mdarray 0.5.3-java → 0.5.4-java

data/lib/colt/matrix/matrix2D_floating_algebra.rb

@@ -0,0 +1,325 @@
+# -*- coding: utf-8 -*-
+
+##########################################################################################
+# Copyright © 2013 Rodrigo Botafogo. All Rights Reserved. Permission to use, copy, modify, 
+# and distribute this software and its documentation for educational, research, and 
+# not-for-profit purposes, without fee and without a signed licensing agreement, is hereby 
+# granted, provided that the above copyright notice, this paragraph and the following two 
+# paragraphs appear in all copies, modifications, and distributions. Contact Rodrigo
+# Botafogo - rodrigo.a.botafogo@gmail.com for commercial licensing opportunities.
+#
+# IN NO EVENT SHALL RODRIGO BOTAFOGO BE LIABLE TO ANY PARTY FOR DIRECT, INDIRECT, SPECIAL, 
+# INCIDENTAL, OR CONSEQUENTIAL DAMAGES, INCLUDING LOST PROFITS, ARISING OUT OF THE USE OF 
+# THIS SOFTWARE AND ITS DOCUMENTATION, EVEN IF RODRIGO BOTAFOGO HAS BEEN ADVISED OF THE 
+# POSSIBILITY OF SUCH DAMAGE.
+#
+# RODRIGO BOTAFOGO SPECIFICALLY DISCLAIMS ANY WARRANTIES, INCLUDING, BUT NOT LIMITED TO, 
+# THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. THE 
+# SOFTWARE AND ACCOMPANYING DOCUMENTATION, IF ANY, PROVIDED HEREUNDER IS PROVIDED "AS IS". 
+# RODRIGO BOTAFOGO HAS NO OBLIGATION TO PROVIDE MAINTENANCE, SUPPORT, UPDATES, ENHANCEMENTS, 
+# OR MODIFICATIONS.
+##########################################################################################
+
+# require 'jruby/core_ext'
+
+require 'java'
+
+##########################################################################################
+#
+##########################################################################################
+
+module Matrix2DFloatingAlgebra
+  include_package "cern.colt.matrix.tdouble.algo"
+  include_package "cern.colt.matrix.tfloat.algo"
+
+  #------------------------------------------------------------------------------------
+  # Solves the upper triangular system U*x=b;
+  #------------------------------------------------------------------------------------
+
+  def backward_solve(matrix1D)
+    result = @algebra.backwardSolve(@colt_matrix, matrix1D.colt_matrix)
+    MDMatrix.from_colt_matrix(result)
+  end
+
+  #------------------------------------------------------------------------------------
+  # Constructs and returns the cholesky-decomposition of the given matrix. For a 
+  # symmetric, positive definite matrix A, the Cholesky decomposition is a lower 
+  # triangular matrix L so that A = L*L'; If the matrix is not symmetric positive 
+  # definite, the IllegalArgumentException is thrown.
+  #------------------------------------------------------------------------------------
+
+  def chol
+    result = @algebra.chol(@colt_matrix).getL()
+    MDMatrix.from_colt_matrix(result)
+  end
+
+  #------------------------------------------------------------------------------------
+  # Returns the condition of matrix A, which is the ratio of largest to smallest 
+  # singular value.
+  #------------------------------------------------------------------------------------
+
+  def cond
+    @algebra.cond(@colt_matrix)
+  end
+
+  #------------------------------------------------------------------------------------
+  # Returns the determinant of matrix A.
