linalg 1.0.2
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- checksums.yaml +7 -0
- data/LICENSE +24 -0
- data/ext/g2c_typedefs.h +5 -0
- data/ext/lapack/extconf.rb +309 -0
- data/ext/lapack/include/BLAS.h +154 -0
- data/ext/lapack/include/LAPACK.h +1314 -0
- data/ext/lapack/main.c +49 -0
- data/ext/lapack/rb_lapack.h +36 -0
- data/ext/lapack/rb_lapack_c.c +11614 -0
- data/ext/lapack/rb_lapack_d.c +12663 -0
- data/ext/lapack/rb_lapack_s.c +12649 -0
- data/ext/lapack/rb_lapack_x.c +208 -0
- data/ext/lapack/rb_lapack_z.c +11614 -0
- data/ext/linalg/dcomplex.c +359 -0
- data/ext/linalg/dcomplex.h +40 -0
- data/ext/linalg/ddata.c +194 -0
- data/ext/linalg/extconf.rb +324 -0
- data/ext/linalg/linalg.c +55 -0
- data/ext/linalg/linalg.h +21 -0
- data/ext/linalg/xdata.c +21 -0
- data/ext/linalg/xdata.h +33 -0
- data/ext/linalg/xmatrix.c.tmpl +1630 -0
- data/ext/linalg/xmatrix.h.tmpl +77 -0
- data/ext/linalg/xmatrixc.c.tmpl +138 -0
- data/ext/linalg/xmatrixr.c.tmpl +130 -0
- data/lib/lapack.rb +87 -0
- data/lib/linalg.rb +9 -0
- data/lib/linalg/dcomplex.rb +17 -0
- data/lib/linalg/dmatrix.rb +29 -0
- data/lib/linalg/dmatrix/alias.rb +32 -0
- data/lib/linalg/dmatrix/cholesky.rb +52 -0
- data/lib/linalg/dmatrix/cond.rb +80 -0
- data/lib/linalg/dmatrix/det.rb +36 -0
- data/lib/linalg/dmatrix/eigen.rb +153 -0
- data/lib/linalg/dmatrix/fit.rb +281 -0
- data/lib/linalg/dmatrix/inverse.rb +78 -0
- data/lib/linalg/dmatrix/lu.rb +120 -0
- data/lib/linalg/dmatrix/main.rb +244 -0
- data/lib/linalg/dmatrix/norms.rb +88 -0
- data/lib/linalg/dmatrix/nullspace.rb +114 -0
- data/lib/linalg/dmatrix/qr.rb +129 -0
- data/lib/linalg/dmatrix/schur.rb +88 -0
- data/lib/linalg/dmatrix/solve.rb +78 -0
- data/lib/linalg/dmatrix/svd.rb +125 -0
- data/lib/linalg/exception.rb +32 -0
- data/lib/linalg/iterators.rb +221 -0
- data/lib/linalg/math.rb +23 -0
- data/lib/linalg/scomplex.rb +15 -0
- data/lib/linalg/version.rb +3 -0
- data/lib/linalg/xdata.rb +123 -0
- metadata +94 -0
@@ -0,0 +1,324 @@
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#
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# Copyright (c) 2004-2008 by James M. Lawrence
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#
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# See LICENSE
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#
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require 'mkmf'
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require 'fileutils'
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####################################################
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#
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# find LAPACK
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#
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####################################################
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unless have_header("f2c.h") and
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have_library("blas") and
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have_library("lapack")
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puts "A full LAPACK installation was not found."
