nmatrix-atlas 0.2.0
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- checksums.yaml +7 -0
- data/ext/nmatrix/data/complex.h +364 -0
- data/ext/nmatrix/data/data.h +638 -0
- data/ext/nmatrix/data/meta.h +64 -0
- data/ext/nmatrix/data/ruby_object.h +389 -0
- data/ext/nmatrix/math/asum.h +120 -0
- data/ext/nmatrix/math/cblas_enums.h +36 -0
- data/ext/nmatrix/math/cblas_templates_core.h +507 -0
- data/ext/nmatrix/math/gemm.h +241 -0
- data/ext/nmatrix/math/gemv.h +178 -0
- data/ext/nmatrix/math/getrf.h +255 -0
- data/ext/nmatrix/math/getrs.h +121 -0
- data/ext/nmatrix/math/imax.h +79 -0
- data/ext/nmatrix/math/laswp.h +165 -0
- data/ext/nmatrix/math/long_dtype.h +49 -0
- data/ext/nmatrix/math/math.h +744 -0
- data/ext/nmatrix/math/nrm2.h +160 -0
- data/ext/nmatrix/math/rot.h +117 -0
- data/ext/nmatrix/math/rotg.h +106 -0
- data/ext/nmatrix/math/scal.h +71 -0
- data/ext/nmatrix/math/trsm.h +332 -0
- data/ext/nmatrix/math/util.h +148 -0
- data/ext/nmatrix/nm_memory.h +60 -0
- data/ext/nmatrix/nmatrix.h +408 -0
- data/ext/nmatrix/ruby_constants.h +106 -0
- data/ext/nmatrix/storage/common.h +176 -0
- data/ext/nmatrix/storage/dense/dense.h +128 -0
- data/ext/nmatrix/storage/list/list.h +137 -0
- data/ext/nmatrix/storage/storage.h +98 -0
- data/ext/nmatrix/storage/yale/class.h +1139 -0
- data/ext/nmatrix/storage/yale/iterators/base.h +142 -0
- data/ext/nmatrix/storage/yale/iterators/iterator.h +130 -0
- data/ext/nmatrix/storage/yale/iterators/row.h +449 -0
- data/ext/nmatrix/storage/yale/iterators/row_stored.h +139 -0
- data/ext/nmatrix/storage/yale/iterators/row_stored_nd.h +168 -0
- data/ext/nmatrix/storage/yale/iterators/stored_diagonal.h +123 -0
- data/ext/nmatrix/storage/yale/math/transpose.h +110 -0
- data/ext/nmatrix/storage/yale/yale.h +202 -0
- data/ext/nmatrix/types.h +54 -0
- data/ext/nmatrix/util/io.h +115 -0
- data/ext/nmatrix/util/sl_list.h +143 -0
- data/ext/nmatrix/util/util.h +78 -0
- data/ext/nmatrix_atlas/extconf.rb +250 -0
- data/ext/nmatrix_atlas/math_atlas.cpp +1206 -0
- data/ext/nmatrix_atlas/math_atlas/cblas_templates_atlas.h +72 -0
- data/ext/nmatrix_atlas/math_atlas/clapack_templates.h +332 -0
- data/ext/nmatrix_atlas/math_atlas/geev.h +82 -0
- data/ext/nmatrix_atlas/math_atlas/gesdd.h +83 -0
- data/ext/nmatrix_atlas/math_atlas/gesvd.h +81 -0
- data/ext/nmatrix_atlas/math_atlas/inc.h +47 -0
- data/ext/nmatrix_atlas/nmatrix_atlas.cpp +44 -0
- data/lib/nmatrix/atlas.rb +213 -0
- data/lib/nmatrix/lapack_ext_common.rb +69 -0
- data/spec/00_nmatrix_spec.rb +730 -0
- data/spec/01_enum_spec.rb +190 -0
- data/spec/02_slice_spec.rb +389 -0
- data/spec/03_nmatrix_monkeys_spec.rb +78 -0
- data/spec/2x2_dense_double.mat +0 -0
- data/spec/4x4_sparse.mat +0 -0
- data/spec/4x5_dense.mat +0 -0
- data/spec/blas_spec.rb +193 -0
- data/spec/elementwise_spec.rb +303 -0
- data/spec/homogeneous_spec.rb +99 -0
- data/spec/io/fortran_format_spec.rb +88 -0
- data/spec/io/harwell_boeing_spec.rb +98 -0
- data/spec/io/test.rua +9 -0
- data/spec/io_spec.rb +149 -0
- data/spec/lapack_core_spec.rb +482 -0
- data/spec/leakcheck.rb +16 -0
- data/spec/math_spec.rb +730 -0
- data/spec/nmatrix_yale_resize_test_associations.yaml +2802 -0
- data/spec/nmatrix_yale_spec.rb +286 -0
- data/spec/plugins/atlas/atlas_spec.rb +242 -0
- data/spec/rspec_monkeys.rb +56 -0
- data/spec/rspec_spec.rb +34 -0
- data/spec/shortcuts_spec.rb +310 -0
- data/spec/slice_set_spec.rb +157 -0
- data/spec/spec_helper.rb +140 -0
- data/spec/stat_spec.rb +203 -0
- data/spec/test.pcd +20 -0
- data/spec/utm5940.mtx +83844 -0
- metadata +159 -0
data/spec/leakcheck.rb
ADDED
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require "./lib/nmatrix"
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# Fixed:
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#n = NMatrix.new(:yale, [8,2], :int64)
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#m = NMatrix.new(:yale, [2,8], :int64)
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#100.times do
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# n.dot(m)
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#end
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#GC.start
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# Remaining:
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100.times do |t|
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n = NMatrix.new(:dense, 1000, :float64)
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n[0,t] = 1.0
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puts n[t,0]
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end
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data/spec/math_spec.rb
ADDED
@@ -0,0 +1,730 @@
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# = NMatrix
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#
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# A linear algebra library for scientific computation in Ruby.