+  #------------------------------------------------------------------------------------
+
+  def det
+    @algebra.det(@colt_matrix)
+  end
+
+  #------------------------------------------------------------------------------------
+  #
+  #------------------------------------------------------------------------------------
+
+  def eig
+    eig = @algebra.eig(@colt_matrix)
+    [MDMatrix.from_colt_matrix(eig.getD), 
+     MDMatrix.from_colt_matrix(eig.getImagEigenvalues),
+     MDMatrix.from_colt_matrix(eig.getRealEigenvalues),
+     MDMatrix.from_colt_matrix(eig.getV)]
+  end
+
+  #------------------------------------------------------------------------------------
+  # Solves the lower triangular system L*x=b;
+  #------------------------------------------------------------------------------------
+
+  def forward_solve(matrix1D)
+    result = @algebra.forwardSolve(@colt_matrix, matrix1D.colt_matrix)
+    MDMatrix.from_colt_matrix(result)
+  end
+
+  #------------------------------------------------------------------------------------
+  # Returns the inverse or pseudo-inverse of matrix A.
+  #------------------------------------------------------------------------------------
+
+  def inverse
+    result = @algebra.inverse(@colt_matrix)
+    MDMatrix.from_colt_matrix(result)
+  end
+
+  #------------------------------------------------------------------------------------
+  # Computes the Kronecker product of two real matrices.
+  #------------------------------------------------------------------------------------
+
+  def kron(matrix)
+
+    if (matrix.rank != 2)
+      raise "Rank should be 2"
+    end
+    result = @algebra.kron(@colt_matrix, matrix.colt_matrix)
+    MDMatrix.from_colt_matrix(result)
+
+  end
+
+  #------------------------------------------------------------------------------------
+  # Constructs and returns the LU-decomposition of the given matrix.
+  #------------------------------------------------------------------------------------
+
+  def lu
+    result = @algebra.lu(@colt_matrix)
+    [result.isNonsingular(), result.det(), result.getPivot.to_a(),
+     MDMatrix.from_colt_matrix(result.getL()),
+     MDMatrix.from_colt_matrix(result.getU())]
+  end
+
+  #------------------------------------------------------------------------------------
+  # Multiplies this matrix by another matrix
+  #------------------------------------------------------------------------------------
+
+  def mult(matrix)
+
+    if (matrix.rank > 2)
+      raise "Rank should be 1 or 2"
+    end
+
+    result = @colt_matrix.like
+    @colt_matrix.zMult(matrix.colt_matrix, result)
+    MDMatrix.from_colt_matrix(result)
+
+  end
+
+  alias :* :mult
+
+  #------------------------------------------------------------------------------------
+  # Returns the one-norm of vector x, which is Sum(abs(x[i])).
+  #------------------------------------------------------------------------------------
+
+  def norm1
+    @algebra.norm1(@colt_matrix)
+  end
+
+  #------------------------------------------------------------------------------------
+  # Returns the two-norm of matrix A, which is the maximum singular value; obtained 
+  # from SVD.
+  #------------------------------------------------------------------------------------
+
+  def norm2
+    @algebra.norm2(@colt_matrix)
+  end
+
+  #------------------------------------------------------------------------------------
+  # Returns the Frobenius norm of matrix A, which is Sqrt(Sum(A[i,j]^2))
+  #------------------------------------------------------------------------------------
+
+  def normF
+    @algebra.normF(@colt_matrix)
+  end
+
+  #------------------------------------------------------------------------------------
+  # Returns the infinity norm of matrix A, which is the maximum absolute row sum.
+  #------------------------------------------------------------------------------------
+
+  def norm_infinity
+    @algebra.normInfinity(@colt_matrix)
+  end
+
+  #------------------------------------------------------------------------------------
+  # Linear algebraic matrix power; B = A^k <==> B = A*A*...
+  #------------------------------------------------------------------------------------
+
+  def power(val)
+    result = @algebra.pow(@colt_matrix, val)
+    MDMatrix.from_colt_matrix(result)
+  end
+
+  alias :** :power
+
+  #------------------------------------------------------------------------------------
+  # Returns the effective numerical rank of matrix A, obtained from Singular Value 
+  # Decomposition.