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exit(-1)
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end
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####################################################
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#
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# FLAGS
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#
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####################################################
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$CFLAGS += " -Wall" if CONFIG["CC"] == "gcc"
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# why doesn't $INCFLAGS work
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$CFLAGS += " -I../lapack/include"
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####################################################
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#
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# Instantiator
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#
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####################################################
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module Instantiator
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def self.instantiate(template)
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if template[:src] == template[:dst]
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raise "src is the same as dst"
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end
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FileUtils.rm_f template[:dst]
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File.open(template[:src]) { |f|
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s = f.read
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template[:change].each_pair { |before, after|
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s.gsub!(%r!#{before}!m, after)
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}
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File.open(template[:dst], "w") { |out|
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out.puts s
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}
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}
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FileUtils.chmod 0444, template[:dst]
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$distcleanfiles = [] unless $distcleanfiles
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$distcleanfiles << template[:dst]
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end
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end
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####################################################
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#
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# instantiate xcomplex
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#
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####################################################
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module InstantiateComplex
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change = {
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"doublecomplex" => "complex",
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"dcomplex" => "scomplex",
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"doublereal" => "real",
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"DCOMPLEX" => "SCOMPLEX",
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"DComplex" => "SComplex",
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}
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templates = [
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{
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:src => "dcomplex.c",
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:dst => "scomplex.c",
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:change => change,
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},
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{
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:src => "dcomplex.h",
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:dst => "scomplex.h",
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:change => change,
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},
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]
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templates.each { |t|
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Instantiator.instantiate(t)
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}
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end
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####################################################
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#
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# instantiate xdata
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#
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####################################################
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module InstantiateXData
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templates = [
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{
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:dst => "sdata.c",
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:change => {
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"doublereal" => "real",
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"DData" => "SData",
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"ddata" => "sdata",
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"DDATA" => "SDATA",
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}
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},
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{
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:dst => "idata.c",
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:change => {
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"doublereal" => "integer",
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"rb_float_new" => "INT2NUM",
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"DData" => "IData",
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"ddata" => "idata",
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"double" => "int",
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"NUM2DBL" => "NUM2INT",
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"DDATA" => "IDATA"
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}
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},
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{
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:dst => "ldata.c",
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:change => {
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"doublereal" => "logical",
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"rb_float_new" => "INT2NUM",
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"DData" => "LData",
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"ddata" => "ldata",
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"double" => "int",
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"NUM2DBL" => "NUM2INT",
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"DDATA" => "LDATA"
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}
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},
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{
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:dst => "chardata.c",
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:change => {
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"doublereal" => "char",
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"rb_float_new" => "INT2NUM",
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"DData" => "CharData",
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"ddata" => "chardata",
