matrix 0.1.0 → 0.3.0
Sign up to get free protection for your applications and to get access to all the features.
- checksums.yaml +4 -4
- data/README.md +11 -7
- data/lib/matrix.rb +222 -159
- data/lib/matrix/eigenvalue_decomposition.rb +882 -0
- data/lib/matrix/lup_decomposition.rb +219 -0
- data/lib/matrix/version.rb +5 -0
- data/matrix.gemspec +10 -2
- metadata +7 -6
- data/.travis.yml +0 -4
@@ -0,0 +1,219 @@
|
|
1
|
+
# frozen_string_literal: false
|
2
|
+
class Matrix
|
3
|
+
# Adapted from JAMA: http://math.nist.gov/javanumerics/jama/
|
4
|
+
|
5
|
+
#
|
6
|
+
# For an m-by-n matrix A with m >= n, the LU decomposition is an m-by-n
|
7
|
+
# unit lower triangular matrix L, an n-by-n upper triangular matrix U,
|
8
|
+
# and a m-by-m permutation matrix P so that L*U = P*A.
|
9
|
+
# If m < n, then L is m-by-m and U is m-by-n.
|
10
|
+
#
|
11
|
+
# The LUP decomposition with pivoting always exists, even if the matrix is
|
12
|
+
# singular, so the constructor will never fail. The primary use of the
|
13
|
+
# LU decomposition is in the solution of square systems of simultaneous
|
14
|
+
# linear equations. This will fail if singular? returns true.
|
15
|
+
#
|
16
|
+
|
17
|
+
class LUPDecomposition
|
18
|
+
# Returns the lower triangular factor +L+
|
19
|
+
|
20
|
+
include Matrix::ConversionHelper
|
21
|
+
|
22
|
+
def l
|
23
|
+
Matrix.build(@row_count, [@column_count, @row_count].min) do |i, j|
|
24
|
+
if (i > j)
|
25
|
+
@lu[i][j]
|
26
|
+
elsif (i == j)
|
27
|
+
1
|
28
|
+
else
|
29
|
+
0
|
30
|
+
end
|
31
|
+
end
|
32
|
+
end
|
33
|
+
|
34
|
+
# Returns the upper triangular factor +U+
|
35
|
+
|
36
|
+
def u
|
37
|
+
Matrix.build([@column_count, @row_count].min, @column_count) do |i, j|
|
38
|
+
if (i <= j)
|
39
|
+
@lu[i][j]
|
40
|
+
else
|
41
|
+
0
|
42
|
+
end
|
43
|
+
end
|
44
|
+
end
|
45
|
+
|
46
|
+
# Returns the permutation matrix +P+
|
47
|
+
|
48
|
+
def p
|
49
|
+
rows = Array.new(@row_count){Array.new(@row_count, 0)}
|
50
|
+
@pivots.each_with_index{|p, i| rows[i][p] = 1}
|
51
|
+
Matrix.send :new, rows, @row_count
|
52
|
+
end
|
53
|
+
|
54
|
+
# Returns +L+, +U+, +P+ in an array
|
55
|
+
|
56
|
+
def to_ary
|
57
|
+
[l, u, p]
|
58
|
+
end
|
59
|
+
alias_method :to_a, :to_ary
|
60
|
+
|
61
|
+
# Returns the pivoting indices
|
62
|
+
|
63
|
+
attr_reader :pivots
|
64
|
+
|
65
|
+
# Returns +true+ if +U+, and hence +A+, is singular.
|
66
|
+
|
67
|
+
def singular?
|
68
|
+
@column_count.times do |j|
|
69
|
+
if (@lu[j][j] == 0)
|
70
|
+
return true
|
71
|
+
end
|
72
|
+
end
|
73
|
+
false
|
74
|
+
end
|
75
|
+
|
76
|
+
# Returns the determinant of +A+, calculated efficiently
|
77
|
+
# from the factorization.
|
78
|
+
|
79
|
+
def det
|
80
|
+
if (@row_count != @column_count)
|
81
|
+
raise Matrix::ErrDimensionMismatch
|
82
|
+
end
|
83
|
+
d = @pivot_sign
|
84
|
+
@column_count.times do |j|
|
85
|
+
d *= @lu[j][j]
|
86
|
+
end
|
87
|
+
d
|
88
|
+
end
|
89
|
+
alias_method :determinant, :det
|
90
|
+
|
91
|
+
# Returns +m+ so that <tt>A*m = b</tt>,
|
92
|
+
# or equivalently so that <tt>L*U*m = P*b</tt>
|
93
|
+
# +b+ can be a Matrix or a Vector
|
94
|
+
|
95
|
+
def solve b
|
96
|
+
if (singular?)
