnecessary special case, and violate TOOWTDI.
The recommended semantics for ``@@`` are::
def __matpow__(self, n):
if not isinstance(n, numbers.Integral):
raise TypeError("@@ not implemented for fractional powers")
if n == 0:
return identity_matrix_with_shape(self.shape)
elif n < 0:
return inverse(self) @ (self @@ (n + 1))
else:
return self @ (self @@ (n - 1))
(Of course we expect that much more efficient implementations will be
used in practice.) Notice that if given an appropriate definition of
``identity_matrix_with_shape``, then this definition will
automatically handle >2d arrays appropriately. Notice also that with
this definition, ``vector @@ 2`` gives the squared Euclidean length of
the vector, a commonly used value. Also, while it is rarely useful to
explicitly compute inverses or other negative powers in standard
immediate-mode dense matrix code, these computations are natural when
doing symbolic or deferred-mode computations (as in e.g. sympy,
theano, numba, numexpr); therefore, negative powers are fully
supported. Fractional powers, though, bring in variety of
`mathematical complications`_, so we leave it to individual projects
to decide whether they want to try to define some reasonable semantics
for fractional inputs.
.. _`mathematical complications`:
https://en.wikipedia.org/wiki/Square_root_of_a_matrix
Adoption
--------
We group existing Python projects which provide array- or matrix-like
types based on what API they currently use for elementwise and matrix
multiplication.
**Projects which currently use * for *elementwise* multiplication, and
function/method calls for *matrix* multiplication:**
The developers of the following projects have expressed an intention
to implement ``@`` and ``@@`` on their array-like types using the
above semantics:
* numpy
* pandas
* blaze
* theano
The following projects have been alerted to the existence of the PEP,
but it's not yet known what they plan to do if it's accepted. We
don't anticipate that they'll have any objections, though, since
everything proposed here is consistent with how they already do
things:
* pycuda
* panda3d
**Projects which currently use * for *matrix* multiplication, and
function/method calls for *elementwise* multiplication:**
The following projects have expressed an intention, if this PEP is
accepted, to migrate from their current API to the elementwise-``*``,
matmul-``@`` convention (i.e., this is a list of projects whose API
fragmentation will probably be eliminated if this PEP is accepted):
* numpy (``numpy.matrix``)
* scipy.sparse
* pyoperators
* pyviennacl
The following projects have been alerted to the existence of the PEP,
but it's not known what they plan to do if it's accepted (i.e., this
is a list of projects whose API fragmentation may or may not be
eliminated if this PEP is accepted):
* cvxopt
**Projects which currently use * for *matrix* multiplication, and
which do not implement elementwise multiplication at all:**
There are several projects which implement matrix types, but from a
very different perspective than the numerical libraries discussed
above. These projects focus on computational methods for analyzing
matrices in the sense of abstract mathematical objects (i.e., linear
maps over free modules over rings), rather than as big bags full of
numbers that need crunching. And it turns out that from the abstract
math point of view, there isn't much use for elementwise operations in
the first place; as discussed in the Background section above,
elementwise operations are motivated by the bag-of-numbers approach.
The different goals of these projects mean that they don't encounter
the basic problem that this PEP exists to address, making it mostly
irrelevant to them; while they appear superficially similar, they're
actually doing something quite different. They use ``*`` for matrix
multiplication (and for group actions, and so forth), and if this PEP
is accepted, their expressed intention is to continue doing so, while
perhaps adding ``@`` and ``@@`` on matrices as aliases for ``*`` and
``**``:
* sympy
* sage
If you know of any actively maintained Python libraries which provide
an interface for working with numerical arrays or matrices, and which
are not listed above, then please let the PEP author know:
njs@pobox.com
Rationale for specification details
===================================
Choice of operator
------------------
Why ``@`` instead of some other punctuation symbol? It doesn't matter
much, and there isn't any consensus across other programming languages
about how this operator should be named [#matmul-other-langs]_, but
``@`` has a few advantages:
* ``@`` is a friendly character that Pythoneers are already used to
typing in decorators, and its use in email addresses means it is
more likely to be easily accessible across keyboard layouts than
some other characters (e.g. ``$`` or non-ASCII characters).
* The mATrices mnemonic is cute.
* It's round like ``*`` and :math:`\cdot`.