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# NMatrix is part of SciRuby.
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#
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# NMatrix was originally inspired by and derived from NArray, by
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# Masahiro Tanaka: http://narray.rubyforge.org
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#
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# == Copyright Information
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#
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# SciRuby is Copyright (c) 2010 - 2014, Ruby Science Foundation
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# NMatrix is Copyright (c) 2012 - 2014, John Woods and the Ruby Science Foundation
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#
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# Please see LICENSE.txt for additional copyright notices.
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#
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# == Contributing
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#
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# By contributing source code to SciRuby, you agree to be bound by
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# our Contributor Agreement:
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#
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# * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
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#
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# == math_spec.rb
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#
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# Tests for non-BLAS and non-LAPACK math functions, or for simplified
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# versions of unfriendly BLAS and LAPACK functions.
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#
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require 'spec_helper'
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describe "math" do
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context "elementwise math functions" do
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[:dense,:list,:yale].each do |stype|
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context stype do
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[:int64,:float64].each do |dtype|
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context dtype do
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before :each do
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@size = [2,2]
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@m = NMatrix.seq(@size, dtype: dtype, stype: stype)+1
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@a = @m.to_a.flatten
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end
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NMatrix::NMMath::METHODS_ARITY_1.each do |meth|
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#skip inverse regular trig functions
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next if meth.to_s.start_with?('a') and (not meth.to_s.end_with?('h')) \
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48
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and NMatrix::NMMath::METHODS_ARITY_1.include?(
|
49
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meth.to_s[1...meth.to_s.length].to_sym)
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next if meth == :atanh
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51
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52
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if meth == :-@
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53
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it "should correctly apply elementwise negation" do
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expect(@m.send(meth)).to eq N.new(@size, @a.map { |e| -e }, dtype: dtype, stype: stype)
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55
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end
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next
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end
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|
59
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it "should correctly apply elementwise #{meth}" do
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expect(@m.send(meth)).to eq N.new(@size, @a.map{ |e| Math.send(meth, e) },
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dtype: :float64, stype: stype)
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end
|
64
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end
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65
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NMatrix::NMMath::METHODS_ARITY_2.each do |meth|
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next if meth == :atan2
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68
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it "should correctly apply elementwise #{meth}" do
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69
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expect(@m.send(meth, @m)).to eq N.new(@size, @a.map{ |e|
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Math.send(meth, e, e) },
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dtype: :float64,
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stype: stype)
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end
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|
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it "should correctly apply elementwise #{meth} with a scalar first arg" do
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expect(Math.send(meth, 1, @m)).to eq N.new(@size, @a.map { |e| Math.send(meth, 1, e) }, dtype: :float64, stype: stype)
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end
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78
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it "should correctly apply elementwise #{meth} with a scalar second arg" do
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expect(@m.send(meth, 1)).to eq N.new(@size, @a.map { |e| Math.send(meth, e, 1) }, dtype: :float64, stype: stype)
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81
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end
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82
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end
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83
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|
84
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it "should correctly apply elementwise natural log" do
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85
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expect(@m.log).to eq N.new(@size, [0, Math.log(2), Math.log(3), Math.log(4)],
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86
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dtype: :float64, stype: stype)
|
87
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end
|
88
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|
89
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it "should correctly apply elementwise log with arbitrary base" do
|
90
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expect(@m.log(3)).to eq N.new(@size, [0, Math.log(2,3), 1, Math.log(4,3)],
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dtype: :float64, stype: stype)
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92
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end
|
93
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|
94
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context "inverse trig functions" do
|
95
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before :each do
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@m = NMatrix.seq(@size, dtype: dtype, stype: stype)/4
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@a = @m.to_a.flatten
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98
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end
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99
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[:asin, :acos, :atan, :atanh].each do |atf|
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100
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101
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it "should correctly apply elementwise #{atf}" do
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expect(@m.send(atf)).to eq N.new(@size,
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@a.map{ |e| Math.send(atf, e) },
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dtype: :float64, stype: stype)
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105
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end
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106
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end
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107
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108
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it "should correctly apply elementtwise atan2" do
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expect(@m.atan2(@m*0+1)).to eq N.new(@size,
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110
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@a.map { |e| Math.send(:atan2, e, 1) }, dtype: :float64, stype: stype)
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111
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end
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112
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113
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it "should correctly apply elementwise atan2 with a scalar first arg" do
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114
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expect(Math.atan2(1, @m)).to eq N.new(@size, @a.map { |e| Math.send(:atan2, 1, e) }, dtype: :float64, stype: stype)
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115
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end
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116
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117
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it "should correctly apply elementwise atan2 with a scalar second arg" do
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118
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expect(@m.atan2(1)).to eq N.new(@size, @a.map { |e| Math.send(:atan2, e, 1) }, dtype: :float64, stype: stype)