|
97
|
+
raise Matrix::ErrNotRegular, "Matrix is singular."
|
98
|
+
end
|
99
|
+
if b.is_a? Matrix
|
100
|
+
if (b.row_count != @row_count)
|
101
|
+
raise Matrix::ErrDimensionMismatch
|
102
|
+
end
|
103
|
+
|
104
|
+
# Copy right hand side with pivoting
|
105
|
+
nx = b.column_count
|
106
|
+
m = @pivots.map{|row| b.row(row).to_a}
|
107
|
+
|
108
|
+
# Solve L*Y = P*b
|
109
|
+
@column_count.times do |k|
|
110
|
+
(k+1).upto(@column_count-1) do |i|
|
111
|
+
nx.times do |j|
|
112
|
+
m[i][j] -= m[k][j]*@lu[i][k]
|
113
|
+
end
|
114
|
+
end
|
115
|
+
end
|
116
|
+
# Solve U*m = Y
|
117
|
+
(@column_count-1).downto(0) do |k|
|
118
|
+
nx.times do |j|
|
119
|
+
m[k][j] = m[k][j].quo(@lu[k][k])
|
120
|
+
end
|
121
|
+
k.times do |i|
|
122
|
+
nx.times do |j|
|
123
|
+
m[i][j] -= m[k][j]*@lu[i][k]
|
124
|
+
end
|
125
|
+
end
|
126
|
+
end
|
127
|
+
Matrix.send :new, m, nx
|
128
|
+
else # same algorithm, specialized for simpler case of a vector
|
129
|
+
b = convert_to_array(b)
|
130
|
+
if (b.size != @row_count)
|
131
|
+
raise Matrix::ErrDimensionMismatch
|
132
|
+
end
|
133
|
+
|
134
|
+
# Copy right hand side with pivoting
|
135
|
+
m = b.values_at(*@pivots)
|
136
|
+
|
137
|
+
# Solve L*Y = P*b
|
138
|
+
@column_count.times do |k|
|
139
|
+
(k+1).upto(@column_count-1) do |i|
|
140
|
+
m[i] -= m[k]*@lu[i][k]
|
141
|
+
end
|
142
|
+
end
|
143
|
+
# Solve U*m = Y
|
144
|
+
(@column_count-1).downto(0) do |k|
|
145
|
+
m[k] = m[k].quo(@lu[k][k])
|
146
|
+
k.times do |i|
|
147
|
+
m[i] -= m[k]*@lu[i][k]
|
148
|
+
end
|
149
|
+
end
|
150
|
+
Vector.elements(m, false)
|
151
|
+
end
|
152
|
+
end
|
153
|
+
|
154
|
+
def initialize a
|
155
|
+
raise TypeError, "Expected Matrix but got #{a.class}" unless a.is_a?(Matrix)
|
156
|
+
# Use a "left-looking", dot-product, Crout/Doolittle algorithm.
|
157
|
+
@lu = a.to_a
|
158
|
+
@row_count = a.row_count
|
159
|
+
@column_count = a.column_count
|
160
|
+
@pivots = Array.new(@row_count)
|
161
|
+
@row_count.times do |i|
|
162
|
+
@pivots[i] = i
|
163
|
+
end
|
164
|
+
@pivot_sign = 1
|
165
|
+
lu_col_j = Array.new(@row_count)
|
166
|
+
|
167
|
+
# Outer loop.
|
168
|
+
|
169
|
+
@column_count.times do |j|
|
170
|
+
|
171
|
+
# Make a copy of the j-th column to localize references.
|
172
|
+
|
173
|
+
@row_count.times do |i|
|
174
|
+
lu_col_j[i] = @lu[i][j]
|
175
|
+
end
|
176
|
+
|
177
|
+
# Apply previous transformations.
|
178
|
+
|
179
|
+
@row_count.times do |i|
|
180
|
+
lu_row_i = @lu[i]
|
181
|
+
|
182
|
+
# Most of the time is spent in the following dot product.
|
183
|
+
|
184
|
+
kmax = [i, j].min
|
185
|
+
s = 0
|
186
|
+
kmax.times do |k|
|
187
|
+
s += lu_row_i[k]*lu_col_j[k]