* The use of a single-character token makes ``@@`` possible, which is
a nice bonus.
* The swirly shape is reminiscent of the simultaneous sweeps over rows
and columns that define matrix multiplication; its asymmetry is
evocative of its non-commutative nature.
(Non)-Definitions for built-in types
------------------------------------
No ``__matmul__`` or ``__matpow__`` are defined for builtin numeric
types (``float``, ``int``, etc.) or for the ``numbers.Number``
hierarchy, because these types represent scalars, and the consensus
semantics for ``@`` are that it should raise an error on scalars.
We do not -- for now -- define a ``__matmul__`` method on the standard
``memoryview`` or ``array.array`` objects, for several reasons.
First, there is currently no way to create multidimensional memoryview
objects using only the stdlib, and array objects cannot represent
multidimensional data at all, which makes ``__matmul__`` much less
useful. Second, providing a quality implementation of matrix
multiplication is highly non-trivial. Naive nested loop
implementations are very slow and providing one in CPython would just
create a trap for users. But the alternative -- providing a modern,
competitive matrix multiply -- would require that CPython link to a
BLAS library, which brings a set of new complications. In particular,
several popular BLAS libraries (including the one that ships by
default on OS X) currently break the use of ``multiprocessing``
[#blas-fork]_. And finally, we'd have to add quite a bit beyond
``__matmul__`` before ``memoryview`` or ``array.array`` would be
useful for numeric work -- like elementwise versions of the other
arithmetic operators, just to start. Put together, these
considerations mean that the cost/benefit of adding ``__matmul__`` to
these types just isn't there, so for now we'll continue to delegate
these problems to numpy and friends, and defer a more systematic
solution to a future proposal.
There are also non-numeric Python builtins which define ``__mul__``
(``str``, ``list``, ...). We do not define ``__matmul__`` for these
types either, because why would we even do that.
Unresolved issues
-----------------
Associativity of ``@``
''''''''''''''''''''''
It's been suggested that ``@`` should be right-associative, on the
grounds that for expressions like ``Mat @ Mat @ vec``, the two
different evaluation orders produce the same result, but the
right-associative order ``Mat @ (Mat @ vec)`` will be faster and use
less memory than the left-associative order ``(Mat @ Mat) @ vec``.
(Matrix-vector multiplication is much cheaper than matrix-matrix
multiplication). It would be a shame if users found themselves
required to use an overabundance of parentheses to achieve acceptable
speed/memory usage in common situations, but, it's not currently clear
whether such cases actually are common enough to override Python's
general rule of left-associativity, or even whether they're more
common than the symmetric cases where left-associativity would be
faster (though this does seem intuitively plausible). The only way to
answer this is probably to do an audit of some real-world uses and
check how often the associativity matters in practice; if this PEP is
accepted in principle, then we should probably do this check before
finalizing it.
Rejected alternatives to adding a new operator
==============================================
Over the past few decades, the Python numeric community has explored a
variety of ways to resolve the tension between matrix and elementwise
multiplication operations. PEP 211 and PEP 225, both proposed in 2000
and last seriously discussed in 2008 [#threads-2008]_, were early
attempts to add new operators to solve this problem, but suffered from
serious flaws; in particular, at that time the Python numerical
community had not yet reached consensus on the proper API for array
objects, or on what operators might be needed or useful (e.g., PEP 225
proposes 6 new operators with unspecified semantics). Experience
since then has now led to consensus that the best solution, for both
numeric Python and core Python, is to add a single infix operator for
matrix multiply (together with the other new operators this implies
like ``@=``).
We review some of the rejected alternatives here.
**Use a second type that defines __mul__ as matrix multiplication:**
As discussed above (`Background: What's wrong with the status quo?`_),
this has been tried this for many years via the ``numpy.matrix`` type
(and its predecessors in Numeric and numarray). The result is a
strong consensus among both numpy developers and developers of
downstream packages that ``numpy.matrix`` should essentially never be
used, because of the problems caused by having conflicting duck types
for arrays. (Of course one could then argue we should *only* define
``__mul__`` to be matrix multiplication, but then we'd have the same
problem with elementwise multiplication.) There have been several
pushes to remove ``numpy.matrix`` entirely; the only counter-arguments
have come from educators who find that its problems are outweighed by
the need to provide a simple and clear mapping between mathematical
notation and code for novices (see `Transparent syntax is especially
crucial for non-expert programmers`_). But, of course, starting out
newbies with a dispreferred syntax and then expecting them to
transition later causes its own problems. The two-type solution is
worse than the disease.