+  #------------------------------------------------------------------------------------
+
+  def numerical_rank
+    @algebra.rank(@colt_matrix)
+  end
+
+  #------------------------------------------------------------------------------------
+  # Solves A*X = B
+  #------------------------------------------------------------------------------------
+  
+  def solve(matrix)
+    result = @algebra.solve(@colt_matrix, matrix.colt_matrix)
+    MDMatris.from_colt_matrix(resul)
+  end
+
+  #------------------------------------------------------------------------------------
+  # Solves X*A = B, which is also A'*X' = B'.
+  #------------------------------------------------------------------------------------
+
+  def solve_transpose(matrix)
+    result = @algebra.solveTranspose(@colt_matrix, matrix.colt_matrix)
+    MDMatris.from_colt_matrix(resul)
+  end
+
+  #------------------------------------------------------------------------------------
+  # Constructs and returns the SingularValue-decomposition of the given matrix.
+  #------------------------------------------------------------------------------------
+
+  def svd
+    result = @algebra.svd(@colt_matrix)
+    [result.getInfo().val, result.cond(), result.norm2(), result.rank(), 
+     result.getSingularValues().to_a(),
+     MDMatrix.from_colt_matrix(result.getS()),
+     MDMatrix.from_colt_matrix(result.getU()),
+     MDMatrix.from_colt_matrix(result.getV())]
+  end
+
+  #------------------------------------------------------------------------------------
+  # Returns the sum of the diagonal elements of matrix A; Sum(A[i,i]).
+  #------------------------------------------------------------------------------------
+
+  def trace
+    @algebra.trace(@colt_matrix)
+  end
+
+  #------------------------------------------------------------------------------------
+  # Modifies the matrix to be a lower trapezoidal matrix.
+  #------------------------------------------------------------------------------------
+
+  def trapezoidal_lower
+    result = @algebra.trapezoidalLower(@colt_matrix)
+    MDMatrix.from_colt_matrix(result)
+  end
+
+  #------------------------------------------------------------------------------------
+  # Returns the two-norm (aka euclidean norm) of vector X.vectorize();
+  #------------------------------------------------------------------------------------
+
+  def vector_norm2
+    @algebra.vectorNorm2(@colt_matrix)
+  end
+
+end # 
+
+##########################################################################################
+#
+##########################################################################################
+
+module Matrix2DDoubleAlgebra
+  include_package "cern.colt.matrix.tdouble.algo"
+
+  #------------------------------------------------------------------------------------
+  # Constructs and returns the QR-decomposition of the given matrix.
+  #------------------------------------------------------------------------------------
+
+  def qr(economy_size = true)
+    result = @algebra.qr(@colt_matrix)
+    [result.hasFullRank(), MDMatrix.from_colt_matrix(result.getQ(economy_size)),
+     MDMatrix.from_colt_matrix(result.getR(economy_size))]
+  end
+  
+end
+
+##########################################################################################
+#
+##########################################################################################
+
+module Matrix2DFloatAlgebra
+  include_package "cern.colt.matrix.tfloat.algo"
+
+  #------------------------------------------------------------------------------------
+  # Constructs and returns the QR-decomposition of the given matrix.
+  #------------------------------------------------------------------------------------
+
+  def qr
+    result = @algebra.qr(@colt_matrix)
+    [result.hasFullRank(), 
+     MDMatrix.from_colt_matrix(result.getH()),
+     MDMatrix.from_colt_matrix(result.getQ()),
+     MDMatrix.from_colt_matrix(result.getR())]
+  end
+  
+end
+
+##########################################################################################
+#
+##########################################################################################
+
+class FloatingMDMatrix2D
+
+  include Matrix2DFloatingAlgebra
+
+end # MDMatrix
+
+##########################################################################################
+#
+##########################################################################################
+
+class DoubleMDMatrix2D
+
+  include Matrix2DDoubleAlgebra
+
+end
+
+##########################################################################################
+#
+##########################################################################################
+
+class FloatMDMatrix2D
+
+  include Matrix2DFloatAlgebra
+
+end

data/lib/colt/matrix/matrix_hierarchy.rb

@@ -0,0 +1,258 @@
+# -*- coding: utf-8 -*-
+
+##########################################################################################
+# Copyright © 2013 Rodrigo Botafogo. All Rights Reserved. Permission to use, copy, modify, 
+# and distribute this software and its documentation for educational, research, and 
+# not-for-profit purposes, without fee and without a signed licensing agreement, is hereby 
+# granted, provided that the above copyright notice, this paragraph and the following two 
+# paragraphs appear in all copies, modifications, and distributions. Contact Rodrigo
+# Botafogo - rodrigo.a.botafogo@gmail.com for commercial licensing opportunities.