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119
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end
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120
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end
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121
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end
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end
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124
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context "Floor and ceil for #{stype}" do
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[:floor, :ceil].each do |meth|
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ALL_DTYPES.each do |dtype|
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context dtype do
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before :each do
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@size = [2,2]
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@m = NMatrix.seq(@size, dtype: dtype, stype: stype)+1
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@a = @m.to_a.flatten
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end
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|
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if dtype.to_s.match(/int/) or [:byte, :object].include?(dtype)
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it "should return #{dtype} for #{dtype}" do
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expect(@m.send(meth)).to eq N.new(@size, @a.map { |e| e.send(meth) }, dtype: dtype, stype: stype)
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if dtype == :object
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expect(@m.send(meth).dtype).to eq :object
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else
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expect(@m.send(meth).integer_dtype?).to eq true
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144
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end
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145
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end
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elsif dtype.to_s.match(/float/)
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it "should return dtype int64 for #{dtype}" do
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148
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|
149
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expect(@m.send(meth)).to eq N.new(@size, @a.map { |e| e.send(meth) }, dtype: dtype, stype: stype)
|
150
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+
|
151
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expect(@m.send(meth).dtype).to eq :int64
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152
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end
|
153
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elsif dtype.to_s.match(/complex/)
|
154
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it "should properly calculate #{meth} for #{dtype}" do
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155
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|
156
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expect(@m.send(meth)).to eq N.new(@size, @a.map { |e| e = Complex(e.real.send(meth), e.imag.send(meth)) }, dtype: dtype, stype: stype)
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157
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|
158
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expect(@m.send(meth).dtype).to eq :complex64 if dtype == :complex64
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expect(@m.send(meth).dtype).to eq :complex128 if dtype == :complex128
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160
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end
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161
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end
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end
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end
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end
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end
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context "#round for #{stype}" do
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ALL_DTYPES.each do |dtype|
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context dtype do
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before :each do
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@size = [2,2]
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@mat = NMatrix.new @size, [1.33334, 0.9998, 1.9999, -8.9999],
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dtype: dtype, stype: stype
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@ans = @mat.to_a.flatten
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end
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176
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|
177
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it "rounds" do
|
178
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expect(@mat.round).to eq(N.new(@size, @ans.map { |a| a.round},
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179
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dtype: dtype, stype: stype))
|
180
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end unless(/complex/ =~ dtype)
|
181
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|
182
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it "rounds with args" do
|
183
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expect(@mat.round(2)).to eq(N.new(@size, @ans.map { |a| a.round(2)},
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184
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dtype: dtype, stype: stype))
|
185
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end unless(/complex/ =~ dtype)
|
186
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+
|
187
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it "rounds complex with args" do
|
188
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puts @mat.round(2)
|
189
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expect(@mat.round(2)).to be_within(0.0001).of(N.new [2,2], @ans.map {|a|
|
190
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Complex(a.real.round(2), a.imag.round(2))},dtype: dtype, stype: stype)
|
191
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+
end if(/complex/ =~ dtype)
|
192
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+
|
193
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it "rounds complex" do
|
194
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expect(@mat.round).to eq(N.new [2,2], @ans.map {|a|
|
195
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Complex(a.real.round, a.imag.round)},dtype: dtype, stype: stype)
|
196
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end if(/complex/ =~ dtype)
|
197
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end
|
198
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end
|
199
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end
|
200
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+
|
201
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end
|
202
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end
|
203
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end
|
204
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+
|
205
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NON_INTEGER_DTYPES.each do |dtype|
|
206
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next if dtype == :object
|
207
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context dtype do
|
208
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before do
|
209
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@m = NMatrix.new([3,4], GETRF_EXAMPLE_ARRAY, dtype: dtype)
|
210
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@err = case dtype
|
211
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when :float32, :complex64
|
212
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1e-6
|
213
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when :float64, :complex128
|
214
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1e-14
|
215
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end
|
216
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end
|
217
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+
|
218
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#haven't check this spec yet. Also it doesn't check all the elements of the matrix.
|
219
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it "should correctly factorize a matrix" do
|
220
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a = @m.factorize_lu
|
221
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expect(a).to be_within(@err).of(NMatrix.new([3,4], GETRF_SOLUTION_ARRAY, dtype: dtype))
|
222
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+
end
|
223
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+
|
224
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+
it "also returns the permutation matrix" do
|
225
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a, p = @m.factorize_lu perm_matrix: true
|
226
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+
|
227
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expect(a).to be_within(@err).of(NMatrix.new([3,4], GETRF_SOLUTION_ARRAY, dtype: dtype))
|
228
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+
|
229
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p_true = NMatrix.new([3,3], [0,0,1,1,0,0,0,1,0], dtype: dtype)
|
230
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+
expect(p).to eq(p_true)
|
231
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+
end
|
232
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end
|
233
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+
end
|
234
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+
|
235
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+
NON_INTEGER_DTYPES.each do |dtype|
|
236
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+
next if dtype == :object
|
237
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+
context dtype do
|
238
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+
|
239
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+
it "calculates cholesky decomposition using potrf (lower)" do
|
240
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+
#a = NMatrix.new([3,3],[1,1,1, 1,2,2, 1,2,6], dtype: dtype)
