linalg 1.0.2
Sign up to get free protection for your applications and to get access to all the features.
- 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 +1,32 @@
|
|
1
|
+
#
|
2
|
+
# Copyright (c) 2004-2008 by James M. Lawrence
|
3
|
+
#
|
4
|
+
# See LICENSE
|
5
|
+
#
|
6
|
+
|
7
|
+
module Linalg
|
8
|
+
module Exception
|
9
|
+
|
10
|
+
#
|
11
|
+
# The algorithm failed to converge.
|
12
|
+
#
|
13
|
+
class Diverged < RuntimeError
|
14
|
+
end
|
15
|
+
|
16
|
+
#
|
17
|
+
# One or more parameters failed to meet the
|
18
|
+
# prerequisite dimensions.
|
19
|
+
#
|
20
|
+
class DimensionError < RuntimeError
|
21
|
+
end
|
22
|
+
|
23
|
+
#
|
24
|
+
# A singular matrix was encountered where a nonsingular one
|
25
|
+
# was expected.
|
26
|
+
#
|
27
|
+
class SingularMatrix < RuntimeError
|
28
|
+
end
|
29
|
+
|
30
|
+
end
|
31
|
+
end
|
32
|
+
|
@@ -0,0 +1,221 @@
|
|
1
|
+
#
|
2
|
+
# Copyright (c) 2004-2008 by James M. Lawrence
|
3
|
+
#
|
4
|
+
# See LICENSE
|
5
|
+
#
|
6
|
+
|
7
|
+
|
8
|
+
module Linalg
|
9
|
+
|
10
|
+
#
|
11
|
+
# <tt>Enumerable</tt>s and <tt>Enumerable</tt>-like
|
12
|
+
# methods for matrices.
|
13
|
+
#
|
14
|
+
# For blocks which yield <tt>i,j</tt> indexes, the visitation is
|
15
|
+
# always in column-major order -- that is, +i+ changes faster than +j+.
|
16
|
+
#
|
17
|
+
# To visit in row-major order, one would say
|
18
|
+
# m.rows.each_with_index { |row, i|
|
19
|
+
# row.elems.each_with_index { |e, j|
|
20
|
+
# # e == m[i,j]
|
21
|
+
# }
|
22
|
+
# }
|
23
|
+
#
|
24
|
+
module Iterators
|
25
|
+
|
26
|
+
#
|
27
|
+
# Common +Enumerable+ for matrices
|
28
|
+
#
|
29
|
+
class MatrixEnum
|
30
|
+
include Enumerable
|
31
|
+
def initialize(m)
|
32
|
+
@m = m
|
33
|
+
end
|
34
|
+
end
|
35
|
+
|
36
|
+
#
|
37
|
+
# This class doesn't do much except +yield+ matrix elements.
|
38
|
+
#
|
39
|
+
class DiagEnum < MatrixEnum
|
40
|
+
def each
|
41
|
+
min = @m.hsize < @m.vsize ? @m.hsize : @m.vsize
|
42
|
+
min.times { |i|
|
43
|
+
yield @m[i,i]
|
44
|
+
}
|
45
|
+
@m
|
46
|
+
end
|
47
|
+
end
|
48
|
+
|
49
|
+
#
|
50
|
+
# This class doesn't do much except +yield+ matrix elements.
|
51
|
+
#
|
52
|
+
class ElemEnum < MatrixEnum
|
53
|
+
def each
|
54
|
+
(0...@m.hsize).each { |j|
|
55
|
+
(0...@m.vsize).each { |i|
|
56
|
+
yield @m[i,j]