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"double" => "int",
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"NUM2DBL" => "*StringValuePtr",
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"DDATA" => "CHARDATA"
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}
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},
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{
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:dst => "zdata.c",
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:change => {
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"doublereal" => "doublecomplex",
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"rb_float_new" => "rb_dcomplex_new",
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"DData" => "ZData",
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"ddata" => "zdata",
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"\\(double\\)" => "",
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"NUM2DBL" => "rb_num2doublecomplex",
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"DDATA" => "ZDATA"
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}
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},
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{
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:dst => "cdata.c",
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:change => {
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"doublereal" => "complex",
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"rb_float_new" => "rb_scomplex_new",
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"DData" => "CData",
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"ddata" => "cdata",
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"\\(double\\)" => "",
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"NUM2DBL" => "rb_num2complex",
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"DDATA" => "CDATA"
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}
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},
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]
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templates.each { |t|
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t[:src] = "ddata.c"
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Instantiator.instantiate(t)
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}
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end
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####################################################
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#
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# instantiate xmatrix
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#
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####################################################
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module InstantiateMatrices
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real = {
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"FORTRANTYPE" => "real",
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"CLASSUPPER" => "SMatrix",
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"CLASSLOWER" => "smatrix",
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"RUBY2FORTRAN" => "NUM2DBL",
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"FORTRAN2RUBY" => "rb_float_new",
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"xcopy_" => "scopy_",
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"xgemm_" => "sgemm_",
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"xscal_" => "sscal_",
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"xaxpy_" => "saxpy_",
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"xdot_" => "sdot_",
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}
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doublereal = {
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"FORTRANTYPE" => "doublereal",
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"CLASSUPPER" => "DMatrix",
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"CLASSLOWER" => "dmatrix",
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"RUBY2FORTRAN" => "NUM2DBL",
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"FORTRAN2RUBY" => "rb_float_new",
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"xcopy_" => "dcopy_",
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"xgemm_" => "dgemm_",
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"xscal_" => "dscal_",
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"xaxpy_" => "daxpy_",
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"xdot_" => "ddot_",
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}
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complex = {
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"FORTRANTYPE" => "complex",
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"CLASSUPPER" => "CMatrix",
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"CLASSLOWER" => "cmatrix",
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"RUBY2FORTRAN" => "rb_num2complex",
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"FORTRAN2RUBY" => "rb_scomplex_new",
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"xcopy_" => "ccopy_",
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"xgemm_" => "cgemm_",
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"xscal_" => "cscal_",
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"xaxpy_" => "caxpy_",
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"xdotc_" => "cdotc_",
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}
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doublecomplex = {
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"FORTRANTYPE" => "doublecomplex",
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"CLASSUPPER" => "ZMatrix",
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"CLASSLOWER" => "zmatrix",
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"RUBY2FORTRAN" => "rb_num2doublecomplex",
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"FORTRAN2RUBY" => "rb_dcomplex_new",
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"xcopy_" => "zcopy_",
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"xgemm_" => "zgemm_",
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"xscal_" => "zscal_",
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"xaxpy_" => "zaxpy_",
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"xdotc_" => "zdotc_",
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}
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templates = [
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{
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:src => "xmatrix.c.tmpl",
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:dst => "dmatrix.c",
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:change => doublereal
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},
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{
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:src => "xmatrix.h.tmpl",
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:dst => "dmatrix.h",
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:change => doublereal
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},
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{
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:src => "xmatrix.c.tmpl",
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:dst => "smatrix.c",
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:change => real
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},
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{
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:src => "xmatrix.h.tmpl",
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:dst => "smatrix.h",
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:change => real
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},