|
241
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+
# We use the matrix
|
242
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+
# 1 1 1
|
243
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+
# 1 2 2
|
244
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# 1 2 6
|
245
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+
# which is symmetric and positive-definite as required, but
|
246
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+
# we need only store the lower-half of the matrix.
|
247
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+
a = NMatrix.new([3,3],[1,0,0, 1,2,0, 1,2,6], dtype: dtype)
|
248
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+
begin
|
249
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+
r = a.potrf!(:lower)
|
250
|
+
|
251
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+
b = NMatrix.new([3,3],[1,0,0, 1,1,0, 1,1,2], dtype: dtype)
|
252
|
+
expect(a).to eq(b)
|
253
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+
expect(r).to eq(b)
|
254
|
+
rescue NotImplementedError
|
255
|
+
pending "potrf! not implemented without plugins"
|
256
|
+
end
|
257
|
+
end
|
258
|
+
|
259
|
+
it "calculates cholesky decomposition using potrf (upper)" do
|
260
|
+
a = NMatrix.new([3,3],[1,1,1, 0,2,2, 0,0,6], dtype: dtype)
|
261
|
+
begin
|
262
|
+
r = a.potrf!(:upper)
|
263
|
+
|
264
|
+
b = NMatrix.new([3,3],[1,1,1, 0,1,1, 0,0,2], dtype: dtype)
|
265
|
+
expect(a).to eq(b)
|
266
|
+
expect(r).to eq(b)
|
267
|
+
rescue NotImplementedError
|
268
|
+
pending "potrf! not implemented without plugins"
|
269
|
+
end
|
270
|
+
end
|
271
|
+
|
272
|
+
it "calculates cholesky decomposition using #factorize_cholesky" do
|
273
|
+
a = NMatrix.new([3,3],[1,2,1, 2,13,5, 1,5,6], dtype: dtype)
|
274
|
+
begin
|
275
|
+
u,l = a.factorize_cholesky
|
276
|
+
|
277
|
+
l_true = NMatrix.new([3,3],[1,0,0, 2,3,0, 1,1,2], dtype: dtype)
|
278
|
+
u_true = l_true.transpose
|
279
|
+
expect(u).to eq(u_true)
|
280
|
+
expect(l).to eq(l_true)
|
281
|
+
rescue NotImplementedError
|
282
|
+
pending "potrf! not implemented without plugins"
|
283
|
+
end
|
284
|
+
end
|
285
|
+
end
|
286
|
+
end
|
287
|
+
|
288
|
+
ALL_DTYPES.each do |dtype|
|
289
|
+
next if dtype == :byte #doesn't work for unsigned types
|
290
|
+
next if dtype == :object
|
291
|
+
|
292
|
+
context dtype do
|
293
|
+
err = case dtype
|
294
|
+
when :float32, :complex64
|
295
|
+
1e-4
|
296
|
+
else #integer matrices will return :float64
|
297
|
+
1e-13
|
298
|
+
end
|
299
|
+
|
300
|
+
it "should correctly invert a matrix in place (bang)" do
|
301
|
+
a = NMatrix.new(:dense, 5, [1, 8,-9, 7, 5,
|
302
|
+
0, 1, 0, 4, 4,
|
303
|
+
0, 0, 1, 2, 5,
|
304
|
+
0, 0, 0, 1,-5,
|
305
|
+
0, 0, 0, 0, 1 ], dtype)
|
306
|
+
b = NMatrix.new(:dense, 5, [1,-8, 9, 7, 17,
|
307
|
+
0, 1, 0,-4,-24,
|
308
|
+
0, 0, 1,-2,-15,
|
309
|
+
0, 0, 0, 1, 5,
|
310
|
+
0, 0, 0, 0, 1,], dtype)
|
311
|
+
if a.integer_dtype?
|
312
|
+
expect{a.invert!}.to raise_error(DataTypeError)
|
313
|
+
else
|
314
|
+
#should return inverse as well as modifying a
|
315
|
+
r = a.invert!
|
316
|
+
expect(a).to be_within(err).of(b)
|
317
|
+
expect(r).to be_within(err).of(b)
|
318
|
+
end
|
319
|
+
end
|
320
|
+
|
321
|
+
it "should correctly invert a matrix out-of-place" do
|
322
|
+
a = NMatrix.new(:dense, 3, [1,2,3,0,1,4,5,6,0], dtype)
|
323
|
+
|
324
|
+
if a.integer_dtype?
|
325
|
+
b = NMatrix.new(:dense, 3, [-24,18,5,20,-15,-4,-5,4,1], :float64)
|
326
|
+
else
|
327
|
+
b = NMatrix.new(:dense, 3, [-24,18,5,20,-15,-4,-5,4,1], dtype)
|
328
|
+
end
|
329
|
+
|
330
|
+
expect(a.invert).to be_within(err).of(b)
|
331
|
+
end
|
332
|
+
end
|
333
|
+
end
|
334
|
+
|
335
|
+
# TODO: Get it working with ROBJ too
|
336
|
+
[:byte,:int8,:int16,:int32,:int64,:float32,:float64].each do |left_dtype|
|
337
|
+
[:byte,:int8,:int16,:int32,:int64,:float32,:float64].each do |right_dtype|
|
338
|
+
|
339
|
+
# Won't work if they're both 1-byte, due to overflow.
|
340
|
+
next if [:byte,:int8].include?(left_dtype) && [:byte,:int8].include?(right_dtype)