|
57
|
+
}
|
58
|
+
}
|
59
|
+
@m
|
60
|
+
end
|
61
|
+
end
|
62
|
+
|
63
|
+
#
|
64
|
+
# This class doesn't do much except +yield+ columns.
|
65
|
+
#
|
66
|
+
class ColumnEnum < MatrixEnum
|
67
|
+
def each
|
68
|
+
@m.hsize.times { |i|
|
69
|
+
yield @m.column(i)
|
70
|
+
}
|
71
|
+
@m
|
72
|
+
end
|
73
|
+
end
|
74
|
+
|
75
|
+
#
|
76
|
+
# This class doesn't do much except +yield+ rows.
|
77
|
+
#
|
78
|
+
class RowEnum < MatrixEnum
|
79
|
+
def each
|
80
|
+
@m.vsize.times { |i|
|
81
|
+
yield @m.row(i)
|
82
|
+
}
|
83
|
+
@m
|
84
|
+
end
|
85
|
+
end
|
86
|
+
|
87
|
+
#
|
88
|
+
# Returns an +Enumerable+ of the rows
|
89
|
+
#
|
90
|
+
def rows
|
91
|
+
RowEnum.new(self)
|
92
|
+
end
|
93
|
+
|
94
|
+
#
|
95
|
+
# Returns an +Enumerable+ of the columns
|
96
|
+
#
|
97
|
+
def columns
|
98
|
+
ColumnEnum.new(self)
|
99
|
+
end
|
100
|
+
|
101
|
+
#
|
102
|
+
# Returns an +Enumerable+ of the matrix elements
|
103
|
+
#
|
104
|
+
def elems
|
105
|
+
ElemEnum.new(self)
|
106
|
+
end
|
107
|
+
|
108
|
+
#
|
109
|
+
# Returns an +Enumerable+ of the diagonal elements
|
110
|
+
#
|
111
|
+
def diags
|
112
|
+
DiagEnum.new(self)
|
113
|
+
end
|
114
|
+
|
115
|
+
#
|
116
|
+
# Like <tt>Enumerable#each_with_index</tt>, but with an index pair
|
117
|
+
#
|
118
|
+
def each_with_index # :yields: e, i, j
|
119
|
+
(0...hsize).each { |j|
|
120
|
+
(0...vsize).each { |i|
|
121
|
+
yield self[i,j], i, j
|
122
|
+
}
|
123
|
+
}
|
124
|
+
self
|
125
|
+
end
|
126
|
+
|
127
|
+
#
|
128
|
+
# Like <tt>Array#each_index</tt>, but with an index pair
|
129
|
+
#
|
130
|
+
def each_index
|
131
|
+
(0...hsize).each { |j|
|
132
|
+
(0...vsize).each { |i|
|
133
|
+
yield i, j
|
134
|
+
}
|
135
|
+
}
|
136
|
+
self
|
137
|
+
end
|
138
|
+
|
139
|
+
#
|
140
|
+
# Like <tt>Enumerable#map</tt>, but the resultant is a another matrix
|
141
|
+
#
|
142
|
+
def map # :yields: e
|
143
|
+
m = self.class.reserve(self.vsize, self.hsize)
|
144
|
+
each_with_index { |e, i, j|
|
145
|
+
m[i,j] = yield e
|
146
|
+
}
|
147
|
+
m
|
148
|
+
end
|
149
|
+
|
150
|
+
#
|
151
|
+
# +map+ with an index pair
|
152
|
+
#
|
153
|
+
def map_with_index # :yields: e, i, j
|
154
|
+
m = self.class.reserve(self.vsize, self.hsize)
|
155
|
+
each_with_index { |e, i, j|
|
156
|
+
m[i,j] = yield e, i, j
|
157
|
+
}
|
158
|
+
m
|
159
|
+
end
|
160
|
+
|
161
|
+
#
|
162
|
+
# In-place +map+
|
163
|
+
#
|
164
