matrix 0.1.0 → 0.3.0

data/lib/matrix/lup_decomposition.rb

@@ -0,0 +1,219 @@
+# frozen_string_literal: false
+class Matrix
+  # Adapted from JAMA: http://math.nist.gov/javanumerics/jama/
+
+  #
+  # For an m-by-n matrix A with m >= n, the LU decomposition is an m-by-n
+  # unit lower triangular matrix L, an n-by-n upper triangular matrix U,
+  # and a m-by-m permutation matrix P so that L*U = P*A.
+  # If m < n, then L is m-by-m and U is m-by-n.
+  #
+  # The LUP decomposition with pivoting always exists, even if the matrix is
+  # singular, so the constructor will never fail.  The primary use of the
+  # LU decomposition is in the solution of square systems of simultaneous
+  # linear equations.  This will fail if singular? returns true.
+  #
+
+  class LUPDecomposition
+    # Returns the lower triangular factor +L+
+
+    include Matrix::ConversionHelper
+
+    def l
+      Matrix.build(@row_count, [@column_count, @row_count].min) do |i, j|
+        if (i > j)
+          @lu[i][j]
+        elsif (i == j)
+          1
+        else
+          0
+        end
+      end
+    end
+
+    # Returns the upper triangular factor +U+
+
+    def u
+      Matrix.build([@column_count, @row_count].min, @column_count) do |i, j|
+        if (i <= j)
+          @lu[i][j]
+        else
+          0
+        end
+      end
+    end
+
+    # Returns the permutation matrix +P+
+
+    def p
+      rows = Array.new(@row_count){Array.new(@row_count, 0)}
+      @pivots.each_with_index{|p, i| rows[i][p] = 1}
+      Matrix.send :new, rows, @row_count
+    end
+
+    # Returns +L+, +U+, +P+ in an array
+
+    def to_ary
+      [l, u, p]
+    end
+    alias_method :to_a, :to_ary
+
+    # Returns the pivoting indices
+
+    attr_reader :pivots
+
+    # Returns +true+ if +U+, and hence +A+, is singular.
+
+    def singular?
+      @column_count.times do |j|
+        if (@lu[j][j] == 0)
+          return true
+        end
+      end
+      false
+    end
+
+    # Returns the determinant of +A+, calculated efficiently
+    # from the factorization.
+
+    def det
+      if (@row_count != @column_count)
+        raise Matrix::ErrDimensionMismatch
+      end
+      d = @pivot_sign
+      @column_count.times do |j|
+        d *= @lu[j][j]
+      end
+      d
+    end
+    alias_method :determinant, :det
+
+    # Returns +m+ so that <tt>A*m = b</tt>,
+    # or equivalently so that <tt>L*U*m = P*b</tt>
+    # +b+ can be a Matrix or a Vector
+
+    def solve b
+      if (singular?)
+        raise Matrix::ErrNotRegular, "Matrix is singular."
+      end
+      if b.is_a? Matrix
+        if (b.row_count != @row_count)
+          raise Matrix::ErrDimensionMismatch
+        end
+
+        # Copy right hand side with pivoting
+        nx = b.column_count
+        m = @pivots.map{|row| b.row(row).to_a}
+
+        # Solve L*Y = P*b
+        @column_count.times do |k|
+          (k+1).upto(@column_count-1) do |i|
+            nx.times do |j|
+              m[i][j] -= m[k][j]*@lu[i][k]
+            end
+          end
+        end
+        # Solve U*m = Y
+        (@column_count-1).downto(0) do |k|
+          nx.times do |j|
+            m[k][j] = m[k][j].quo(@lu[k][k])
+          end
+          k.times do |i|
+            nx.times do |j|
+              m[i][j] -= m[k][j]*@lu[i][k]
+            end
+          end
+        end
+        Matrix.send :new, m, nx
+      else # same algorithm, specialized for simpler case of a vector
+        b = convert_to_array(b)
+        if (b.size != @row_count)
+          raise Matrix::ErrDimensionMismatch
+        end
+
+        # Copy right hand side with pivoting
+        m = b.values_at(*@pivots)
+
+        # Solve L*Y = P*b
+        @column_count.times do |k|
+          (k+1).upto(@column_count-1) do |i|
+            m[i] -= m[k]*@lu[i][k]
+          end
+        end
+        # Solve U*m = Y
+        (@column_count-1).downto(0) do |k|
+          m[k] = m[k].quo(@lu[k][k])
+          k.times do |i|
+            m[i] -= m[k]*@lu[i][k]
+          end
+        end
+        Vector.elements(m, false)
+      end
+    end
+
+    def initialize a
+      raise TypeError, "Expected Matrix but got #{a.class}" unless a.is_a?(Matrix)
+      # Use a "left-looking", dot-product, Crout/Doolittle algorithm.
+      @lu = a.to_a
+      @row_count = a.row_count
+      @column_count = a.column_count
+      @pivots = Array.new(@row_count)
+      @row_count.times do |i|
+         @pivots[i] = i
+      end
+      @pivot_sign = 1
+      lu_col_j = Array.new(@row_count)
+
+      # Outer loop.
+
+      @column_count.times do |j|
+
+        # Make a copy of the j-th column to localize references.
+
+        @row_count.times do |i|
+          lu_col_j[i] = @lu[i][j]
+        end
+
+        # Apply previous transformations.
+
+        @row_count.times do |i|
+          lu_row_i = @lu[i]
+
+          # Most of the time is spent in the following dot product.
+
+          kmax = [i, j].min
+          s = 0
+          kmax.times do |k|
+            s += lu_row_i[k]*lu_col_j[k]
+          end
+
+          lu_row_i[j] = lu_col_j[i] -= s
+        end
+
+        # Find pivot and exchange if necessary.
+
+        p = j
+        (j+1).upto(@row_count-1) do |i|
+          if (lu_col_j[i].abs > lu_col_j[p].abs)
+            p = i
+          end
+        end
+        if (p != j)
+          @column_count.times do |k|
+            t = @lu[p][k]; @lu[p][k] = @lu[j][k]; @lu[j][k] = t
+          end
+          k = @pivots[p]; @pivots[p] = @pivots[j]; @pivots[j] = k
+          @pivot_sign = -@pivot_sign
+        end
+
+        # Compute multipliers.
+
+        if (j < @row_count && @lu[j][j] != 0)
+          (j+1).upto(@row_count-1) do |i|
+            @lu[i][j] = @lu[i][j].quo(@lu[j][j])
+          end
+        end
+      end
+    end
+  end
+end