|
341
|
+
|
342
|
+
# For now, don't bother testing int-int mult.
|
343
|
+
#next if [:int8,:int16,:int32,:int64].include?(left_dtype) && [:int8,:int16,:int32,:int64].include?(right_dtype)
|
344
|
+
it "dense handles #{left_dtype.to_s} dot #{right_dtype.to_s} matrix multiplication" do
|
345
|
+
#STDERR.puts "dtype=#{dtype.to_s}"
|
346
|
+
#STDERR.puts "2"
|
347
|
+
|
348
|
+
nary = if left_dtype.to_s =~ /complex/
|
349
|
+
COMPLEX_MATRIX43A_ARRAY
|
350
|
+
else
|
351
|
+
MATRIX43A_ARRAY
|
352
|
+
end
|
353
|
+
|
354
|
+
mary = if right_dtype.to_s =~ /complex/
|
355
|
+
COMPLEX_MATRIX32A_ARRAY
|
356
|
+
else
|
357
|
+
MATRIX32A_ARRAY
|
358
|
+
end
|
359
|
+
|
360
|
+
n = NMatrix.new([4,3], nary, dtype: left_dtype, stype: :dense)
|
361
|
+
m = NMatrix.new([3,2], mary, dtype: right_dtype, stype: :dense)
|
362
|
+
|
363
|
+
expect(m.shape[0]).to eq(3)
|
364
|
+
expect(m.shape[1]).to eq(2)
|
365
|
+
expect(m.dim).to eq(2)
|
366
|
+
|
367
|
+
expect(n.shape[0]).to eq(4)
|
368
|
+
expect(n.shape[1]).to eq(3)
|
369
|
+
expect(n.dim).to eq(2)
|
370
|
+
|
371
|
+
expect(n.shape[1]).to eq(m.shape[0])
|
372
|
+
|
373
|
+
r = n.dot m
|
374
|
+
|
375
|
+
expect(r[0,0]).to eq(273.0)
|
376
|
+
expect(r[0,1]).to eq(455.0)
|
377
|
+
expect(r[1,0]).to eq(243.0)
|
378
|
+
expect(r[1,1]).to eq(235.0)
|
379
|
+
expect(r[2,0]).to eq(244.0)
|
380
|
+
expect(r[2,1]).to eq(205.0)
|
381
|
+
expect(r[3,0]).to eq(102.0)
|
382
|
+
expect(r[3,1]).to eq(160.0)
|
383
|
+
|
384
|
+
#r.dtype.should == :float64 unless left_dtype == :float32 && right_dtype == :float32
|
385
|
+
end
|
386
|
+
end
|
387
|
+
end
|
388
|
+
|
389
|
+
[:byte,:int8,:int16,:int32,:int64,:float32,:float64].each do |left_dtype|
|
390
|
+
[:byte,:int8,:int16,:int32,:int64,:float32,:float64].each do |right_dtype|
|
391
|
+
|
392
|
+
# Won't work if they're both 1-byte, due to overflow.
|
393
|
+
next if [:byte,:int8].include?(left_dtype) && [:byte,:int8].include?(right_dtype)
|
394
|
+
|
395
|
+
it "dense handles #{left_dtype.to_s} dot #{right_dtype.to_s} vector multiplication" do
|
396
|
+
#STDERR.puts "dtype=#{dtype.to_s}"
|
397
|
+
#STDERR.puts "2"
|
398
|
+
n = NMatrix.new([4,3], [1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0, 11.0, 12.0], dtype: left_dtype)
|
399
|
+
|
400
|
+
m = NMatrix.new([3,1], [2.0, 1.0, 0.0], dtype: right_dtype)
|
401
|
+
|
402
|
+
expect(m.shape[0]).to eq(3)
|
403
|
+
expect(m.shape[1]).to eq(1)
|
404
|
+
|
405
|
+
expect(n.shape[0]).to eq(4)
|
406
|
+
expect(n.shape[1]).to eq(3)
|
407
|
+
expect(n.dim).to eq(2)
|
408
|
+
|
409
|
+
expect(n.shape[1]).to eq(m.shape[0])
|
410
|
+
|
411
|
+
r = n.dot m
|
412
|
+
# r.class.should == NVector
|
413
|
+
|
414
|
+
expect(r[0,0]).to eq(4)
|
415
|
+
expect(r[1,0]).to eq(13)
|
416
|
+
expect(r[2,0]).to eq(22)
|
417
|
+
expect(r[3,0]).to eq(31)
|
418
|
+
|
419
|
+
#r.dtype.should == :float64 unless left_dtype == :float32 && right_dtype == :float32
|
420
|
+
end
|
421
|
+
end
|
422
|
+
end
|
423
|
+
|
424
|
+
ALL_DTYPES.each do |dtype|
|
425
|
+
next if integer_dtype?(dtype)
|
426
|
+
context "#cov dtype #{dtype}" do
|
427
|
+
before do
|
428
|
+
@n = NMatrix.new( [5,3], [4.0,2.0,0.60,
|
429
|
+
4.2,2.1,0.59,
|
430
|
+
3.9,2.0,0.58,
|
431
|
+
4.3,2.1,0.62,
|
432
|
+
4.1,2.2,0.63], dtype: dtype)
|
433
|
+
end
|
434
|
+
|
435
|
+
it "calculates variance co-variance matrix (sample)" do
|
436
|
+
expect(@n.cov).to be_within(0.0001).of(NMatrix.new([3,3],