|
+
def map! # :yields: e
|
165
|
+
each_with_index { |e, i, j|
|
166
|
+
self[i,j] = yield e
|
167
|
+
}
|
168
|
+
self
|
169
|
+
end
|
170
|
+
|
171
|
+
#
|
172
|
+
# In-place +map_with_index+
|
173
|
+
#
|
174
|
+
def map_with_index! # :yields: e, i, j
|
175
|
+
each_with_index { |e, i, j|
|
176
|
+
self[i,j] = yield e, i, j
|
177
|
+
}
|
178
|
+
self
|
179
|
+
end
|
180
|
+
|
181
|
+
#
|
182
|
+
# Visit below-diagonal elements, with index pair
|
183
|
+
#
|
184
|
+
def each_lower_with_index # :yields: e, i, j
|
185
|
+
(0...hsize).each { |j|
|
186
|
+
((j+1)...vsize).each { |i|
|
187
|
+
yield self[i,j], i, j
|
188
|
+
}
|
189
|
+
}
|
190
|
+
self
|
191
|
+
end
|
192
|
+
|
193
|
+
#
|
194
|
+
# Visit above-diagonal elements, with index pair
|
195
|
+
#
|
196
|
+
def each_upper_with_index # :yields: e, i, j
|
197
|
+
(1...hsize).each { |j|
|
198
|
+
(0...(j > vsize ? vsize : j)).each { |i|
|
199
|
+
yield self[i,j], i, j
|
200
|
+
}
|
201
|
+
}
|
202
|
+
self
|
203
|
+
end
|
204
|
+
|
205
|
+
private
|
206
|
+
|
207
|
+
# this seems overkill.
|
208
|
+
#
|
209
|
+
# Like <tt>Enumerable#inject</tt>, but with an index pair
|
210
|
+
#
|
211
|
+
#def inject_with_index(initial) # :yields: memo, e, i, j
|
212
|
+
# res = initial
|
213
|
+
# each_with_index { |e, i, j|
|
214
|
+
# res = yield res, e, i, j
|
215
|
+
# }
|
216
|
+
# res
|
217
|
+
#end
|
218
|
+
|
219
|
+
end
|
220
|
+
end
|
221
|
+
|
data/lib/linalg/math.rb
ADDED
@@ -0,0 +1,23 @@
|
|
1
|
+
#
|
2
|
+
# Copyright (c) 2004-2008 by James M. Lawrence
|
3
|
+
#
|
4
|
+
# See LICENSE
|
5
|
+
#
|
6
|
+
|
7
|
+
module Linalg
|
8
|
+
class Math
|
9
|
+
extend ::Math
|
10
|
+
|
11
|
+
def self.min(a, b)
|
12
|
+
a < b ? a : b
|
13
|
+
end
|
14
|
+
|
15
|
+
def self.max(a, b)
|
16
|
+
a > b ? a : b
|
17
|
+
end
|
18
|
+
|
19
|
+
def self.log2(x)
|
20
|
+
::Math.log(x)/::Math.log(2.0)
|
21
|
+
end
|
22
|
+
end
|
23
|
+
end
|
data/lib/linalg/xdata.rb
ADDED
@@ -0,0 +1,123 @@
|
|
1
|
+
#
|
2
|
+
# Copyright (c) 2004-2008 by James M. Lawrence
|
3
|
+
#
|
4
|
+
# See LICENSE
|
5
|
+
#
|
6
|
+
|
7
|
+
require 'linalg'
|
8
|
+
|
9
|
+
module Linalg
|
10
|
+
module XData
|
11
|
+
|
12
|
+
class NullClass
|
13
|
+
def to_doublecomplex_ptr
|
14
|
+
0
|
15
|
+
end
|
16
|
+
|
17
|
+
def to_complex_ptr
|
18
|
+
0
|
19
|
+
end
|
20
|
+
|
21
|
+
def to_doublereal_ptr
|
22
|
+
0
|
23
|
+
end
|
24
|
+
|
25
|
+