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{
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:src => "xmatrix.c.tmpl",
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:dst => "zmatrix.c",
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:change => doublecomplex
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},
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{
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:src => "xmatrix.h.tmpl",
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:dst => "zmatrix.h",
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:change => doublecomplex
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},
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{
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:src => "xmatrix.c.tmpl",
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:dst => "cmatrix.c",
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:change => complex
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},
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{
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:src => "xmatrix.h.tmpl",
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:dst => "cmatrix.h",
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:change => complex
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},
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{
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:src => "xmatrixr.c.tmpl",
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:dst => "dmatrixr.c",
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:change => doublereal
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},
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{
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:src => "xmatrixr.c.tmpl",
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:dst => "smatrixr.c",
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:change => real
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},
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{
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:src => "xmatrixc.c.tmpl",
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:dst => "zmatrixc.c",
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:change => doublecomplex
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},
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{
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:src => "xmatrixc.c.tmpl",
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:dst => "cmatrixc.c",
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:change => complex
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},
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]
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templates.each { |t|
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Instantiator.instantiate(t)
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}
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end
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####################################################
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#
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# create Makefile
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#
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####################################################
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create_makefile('linalg')
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data/ext/linalg/linalg.c
ADDED
@@ -0,0 +1,55 @@
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/*
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* Copyright (c) 2004-2008 by James M. Lawrence
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*
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* See LICENSE
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*
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*/
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#include "ruby.h"
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#include "linalg.h"
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VALUE rb_cLinalg ;
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VALUE rb_cLinalgException ;
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VALUE rb_eDimensionError ;
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void Init_dcomplex(void) ;
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void Init_scomplex(void) ;
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void Init_xdata(void) ;
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void Init_dmatrix(void) ;
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void Init_smatrix(void) ;
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void Init_zmatrix(void) ;
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void Init_cmatrix(void) ;
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void raise_bad_array()
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{
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rb_raise(rb_eRuntimeError, "invalid array") ;
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}
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void raise_dim_error()
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{
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rb_raise(rb_eDimensionError, "") ;
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}
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void raise_index_error()
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{
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rb_raise(rb_eIndexError, "out of range") ;
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}
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void Init_linalg()
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{
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|
+
rb_cLinalg = rb_define_module("Linalg") ;
|
43
|
+
|
44
|
+
Init_dcomplex() ;
|
45
|
+
Init_scomplex() ;
|
46
|
+
|
47
|
+
Init_xdata() ;
|
48
|
+
|
49
|
+
Init_dmatrix() ;
|
50
|
+
Init_smatrix() ;
|
51
|
+
Init_zmatrix() ;
|
52
|
+
Init_cmatrix() ;
|
53
|
+
}
|
54
|
+
|
55
|
+
|
data/ext/linalg/linalg.h
ADDED
@@ -0,0 +1,21 @@
|
|
1
|
+
/*
|
2
|
+
* Copyright (c) 2004-2008 by James M. Lawrence
|
3
|
+
*
|
4
|
+
* See LICENSE
|
5
|
+
*
|
6
|
+
*/
|
7
|
+
|
8
|
+
#ifndef LINALG_H
|
9
|
+
#define LINALG_H
|
10
|
+
|
11
|
+
#include "ruby.h"
|
12
|
+
|
13
|
+
void raise_bad_array() ;
|
14
|
+
void raise_dim_error() ;
|
15
|
+
void raise_index_error() ;
|
16
|
+
|
17
|
+
extern VALUE rb_cLinalg ;
|
18
|
+
extern VALUE rb_cLinalgException ;
|
19
|
+
extern VALUE rb_eDimensionError ;
|
20
|
+
|
21
|
+
#endif
|
data/ext/linalg/xdata.c
ADDED
@@ -0,0 +1,21 @@
|
|
1
|
+
|
2
|
+
#include "xdata.h"
|
3
|
+
|
4
|
+
VALUE rb_cXData ;
|
5
|
+
|
6
|
+
void Init_xdata()
|
7
|
+
{
|
8
|
+
rb_cXData = rb_define_module_under(rb_cLinalg, "XData") ;
|
9
|
+
|
10
|
+
Init_sdata() ;
|
11
|
+
Init_ddata() ;
|
12
|
+
|
13
|
+
Init_cdata() ;
|
14
|
+
Init_zdata() ;
|
15
|
+
|
16
|
+
Init_ldata() ;
|
17
|
+
Init_idata() ;
|
18
|
+
|
19
|
+
Init_chardata() ;
|
20
|
+
}
|
21
|
+
|
data/ext/linalg/xdata.h
ADDED
@@ -0,0 +1,33 @@
|
|
1
|
+
/*
|
2
|
+
* Copyright (c) 2004-2008 by James M. Lawrence
|
3
|
+
*
|
4
|
+
* See LICENSE
|
5
|
+
*
|
6
|
+
*/
|
7
|
+
|
8
|
+
#ifndef LINALG_XDATA_H
|
9
|
+
#define LINALG_XDATA_H
|
10
|
+
|
11
|
+
#include "ruby.h"
|
12
|
+
|
13
|
+
#include <f2c.h>
|
14
|
+
|
15
|
+
#include "linalg.h"
|
16
|
+
#include "dcomplex.h"
|
17
|
+
#include "scomplex.h"
|
18
|
+
|
19
|
+
void Init_sdata(void) ;
|
20
|
+
void Init_ddata(void) ;
|
21
|
+
|
22
|
+
void Init_cdata(void) ;
|
23
|
+
void Init_zdata(void) ;
|
24
|
+
|
25
|
+
void Init_ldata(void) ;
|
26
|
+
void Init_idata(void) ;
|
27
|
+
|
28
|
+
void Init_chardata(void) ;
|
29
|
+
|
30
|
+
extern VALUE rb_cXData ;
|
31
|
+
|
32
|
+
#endif
|
33
|
+
|