|
437
|
+
[0.025 , 0.0075, 0.00175,
|
438
|
+
0.0075, 0.007 , 0.00135,
|
439
|
+
0.00175, 0.00135 , 0.00043 ], dtype: dtype)
|
440
|
+
)
|
441
|
+
end
|
442
|
+
|
443
|
+
it "calculates variance co-variance matrix (population)" do
|
444
|
+
expect(@n.cov(for_sample_data: false)).to be_within(0.0001).of(NMatrix.new([3,3],
|
445
|
+
[2.0000e-02, 6.0000e-03, 1.4000e-03,
|
446
|
+
6.0000e-03, 5.6000e-03, 1.0800e-03,
|
447
|
+
1.4000e-03, 1.0800e-03, 3.4400e-04], dtype: dtype)
|
448
|
+
)
|
449
|
+
end
|
450
|
+
end
|
451
|
+
|
452
|
+
context "#corr #{dtype}" do
|
453
|
+
it "calculates the correlation matrix" do
|
454
|
+
n = NMatrix.new([5,3], [4.0,2.0,0.60,
|
455
|
+
4.2,2.1,0.59,
|
456
|
+
3.9,2.0,0.58,
|
457
|
+
4.3,2.1,0.62,
|
458
|
+
4.1,2.2,0.63], dtype: dtype)
|
459
|
+
expect(n.corr).to be_within(0.001).of(NMatrix.new([3,3],
|
460
|
+
[1.00000, 0.56695, 0.53374,
|
461
|
+
0.56695, 1.00000, 0.77813,
|
462
|
+
0.53374, 0.77813, 1.00000], dtype: dtype))
|
463
|
+
end unless dtype =~ /complex/
|
464
|
+
end
|
465
|
+
|
466
|
+
context "#symmetric? for #{dtype}" do
|
467
|
+
it "should return true for symmetric matrix" do
|
468
|
+
n = NMatrix.new([3,3], [1.00000, 0.56695, 0.53374,
|
469
|
+
0.56695, 1.00000, 0.77813,
|
470
|
+
0.53374, 0.77813, 1.00000], dtype: dtype)
|
471
|
+
expect(n.symmetric?).to be_truthy
|
472
|
+
end
|
473
|
+
end
|
474
|
+
|
475
|
+
context "#hermitian? for #{dtype}" do
|
476
|
+
it "should return true for complex hermitian or non-complex symmetric matrix" do
|
477
|
+
n = NMatrix.new([3,3], [1.00000, 0.56695, 0.53374,
|
478
|
+
0.56695, 1.00000, 0.77813,
|
479
|
+
0.53374, 0.77813, 1.00000], dtype: dtype) unless dtype =~ /complex/
|
480
|
+
n = NMatrix.new([3,3], [1.1, Complex(1.2,1.3), Complex(1.4,1.5),
|
481
|
+
Complex(1.2,-1.3), 1.9, Complex(1.8,1.7),
|
482
|
+
Complex(1.4,-1.5), Complex(1.8,-1.7), 1.3], dtype: dtype) if dtype =~ /complex/
|
483
|
+
expect(n.hermitian?).to be_truthy
|
484
|
+
end
|
485
|
+
end
|
486
|
+
|
487
|
+
context "#permute_columns for #{dtype}" do
|
488
|
+
it "check that #permute_columns works correctly by considering every premutation of a 3x3 matrix" do
|
489
|
+
n = NMatrix.new([3,3], [1,0,0,
|
490
|
+
0,2,0,
|
491
|
+
0,0,3], dtype: dtype)
|
492
|
+
expect(n.permute_columns([0,1,2], {convention: :intuitive})).to eq(NMatrix.new([3,3], [1,0,0,
|
493
|
+
0,2,0,
|
494
|
+
0,0,3], dtype: dtype))
|
495
|
+
expect(n.permute_columns([0,2,1], {convention: :intuitive})).to eq(NMatrix.new([3,3], [1,0,0,
|
496
|
+
0,0,2,
|
497
|
+
0,3,0], dtype: dtype))
|
498
|
+
expect(n.permute_columns([1,0,2], {convention: :intuitive})).to eq(NMatrix.new([3,3], [0,1,0,
|
499
|
+
2,0,0,
|
500
|
+
0,0,3], dtype: dtype))
|
501
|
+
expect(n.permute_columns([1,2,0], {convention: :intuitive})).to eq(NMatrix.new([3,3], [0,0,1,
|
502
|
+
2,0,0,
|
503
|
+
0,3,0], dtype: dtype))
|
504
|
+
expect(n.permute_columns([2,0,1], {convention: :intuitive})).to eq(NMatrix.new([3,3], [0,1,0,
|
505
|
+
0,0,2,
|
506
|
+
3,0,0], dtype: dtype))
|
507
|
+
expect(n.permute_columns([2,1,0], {convention: :intuitive})).to eq(NMatrix.new([3,3], [0,0,1,
|
508
|
+
0,2,0,
|
509
|
+
3,0,0], dtype: dtype))
|
510
|
+
expect(n.permute_columns([0,1,2], {convention: :lapack})).to eq(NMatrix.new([3,3], [1,0,0,
|
511
|
+
0,2,0,
|
512
|
+
0,0,3], dtype: dtype))
|
513
|
+
expect(n.permute_columns([0,2,2], {convention: :lapack})).to eq(NMatrix.new([3,3], [1,0,0,