def to_real_ptr
|
26
|
+
0
|
27
|
+
end
|
28
|
+
|
29
|
+
def to_integer_ptr
|
30
|
+
0
|
31
|
+
end
|
32
|
+
|
33
|
+
def to_logical_ptr
|
34
|
+
0
|
35
|
+
end
|
36
|
+
|
37
|
+
def to_char_ptr
|
38
|
+
0
|
39
|
+
end
|
40
|
+
|
41
|
+
def to_L_fp
|
42
|
+
0
|
43
|
+
end
|
44
|
+
end
|
45
|
+
|
46
|
+
NULL = NullClass.new
|
47
|
+
|
48
|
+
class DReal < DData
|
49
|
+
def initialize(value = 0.0)
|
50
|
+
super(1)
|
51
|
+
self[0] = value
|
52
|
+
end
|
53
|
+
|
54
|
+
def value
|
55
|
+
self[0]
|
56
|
+
end
|
57
|
+
|
58
|
+
def value=(a)
|
59
|
+
self[0] = a
|
60
|
+
end
|
61
|
+
end
|
62
|
+
|
63
|
+
class SReal < SData
|
64
|
+
def initialize(value = 0.0)
|
65
|
+
super(1)
|
66
|
+
self[0] = value
|
67
|
+
end
|
68
|
+
|
69
|
+
def value
|
70
|
+
self[0]
|
71
|
+
end
|
72
|
+
|
73
|
+
def value=(a)
|
74
|
+
self[0] = a
|
75
|
+
end
|
76
|
+
end
|
77
|
+
|
78
|
+
class XInteger < IData
|
79
|
+
def initialize(value = 0)
|
80
|
+
super(1)
|
81
|
+
self[0] = value
|
82
|
+
end
|
83
|
+
|
84
|
+
def value
|
85
|
+
self[0]
|
86
|
+
end
|
87
|
+
|
88
|
+
def value=(a)
|
89
|
+
self[0] = a
|
90
|
+
end
|
91
|
+
end
|
92
|
+
|
93
|
+
class Logical < LData
|
94
|
+
def initialize(value = 0)
|
95
|
+
super(1)
|
96
|
+
self[0] = value
|
97
|
+
end
|
98
|
+
|
99
|
+
def value
|
100
|
+
self[0]
|
101
|
+
end
|
102
|
+
|
103
|
+
def value=(a)
|
104
|
+
self[0] = a
|
105
|
+
end
|
106
|
+
end
|
107
|
+
|
108
|
+
class Char < CharData
|
109
|
+
def initialize(value = "\0")
|
110
|
+
super(1)
|
111
|
+
self[0] = value
|
112
|
+
end
|
113
|
+
|
114
|
+
def value
|
115
|
+
self[0]
|
116
|
+
end
|
117
|
+
|
118
|
+
def value=(a)
|
119
|
+
self[0] = a
|
120
|
+
end
|
121
|
+
end
|
122
|
+
end
|
123
|
+
end
|
metadata
ADDED
@@ -0,0 +1,94 @@
|
|
1
|
+
--- !ruby/object:Gem::Specification
|
2
|
+
name: linalg
|
3
|
+
version: !ruby/object:Gem::Version
|
4
|
+
version: 1.0.2
|
5
|
+
platform: ruby
|
6
|
+
authors:
|
7
|
+
- James M. Lawrence
|
8
|
+
autorequire:
|
9
|
+
bindir: bin
|
10
|
+
cert_chain: []
|
11
|
+
date: 2014-01-04 00:00:00.000000000 Z
|
12
|
+
dependencies: []
|
13
|
+
description: A Fortran-based linear algebra package
|
14
|
+
email:
|
15
|
+
- quixoticsycophant@gmail.com
|
16
|
+
executables: []
|
17
|
+
extensions:
|
18
|
+
- ext/lapack/extconf.rb
|
19
|
+
- ext/linalg/extconf.rb
|
20
|
+
extra_rdoc_files: []
|
21
|
+
files:
|
22
|
+
- LICENSE
|
23
|
+