+#
+# IN NO EVENT SHALL RODRIGO BOTAFOGO BE LIABLE TO ANY PARTY FOR DIRECT, INDIRECT, SPECIAL, 
+# INCIDENTAL, OR CONSEQUENTIAL DAMAGES, INCLUDING LOST PROFITS, ARISING OUT OF THE USE OF 
+# THIS SOFTWARE AND ITS DOCUMENTATION, EVEN IF RODRIGO BOTAFOGO HAS BEEN ADVISED OF THE 
+# POSSIBILITY OF SUCH DAMAGE.
+#
+# RODRIGO BOTAFOGO SPECIFICALLY DISCLAIMS ANY WARRANTIES, INCLUDING, BUT NOT LIMITED TO, 
+# THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. THE 
+# SOFTWARE AND ACCOMPANYING DOCUMENTATION, IF ANY, PROVIDED HEREUNDER IS PROVIDED "AS IS". 
+# RODRIGO BOTAFOGO HAS NO OBLIGATION TO PROVIDE MAINTENANCE, SUPPORT, UPDATES, ENHANCEMENTS, 
+# OR MODIFICATIONS.
+##########################################################################################
+
+
+##########################################################################################
+# Floating point 1D Matrices
+##########################################################################################
+
+class FloatingMDMatrix1D < MDMatrix
+
+end # FloatingMDMatrix1D
+
+##########################################################################################
+#
+##########################################################################################
+
+class DoubleMDMatrix1D < FloatingMDMatrix1D
+  include_package "cern.colt.matrix.tdouble.algo"
+
+  #------------------------------------------------------------------------------------
+  # 
+  #------------------------------------------------------------------------------------
+
+  def initialize(mdarray, colt_matrix)
+    super(mdarray, colt_matrix)
+    @algebra = DenseDoubleAlgebra.new
+  end
+
+end # DoubleMDMatrix1D
+
+##########################################################################################
+#
+##########################################################################################
+
+class FloatMDMatrix1D < FloatingMDMatrix1D
+  include_package "cern.colt.matrix.tfloat.algo"
+
+  #------------------------------------------------------------------------------------
+  # 
+  #------------------------------------------------------------------------------------
+
+  def initialize(mdarray, colt_matrix)
+    super(mdarray, colt_matrix)
+    @algebra = DenseFloatAlgebra.new
+  end
+
+end # FloatMDMatrix1D
+
+
+
+##########################################################################################
+# Floating point 2D Matrices
+##########################################################################################
+
+class FloatingMDMatrix2D < MDMatrix
+
+end # FloatingMDMatrix2D
+
+##########################################################################################
+#
+##########################################################################################
+
+class DoubleMDMatrix2D < FloatingMDMatrix2D
+  include_package "cern.colt.matrix.tdouble.algo"
+
+  #------------------------------------------------------------------------------------
+  # 
+  #------------------------------------------------------------------------------------
+
+  def initialize(mdarray, colt_matrix)
+    super(mdarray, colt_matrix)
+    @algebra = DenseDoubleAlgebra.new
+  end
+
+end # DoubleMDMatrix
+
+##########################################################################################
+#
+##########################################################################################
+
+class FloatMDMatrix2D < FloatingMDMatrix2D
+  include_package "cern.colt.matrix.tfloat.algo"
+
+  #------------------------------------------------------------------------------------
+  # 
+  #------------------------------------------------------------------------------------
+
+  def initialize(mdarray, colt_matrix)
+    super(mdarray, colt_matrix)
+    @algebra = DenseFloatAlgebra.new
+  end
+
+end # FloatMDMatrix
+
+
+
+
+
+##########################################################################################
+#
+##########################################################################################
+
+class DoubleMDMatrix3D < MDMatrix
+  include_package "cern.colt.matrix.tdouble.algo"
+
+  #------------------------------------------------------------------------------------
+  # 