|
514
|
+
0,0,2,
|
515
|
+
0,3,0], dtype: dtype))
|
516
|
+
expect(n.permute_columns([1,1,2], {convention: :lapack})).to eq(NMatrix.new([3,3], [0,1,0,
|
517
|
+
2,0,0,
|
518
|
+
0,0,3], dtype: dtype))
|
519
|
+
expect(n.permute_columns([1,2,2], {convention: :lapack})).to eq(NMatrix.new([3,3], [0,0,1,
|
520
|
+
2,0,0,
|
521
|
+
0,3,0], dtype: dtype))
|
522
|
+
expect(n.permute_columns([2,2,2], {convention: :lapack})).to eq(NMatrix.new([3,3], [0,1,0,
|
523
|
+
0,0,2,
|
524
|
+
3,0,0], dtype: dtype))
|
525
|
+
expect(n.permute_columns([2,1,2], {convention: :lapack})).to eq(NMatrix.new([3,3], [0,0,1,
|
526
|
+
0,2,0,
|
527
|
+
3,0,0], dtype: dtype))
|
528
|
+
end
|
529
|
+
it "additional tests for #permute_columns with convention :intuitive" do
|
530
|
+
m = NMatrix.new([1,4], [0,1,2,3], dtype: dtype)
|
531
|
+
perm = [1,0,3,2]
|
532
|
+
expect(m.permute_columns(perm, {convention: :intuitive})).to eq(NMatrix.new([1,4], perm, dtype: dtype))
|
533
|
+
|
534
|
+
m = NMatrix.new([1,5], [0,1,2,3,4], dtype: dtype)
|
535
|
+
perm = [1,0,4,3,2]
|
536
|
+
expect(m.permute_columns(perm, {convention: :intuitive})).to eq(NMatrix.new([1,5], perm, dtype: dtype))
|
537
|
+
|
538
|
+
m = NMatrix.new([1,6], [0,1,2,3,4,5], dtype: dtype)
|
539
|
+
perm = [2,4,1,0,5,3]
|
540
|
+
expect(m.permute_columns(perm, {convention: :intuitive})).to eq(NMatrix.new([1,6], perm, dtype: dtype))
|
541
|
+
|
542
|
+
m = NMatrix.new([1,7], [0,1,2,3,4,5,6], dtype: dtype)
|
543
|
+
perm = [1,3,5,6,0,2,4]
|
544
|
+
expect(m.permute_columns(perm, {convention: :intuitive})).to eq(NMatrix.new([1,7], perm, dtype: dtype))
|
545
|
+
|
546
|
+
m = NMatrix.new([1,8], [0,1,2,3,4,5,6,7], dtype: dtype)
|
547
|
+
perm = [6,7,5,4,1,3,0,2]
|
548
|
+
expect(m.permute_columns(perm, {convention: :intuitive})).to eq(NMatrix.new([1,8], perm, dtype: dtype))
|
549
|
+
end
|
550
|
+
end
|
551
|
+
end
|
552
|
+
|
553
|
+
context "#solve" do
|
554
|
+
NON_INTEGER_DTYPES.each do |dtype|
|
555
|
+
next if dtype == :object # LU factorization doesnt work for :object yet
|
556
|
+
it "solves linear equation for dtype #{dtype}" do
|
557
|
+
a = NMatrix.new [2,2], [3,1,1,2], dtype: dtype
|
558
|
+
b = NMatrix.new [2,1], [9,8], dtype: dtype
|
559
|
+
|
560
|
+
expect(a.solve(b)).to eq(NMatrix.new [2,1], [2,3], dtype: dtype)
|
561
|
+
end
|
562
|
+
|
563
|
+
it "solves linear equation for #{dtype} (non-symmetric matrix)" do
|
564
|
+
a = NMatrix.new [3,3], [1,1,1, -1,0,1, 3,4,6], dtype: dtype
|
565
|
+
b = NMatrix.new [3,1], [6,2,29], dtype: dtype
|
566
|
+
|
567
|
+
err = case dtype
|
568
|
+
when :float32, :complex64
|
569
|
+
1e-5
|
570
|
+
else
|
571
|
+
1e-14
|
572
|
+
end
|
573
|
+
|
574
|
+
expect(a.solve(b)).to be_within(err).of(NMatrix.new([3,1], [1,2,3], dtype: dtype))
|
575
|
+
end
|
576
|
+
|
577
|
+
it "solves linear equation for dtype #{dtype} (non-vector rhs)" do
|
578
|
+
a = NMatrix.new [3,3], [1,0,0, -1,0,1, 2,1,1], dtype: dtype
|
579
|
+
b = NMatrix.new [3,2], [1,0, 1,2, 4,2], dtype: dtype
|
580
|
+
|
581
|
+
expect(a.solve(b)).to eq(NMatrix.new [3,2], [1,0, 0,0, 2,2], dtype: dtype)
|
582
|
+
end
|
583
|
+
end
|
584
|
+
end
|
585
|
+
|
586
|
+
context "#hessenberg" do
|
587
|
+
FLOAT_DTYPES.each do |dtype|
|
588
|
+
context dtype do
|
589
|
+
before do
|
590
|
+
@n = NMatrix.new [5,5],
|
591
|
+
[0, 2, 0, 1, 1,
|
592
|
+
2, 2, 3, 2, 2,
|
593
|
+
4,-3, 0, 1, 3,
|
594
|
+
6, 1,-6,-5, 4,
|
595
|
+