- ext/g2c_typedefs.h
|
24
|
+
- ext/lapack/extconf.rb
|
25
|
+
- ext/lapack/include/BLAS.h
|
26
|
+
- ext/lapack/include/LAPACK.h
|
27
|
+
- ext/lapack/main.c
|
28
|
+
- ext/lapack/rb_lapack.h
|
29
|
+
- ext/lapack/rb_lapack_c.c
|
30
|
+
- ext/lapack/rb_lapack_d.c
|
31
|
+
- ext/lapack/rb_lapack_s.c
|
32
|
+
- ext/lapack/rb_lapack_x.c
|
33
|
+
- ext/lapack/rb_lapack_z.c
|
34
|
+
- ext/linalg/dcomplex.c
|
35
|
+
- ext/linalg/dcomplex.h
|
36
|
+
- ext/linalg/ddata.c
|
37
|
+
- ext/linalg/extconf.rb
|
38
|
+
- ext/linalg/linalg.c
|
39
|
+
- ext/linalg/linalg.h
|
40
|
+
- ext/linalg/xdata.c
|
41
|
+
- ext/linalg/xdata.h
|
42
|
+
- ext/linalg/xmatrix.c.tmpl
|
43
|
+
- ext/linalg/xmatrix.h.tmpl
|
44
|
+
- ext/linalg/xmatrixc.c.tmpl
|
45
|
+
- ext/linalg/xmatrixr.c.tmpl
|
46
|
+
- lib/lapack.rb
|
47
|
+
- lib/linalg.rb
|
48
|
+
- lib/linalg/dcomplex.rb
|
49
|
+
- lib/linalg/dmatrix.rb
|
50
|
+
- lib/linalg/dmatrix/alias.rb
|
51
|
+
- lib/linalg/dmatrix/cholesky.rb
|
52
|
+
- lib/linalg/dmatrix/cond.rb
|
53
|
+
- lib/linalg/dmatrix/det.rb
|
54
|
+
- lib/linalg/dmatrix/eigen.rb
|
55
|
+
- lib/linalg/dmatrix/fit.rb
|
56
|
+
- lib/linalg/dmatrix/inverse.rb
|
57
|
+
- lib/linalg/dmatrix/lu.rb
|
58
|
+
- lib/linalg/dmatrix/main.rb
|
59
|
+
- lib/linalg/dmatrix/norms.rb
|
60
|
+
- lib/linalg/dmatrix/nullspace.rb
|
61
|
+
- lib/linalg/dmatrix/qr.rb
|
62
|
+
- lib/linalg/dmatrix/schur.rb
|
63
|
+
- lib/linalg/dmatrix/solve.rb
|
64
|
+
- lib/linalg/dmatrix/svd.rb
|
65
|
+
- lib/linalg/exception.rb
|
66
|
+
- lib/linalg/iterators.rb
|
67
|
+
- lib/linalg/math.rb
|
68
|
+
- lib/linalg/scomplex.rb
|
69
|
+
- lib/linalg/version.rb
|
70
|
+
- lib/linalg/xdata.rb
|
71
|
+
homepage: http://github.com/quix/linalg
|
72
|
+
licenses: []
|
73
|
+
metadata: {}
|
74
|
+
post_install_message:
|
75
|
+
rdoc_options: []
|
76
|
+
require_paths:
|
77
|
+
- lib
|
78
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
79
|
+
requirements:
|
80
|
+
- - ">="
|
81
|
+
- !ruby/object:Gem::Version
|
82
|
+
version: '0'
|
83
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
84
|
+
requirements:
|
85
|
+
- - ">="
|
86
|
+
- !ruby/object:Gem::Version
|
87
|
+
version: 1.3.6
|
88
|
+
requirements: []
|
89
|
+
rubyforge_project: linalg
|
90
|
+
rubygems_version: 2.2.0
|
91
|
+
signing_key:
|
92
|
+
specification_version: 4
|
93
|
+
summary: Ruby Linear Algebra Library
|
94
|
+
test_files: []
|