|
188
|
+
end
|
189
|
+
|
190
|
+
lu_row_i[j] = lu_col_j[i] -= s
|
191
|
+
end
|
192
|
+
|
193
|
+
# Find pivot and exchange if necessary.
|
194
|
+
|
195
|
+
p = j
|
196
|
+
(j+1).upto(@row_count-1) do |i|
|
197
|
+
if (lu_col_j[i].abs > lu_col_j[p].abs)
|
198
|
+
p = i
|
199
|
+
end
|
200
|
+
end
|
201
|
+
if (p != j)
|
202
|
+
@column_count.times do |k|
|
203
|
+
t = @lu[p][k]; @lu[p][k] = @lu[j][k]; @lu[j][k] = t
|
204
|
+
end
|
205
|
+
k = @pivots[p]; @pivots[p] = @pivots[j]; @pivots[j] = k
|
206
|
+
@pivot_sign = -@pivot_sign
|
207
|
+
end
|
208
|
+
|
209
|
+
# Compute multipliers.
|
210
|
+
|
211
|
+
if (j < @row_count && @lu[j][j] != 0)
|
212
|
+
(j+1).upto(@row_count-1) do |i|
|
213
|
+
@lu[i][j] = @lu[i][j].quo(@lu[j][j])
|
214
|
+
end
|
215
|
+
end
|
216
|
+
end
|
217
|
+
end
|
218
|
+
end
|
219
|
+
end
|
data/matrix.gemspec
CHANGED
@@ -1,8 +1,15 @@
|
|
1
1
|
# frozen_string_literal: true
|
2
2
|
|
3
|
+
begin
|
4
|
+
require_relative "lib/matrix/version"
|
5
|
+
rescue LoadError
|
6
|
+
# for Ruby core repository
|
7
|
+
require_relative "version"
|
8
|
+
end
|
9
|
+
|
3
10
|
Gem::Specification.new do |spec|
|
4
11
|
spec.name = "matrix"
|
5
|
-
spec.version =
|
12
|
+
spec.version = Matrix::VERSION
|
6
13
|
spec.authors = ["Marc-Andre Lafortune"]
|
7
14
|
spec.email = ["ruby-core@marc-andre.ca"]
|
8
15
|
|
@@ -10,8 +17,9 @@ Gem::Specification.new do |spec|
|
|
10
17
|
spec.description = %q{An implementation of Matrix and Vector classes.}
|
11
18
|
spec.homepage = "https://github.com/ruby/matrix"
|
12
19
|
spec.license = "BSD-2-Clause"
|
20
|
+
spec.required_ruby_version = ">= 2.5.0"
|
13
21
|
|
14
|
-
spec.files = [".gitignore", "
|
22
|
+
spec.files = [".gitignore", "Gemfile", "LICENSE.txt", "README.md", "Rakefile", "bin/console", "bin/setup", "lib/matrix.rb", "lib/matrix/eigenvalue_decomposition.rb", "lib/matrix/lup_decomposition.rb", "lib/matrix/version.rb", "matrix.gemspec"]
|
15
23
|
spec.bindir = "exe"
|
16
24
|
spec.executables = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
|
17
25
|
spec.require_paths = ["lib"]
|
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: matrix
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.
|
4
|
+
version: 0.3.0
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- Marc-Andre Lafortune
|
8
8
|
autorequire:
|
9
9
|
bindir: exe
|
10
10
|
cert_chain: []
|
11
|
-
date:
|
11
|
+
date: 2020-05-01 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: bundler
|
@@ -46,7 +46,6 @@ extensions: []
|
|
46
46
|
extra_rdoc_files: []
|
47
47
|
files:
|
48
48
|
- ".gitignore"
|
49
|
-
- ".travis.yml"
|
50
49
|
- Gemfile
|
51
50
|
- LICENSE.txt
|
52
51
|
- README.md
|
@@ -54,6 +53,9 @@ files:
|
|
54
53
|
- bin/console
|
55
54
|
- bin/setup
|
56
55
|
- lib/matrix.rb
|
56
|
+
- lib/matrix/eigenvalue_decomposition.rb
|
57
|
+
- lib/matrix/lup_decomposition.rb
|
58
|
+
- lib/matrix/version.rb
|
57
59
|
- matrix.gemspec
|
58
60
|
homepage: https://github.com/ruby/matrix
|
59
61
|
licenses:
|
@@ -67,15 +69,14 @@ required_ruby_version: !ruby/object:Gem::Requirement
|
|
67
69
|
requirements:
|
68
70
|
- - ">="
|
69
71
|
- !ruby/object:Gem::Version
|
70
|
-
version:
|
72
|
+
version: 2.5.0
|
71
73
|
required_rubygems_version: !ruby/object:Gem::Requirement
|
72
74
|
requirements:
|
73
75
|
- - ">="
|
74
76
|
- !ruby/object:Gem::Version
|
75
77
|
version: '0'
|
76
78
|
requirements: []
|
77
|
-
|
78
|
-
rubygems_version: 2.7.6
|
79
|
+
rubygems_version: 3.1.2
|
79
80
|
signing_key:
|
80
81
|
specification_version: 4
|
81
82
|
summary: An implementation of Matrix and Vector classes.
|
data/.travis.yml
DELETED