**Add lots of new operators, or add a new generic syntax for defining
infix operators:** In addition to being generally un-Pythonic and
repeatedly rejected by BDFL fiat, this would be using a sledgehammer
to smash a fly. The scientific python community has consensus that
adding one operator for matrix multiplication is enough to fix the one
otherwise unfixable pain point. (In retrospect, we all think PEP 225
was a bad idea too -- or at least far more complex than it needed to
be.)
**Add a new @ (or whatever) operator that has some other meaning in
general Python, and then overload it in numeric code:** This was the
approach taken by PEP 211, which proposed defining ``@`` to be the
equivalent of ``itertools.product``. The problem with this is that
when taken on its own terms, adding an infix operator for
``itertools.product`` is just silly. (During discussions of this PEP,
a similar suggestion was made to define ``@`` as a general purpose
function composition operator, and this suffers from the same problem;
``functools.compose`` isn't even useful enough to exist.) Matrix
multiplication has a uniquely strong rationale for inclusion as an
infix operator. There almost certainly don't exist any other binary
operations that will ever justify adding any other infix operators to
Python.
**Add a .dot method to array types so as to allow "pseudo-infix"
A.dot(B) syntax:** This has been in numpy for some years, and in many
cases it's better than dot(A, B). But it's still much less readable
than real infix notation, and in particular still suffers from an
extreme overabundance of parentheses. See `Why should matrix
multiplication be infix?`_ above.
**Use a 'with' block to toggle the meaning of * within a single code
block**: E.g., numpy could define a special context object so that
we'd have::
c = a * b # element-wise multiplication
with numpy.mul_as_dot:
c = a * b # matrix multiplication
However, this has two serious problems: first, it requires that every
array-like type's ``__mul__`` method know how to check some global
state (``numpy.mul_is_currently_dot`` or whatever). This is fine if
``a`` and ``b`` are numpy objects, but the world contains many
non-numpy array-like objects. So this either requires non-local
coupling -- every numpy competitor library has to import numpy and
then check ``numpy.mul_is_currently_dot`` on every operation -- or
else it breaks duck-typing, with the above code doing radically
different things depending on whether ``a`` and ``b`` are numpy
objects or some other sort of object. Second, and worse, ``with``
blocks are dynamically scoped, not lexically scoped; i.e., any
function that gets called inside the ``with`` block will suddenly find
itself executing inside the mul_as_dot world, and crash and burn
horribly -- if you're lucky. So this is a construct that could only
be used safely in rather limited cases (no function calls), and which
would make it very easy to shoot yourself in the foot without warning.
**Use a language preprocessor that adds extra numerically-oriented
operators and perhaps other syntax:** (As per recent BDFL suggestion:
[#preprocessor]_) This suggestion seems based on the idea that
numerical code needs a wide variety of syntax additions. In fact,
given ``@``, most numerical users don't need any other operators or
syntax; it solves the one really painful problem that cannot be solved
by other means, and that causes painful reverberations through the
larger ecosystem. Defining a new language (presumably with its own
parser which would have to be kept in sync with Python's, etc.), just
to support a single binary operator, is neither practical nor
desireable. In the numerical context, Python's competition is
special-purpose numerical languages (Matlab, R, IDL, etc.). Compared
to these, Python's killer feature is exactly that one can mix
specialized numerical code with code for XML parsing, web page
generation, database access, network programming, GUI libraries, and
so forth, and we also gain major benefits from the huge variety of
tutorials, reference material, introductory classes, etc., which use
Python. Fragmenting "numerical Python" from "real Python" would be a
major source of confusion. A major motivation for this PEP is to
*reduce* fragmentation. Having to set up a preprocessor would be an
especially prohibitive complication for unsophisticated users. And we
use Python because we like Python! We don't want
almost-but-not-quite-Python.