+  #------------------------------------------------------------------------------------
+
+  def initialize(mdarray, colt_matrix)
+    super(mdarray, colt_matrix)
+    @algebra = DenseDoubleAlgebra.new
+  end
+
+end # DoubleMDMatrix
+
+##########################################################################################
+#
+##########################################################################################
+
+class FloatMDMatrix3D < MDMatrix
+  include_package "cern.colt.matrix.tfloat.algo"
+
+  #------------------------------------------------------------------------------------
+  # 
+  #------------------------------------------------------------------------------------
+
+  def initialize(mdarray, colt_matrix)
+    super(mdarray, colt_matrix)
+    @algebra = DenseFloatAlgebra.new
+  end
+
+end # FloatMDMatrix
+
+
+
+
+
+##########################################################################################
+#
+##########################################################################################
+
+class LongMDMatrix1D < MDMatrix
+  include_package "cern.colt.matrix.tlong.algo"
+
+  #------------------------------------------------------------------------------------
+  # 
+  #------------------------------------------------------------------------------------
+
+  def initialize(mdarray, colt_matrix)
+    super(mdarray, colt_matrix)
+  end
+
+end # LongMDMatrix
+
+##########################################################################################
+#
+##########################################################################################
+
+class LongMDMatrix2D < MDMatrix
+  include_package "cern.colt.matrix.tlong.algo"
+
+  #------------------------------------------------------------------------------------
+  # 
+  #------------------------------------------------------------------------------------
+
+  def initialize(mdarray, colt_matrix)
+    super(mdarray, colt_matrix)
+  end
+
+end # LongMDMatrix
+
+##########################################################################################
+#
+##########################################################################################
+
+class LongMDMatrix3D < MDMatrix
+  include_package "cern.colt.matrix.tlong.algo"
+
+  #------------------------------------------------------------------------------------
+  # 
+  #------------------------------------------------------------------------------------
+
+  def initialize(mdarray, colt_matrix)
+    super(mdarray, colt_matrix)
+  end
+
+end # LongMDMatrix
+
+##########################################################################################
+#
+##########################################################################################
+
+class IntMDMatrix1D < MDMatrix
+  include_package "cern.colt.matrix.tint.algo"
+
+  #------------------------------------------------------------------------------------
+  # 
+  #------------------------------------------------------------------------------------
+
+  def initialize(mdarray, colt_matrix)
+    super(mdarray, colt_matrix)
+  end
+
+end # IntMDMatrix
+
+##########################################################################################
+#
+##########################################################################################
+
+class IntMDMatrix2D < MDMatrix
+  include_package "cern.colt.matrix.tint.algo"
+
+  #------------------------------------------------------------------------------------
+  # 
+  #------------------------------------------------------------------------------------
+
+  def initialize(mdarray, colt_matrix)
+    super(mdarray, colt_matrix)
+  end
+
+end # IntMDMatrix
+
+##########################################################################################
+#
+##########################################################################################
+
+class IntMDMatrix3D < MDMatrix
+  include_package "cern.colt.matrix.tint.algo"
+
+  #------------------------------------------------------------------------------------
+  # 
+  #------------------------------------------------------------------------------------
+
+  def initialize(mdarray, colt_matrix)
+    super(mdarray, colt_matrix)
+  end
+
+end # IntMDMatrix