data/lib/matrix/version.rb

@@ -0,0 +1,5 @@
+# frozen_string_literal: true
+
+class Matrix
+  VERSION = "0.3.0"
+end

data/matrix.gemspec

@@ -1,8 +1,15 @@
 # frozen_string_literal: true
 
+begin
+  require_relative "lib/matrix/version"
+rescue LoadError
+  # for Ruby core repository
+  require_relative "version"
+end
+
 Gem::Specification.new do |spec|
   spec.name          = "matrix"
-  spec.version       = "0.1.0"
+  spec.version       = Matrix::VERSION
   spec.authors       = ["Marc-Andre Lafortune"]
   spec.email         = ["ruby-core@marc-andre.ca"]
 
@@ -10,8 +17,9 @@ Gem::Specification.new do |spec|
   spec.description   = %q{An implementation of Matrix and Vector classes.}
   spec.homepage      = "https://github.com/ruby/matrix"
   spec.license       = "BSD-2-Clause"
+  spec.required_ruby_version = ">= 2.5.0"
 
-  spec.files         = [".gitignore", ".travis.yml", "Gemfile", "LICENSE.txt", "README.md", "Rakefile", "bin/console", "bin/setup", "lib/matrix.rb", "matrix.gemspec"]
+  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"]
   spec.bindir        = "exe"
   spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
   spec.require_paths = ["lib"]

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: matrix
 version: !ruby/object:Gem::Version
-  version: 0.1.0
+  version: 0.3.0
 platform: ruby
 authors:
 - Marc-Andre Lafortune
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2018-12-04 00:00:00.000000000 Z
+date: 2020-05-01 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -46,7 +46,6 @@ extensions: []
 extra_rdoc_files: []
 files:
 - ".gitignore"
-- ".travis.yml"
 - Gemfile
 - LICENSE.txt
 - README.md
@@ -54,6 +53,9 @@ files:
 - bin/console
 - bin/setup
 - lib/matrix.rb
+- lib/matrix/eigenvalue_decomposition.rb
+- lib/matrix/lup_decomposition.rb
+- lib/matrix/version.rb
 - matrix.gemspec
 homepage: https://github.com/ruby/matrix
 licenses:
@@ -67,15 +69,14 @@ required_ruby_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
-      version: '0'
+      version: 2.5.0
 required_rubygems_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubyforge_project: 
-rubygems_version: 2.7.6
+rubygems_version: 3.1.2
 signing_key: 
 specification_version: 4
 summary: An implementation of Matrix and Vector classes.

data/.travis.yml

@@ -1,4 +0,0 @@
-sudo: false
-language: ruby
-rvm:
-  - ruby-head