**Use overloading hacks to define a "new infix operator" like *dot*,
as in a well-known Python recipe:** (See: [#infix-hack]_) Beautiful is
better than ugly. This is... not beautiful. And not Pythonic. And
especially unfriendly to beginners, who are just trying to wrap their
heads around the idea that there's a coherent underlying system behind
these magic incantations that they're learning, when along comes an
evil hack like this that violates that system, creates bizarre error
messages when accidentally misused, and whose underlying mechanisms
can't be understood without deep knowledge of how object oriented
systems work. We've considered promoting this as a general solution,
and perhaps if the PEP is rejected we'll revisit this option, but so
far the numeric community has mostly elected to leave this one on the
shelf.
References
==========
.. [#preprocessor] From a comment by GvR on a G+ post by GvR; the
comment itself does not seem to be directly linkable:
https://plus.google.com/115212051037621986145/posts/hZVVtJ9bK3u
.. [#infix-hack] http://code.activestate.com/recipes/384122-infix-operators/
http://www.sagemath.org/doc/reference/misc/sage/misc/decorators.html#sage.misc.decorators.infix_operator
.. [#scipy-conf] http://conference.scipy.org/past.html
.. [#pydata-conf] http://pydata.org/events/
.. [#lht] In this formula, :math:`\beta` is a vector or matrix of
regression coefficients, :math:`V` is the estimated
variance/covariance matrix for these coefficients, and we want to
test the null hypothesis that :math:`H\beta = r`; a large :math:`S`
then indicates that this hypothesis is unlikely to be true. For
example, in an analysis of human height, the vector :math:`\beta`
might contain one value which was the the average height of the
measured men, and another value which was the average height of the
measured women, and then setting :math:`H = [1, -1], r = 0` would
let us test whether men and women are the same height on
average. Compare to eq. 2.139 in
http://sfb649.wiwi.hu-berlin.de/fedc_homepage/xplore/tutorials/xegbohtmlnode17.html
Example code is adapted from
https://github.com/rerpy/rerpy/blob/0d274f85e14c3b1625acb22aed1efa85d122ecb7/rerpy/incremental_ls.py#L202
.. [#pycon-tutorials] Out of the 36 tutorials scheduled for PyCon 2014
(https://us.pycon.org/2014/schedule/tutorials/), we guess that the
8 below will almost certainly deal with matrices:
* Dynamics and control with Python
* Exploring machine learning with Scikit-learn
* How to formulate a (science) problem and analyze it using Python
code
* Diving deeper into Machine Learning with Scikit-learn
* Data Wrangling for Kaggle Data Science Competitions An etude
* Hands-on with Pydata: how to build a minimal recommendation
engine.
* Python for Social Scientists
* Bayesian statistics made simple
In addition, the following tutorials could easily involve matrices:
* Introduction to game programming
* mrjob: Snakes on a Hadoop *("We'll introduce some data science
concepts, such as user-user similarity, and show how to calculate
these metrics...")*
* Mining Social Web APIs with IPython Notebook
* Beyond Defaults: Creating Polished Visualizations Using Matplotlib
This gives an estimated range of 8 to 12 / 36 = 22% to 33% of
tutorials dealing with matrices; saying ~20% then gives us some
wiggle room in case our estimates are high.
.. [#sloc-details] SLOCs were defined as physical lines which contain
at least one token that is not a COMMENT, NEWLINE, ENCODING,
INDENT, or DEDENT. Counts were made by using ``tokenize`` module
from Python 3.2.3 to examine the tokens in all files ending ``.py``
underneath some directory. Only tokens which occur at least once
in the source trees are included in the table. The counting script
will be available as an auxiliary file once this PEP is submitted;
until then, it can be found here:
https://gist.github.com/njsmith/9157645
Matrix multiply counts were estimated by counting how often certain
tokens which are used as matrix multiply function names occurred in
each package. In principle this could create false positives, but
as far as I know the counts are exact; it's unlikely that anyone is
using ``dot`` as a variable name when it's also the name of one of
the most widely-used numpy functions.
All counts were made using the latest development version of each
project as of 21 Feb 2014.
'stdlib' is the contents of the Lib/ directory in commit
d6aa3fa646e2 to the cpython hg repository, and treats the following
tokens as indicating matrix multiply: n/a.
'scikit-learn' is the contents of the sklearn/ directory in commit
69b71623273ccfc1181ea83d8fb9e05ae96f57c7 to the scikit-learn
repository (https://github.com/scikit-learn/scikit-learn), and
treats the following tokens as indicating matrix multiply: ``dot``,
``fast_dot``, ``safe_sparse_dot``.
'nipy' is the contents of the nipy/ directory in commit
5419911e99546401b5a13bd8ccc3ad97f0d31037 to the nipy repository
(https://github.com/nipy/nipy/), and treats the following tokens as
indicating matrix multiply: ``dot``.
.. [#blas-fork] BLAS libraries have a habit of secretly spawning
threads, even when used from single-threaded programs. And threads
play very poorly with ``fork()``; the usual symptom is that
attempting to perform linear algebra in a child process causes an
immediate deadlock.
.. [#threads-2008] http://fperez.org/py4science/numpy-pep225/numpy-pep225.html
.. [#broadcasting] http://docs.scipy.org/doc/numpy/user/basics.broadcasting.html
.. [#matmul-other-langs]
http://mail.scipy.org/pipermail/scipy-user/2014-February/035499.html
.. [#github-details] Counts were produced by manually entering the
string ``"import foo"`` or ``"from foo import"`` (with quotes) into
the Github code search page, e.g.:
https://github.com/search?q=%22import+numpy%22&ref=simplesearch&type=Code
on 2014-04-10 at ~21:00 UTC. The reported values are the numbers
given in the "Languages" box on the lower-left corner, next to
"Python". This also causes some undercounting (e.g., leaving out
Cython code, and possibly one should also count HTML docs and so
forth), but these effects are negligible (e.g., only ~1% of numpy
usage appears to occur in Cython code, and probably even less for
the other modules listed). The use of this box is crucial,
however, because these counts appear to be stable, while the
"overall" counts listed at the top of the page ("We've found ___
code results") are highly variable even for a single search --
simply reloading the page can cause this number to vary by a factor
of 2 (!!). (They do seem to settle down if one reloads the page
repeatedly, but nonetheless this is spooky enough that it seemed
better to avoid these numbers.)
These numbers should of course be taken with multiple grains of
salt; it's not clear how representative Github is of Python code in
general, and limitations of the search tool make it impossible to
get precise counts. AFAIK this is the best data set currently
available, but it'd be nice if it were better. In particular:
* Lines like ``import sys, os`` will only be counted in the ``sys``
row.
* A file containing both ``import X`` and ``from X import`` will be
counted twice
* Imports of the form ``from X.foo import ...`` are missed. We
could catch these by instead searching for "from X", but this is
a common phrase in English prose, so we'd end up with false
positives from comments, strings, etc. For many of the modules
considered this shouldn't matter too much -- for example, the
stdlib modules have flat namespaces -- but it might especially
lead to undercounting of django, scipy, and twisted.
Also, it's possible there exist other non-stdlib modules we didn't
think to test that are even more-imported than numpy -- though we
tried quite a few of the obvious suspects. If you find one, let us
know! The modules tested here were chosen based on a combination
of intuition and the top-100 list at pypi-ranking.info.
Fortunately, it doesn't really matter if it turns out that numpy
is, say, merely the *third* most-imported non-stdlib module, since
the point is just that numeric programming is a common and
mainstream activity.
Finally, we should point out the obvious: whether a package is
import**ed** is rather different from whether it's import**ant**.
No-one's claiming numpy is "the most important package" or anything
like that. Certainly more packages depend on distutils, e.g., then
depend on numpy -- and far fewer source files import distutils than
import numpy. But this is fine for our present purposes. Most
source files don't import distutils because most source files don't
care how they're distributed, so long as they are; these source
files thus don't care about details of how distutils' API works.
This PEP is in some sense about changing how numpy's and related
packages' APIs work, so the relevant metric is to look at source
files that are choosing to directly interact with that API, which
is sort of like what we get by looking at import statements.
.. [#hugunin] The first such proposal occurs in Jim Hugunin's very
first email to the matrix SIG in 1995, which lays out the first
draft of what became Numeric. He suggests using ``*`` for
elementwise multiplication, and ``%`` for matrix multiplication:
https://mail.python.org/pipermail/matrix-sig/1995-August/000002.html
Copyright
=========
This document has been placed in the public domain.