5, 6, 4, 1, 5], dtype: dtype
|
596
|
+
end
|
597
|
+
|
598
|
+
it "transforms a matrix to Hessenberg form" do
|
599
|
+
expect(@n.hessenberg).to be_within(0.0001).of(NMatrix.new([5,5],
|
600
|
+
[0.00000,-1.66667, 0.79432,-0.45191,-1.54501,
|
601
|
+
-9.00000, 2.95062,-6.89312, 3.22250,-0.19012,
|
602
|
+
0.00000,-8.21682,-0.57379, 5.26966,-1.69976,
|
603
|
+
0.00000, 0.00000,-3.74630,-0.80893, 3.99708,
|
604
|
+
0.00000, 0.00000, 0.00000, 0.04102, 0.43211], dtype: dtype))
|
605
|
+
end
|
606
|
+
end
|
607
|
+
end
|
608
|
+
end
|
609
|
+
|
610
|
+
ALL_DTYPES.each do |dtype|
|
611
|
+
[:dense, :yale].each do |stype|
|
612
|
+
answer_dtype = integer_dtype?(dtype) ? :int64 : dtype
|
613
|
+
next if dtype == :byte
|
614
|
+
|
615
|
+
context "#pow #{dtype} #{stype}" do
|
616
|
+
before do
|
617
|
+
@n = NMatrix.new [4,4], [0, 2, 0, 1,
|
618
|
+
2, 2, 3, 2,
|
619
|
+
4,-3, 0, 1,
|
620
|
+
6, 1,-6,-5], dtype: dtype, stype: stype
|
621
|
+
end
|
622
|
+
|
623
|
+
it "raises a square matrix to even power" do
|
624
|
+
expect(@n.pow(4)).to eq(NMatrix.new([4,4], [292, 28,-63, -42,
|
625
|
+
360, 96, 51, -14,
|
626
|
+
448,-231,-24,-87,
|
627
|
+
-1168, 595,234, 523],
|
628
|
+
dtype: answer_dtype,
|
629
|
+
stype: stype))
|
630
|
+
end
|
631
|
+
|
632
|
+
it "raises a square matrix to odd power" do
|
633
|
+
expect(@n.pow(9)).to eq(NMatrix.new([4,4],[-275128, 279917, 176127, 237451,
|
634
|
+
-260104, 394759, 166893, 296081,
|
635
|
+
-704824, 285700, 186411, 262002,
|
636
|
+
3209256,-1070870,-918741,-1318584],
|
637
|
+
dtype: answer_dtype, stype: stype))
|
638
|
+
end
|
639
|
+
|
640
|
+
it "raises a sqaure matrix to negative power" do
|
641
|
+
expect(@n.pow(-3)).to be_within(0.00001).of (NMatrix.new([4,4],
|
642
|
+
[1.0647e-02, 4.2239e-04,-6.2281e-05, 2.7680e-03,
|
643
|
+
-1.6415e-02, 2.1296e-02, 1.0718e-02, 4.8589e-03,
|
644
|
+
8.6956e-03,-8.6569e-03, 2.8993e-02, 7.2015e-03,
|
645
|
+
5.0034e-02,-1.7500e-02,-3.6777e-02,-1.2128e-02], dtype: answer_dtype,
|
646
|
+
stype: stype))
|
647
|
+
end unless stype =~ /yale/ or dtype == :object or ALL_DTYPES.grep(/int/).include? dtype
|
648
|
+
|
649
|
+
it "raises a square matrix to zero" do
|
650
|
+
expect(@n.pow(0)).to eq(NMatrix.eye([4,4], dtype: answer_dtype,
|
651
|
+
stype: stype))
|
652
|
+
end
|
653
|
+
|
654
|
+
it "raises a square matrix to one" do
|
655
|
+
expect(@n.pow(1)).to eq(@n)
|
656
|
+
end
|
657
|
+
end
|
658
|
+
end
|
659
|
+
end
|
660
|
+
|
661
|
+
ALL_DTYPES.each do |dtype|
|
662
|
+
[:dense, :yale].each do |stype|
|
663
|
+
context "#kron_prod #{dtype} #{stype}" do
|
664
|
+
before do
|
665
|
+
@a = NMatrix.new([2,2], [1,2,
|
666
|
+
3,4], dtype: dtype, stype: stype)
|
667
|
+
@b = NMatrix.new([2,3], [1,1,1,
|
668
|
+
1,1,1], dtype: dtype, stype: stype)
|
669
|
+
@c = NMatrix.new([4,6], [1, 1, 1, 2, 2, 2,
|
670
|
+
1, 1, 1, 2, 2, 2,
|
671
|
+
3, 3, 3, 4, 4, 4,
|
672
|
+
3, 3, 3, 4, 4, 4], dtype: dtype, stype: stype)
|
673
|
+
end
|
674
|
+
it "Compute the Kronecker product of two NMatrix" do
|
675
|
+
expect(@a.kron_prod(@b)).to eq(@c)
|
676
|
+
end
|
677
|
+
end
|
678
|
+
end
|
679
|
+
end
|
680
|
+
|
681
|
+
context "determinants" do
|
682
|
+
ALL_DTYPES.each do |dtype|
|
683
|
+
next if dtype == :object
|
684
|
+
context dtype do
|
685
|
+
before do
|
686
|
+
@a = NMatrix.new([2,2], [1,2,
|
687
|
+
3,4], dtype: dtype)
|
688
|
+
@b = NMatrix.new([3,3], [1,2,3,
|
689
|
+
5,0,1,
|
690
|
+
4,1,3], dtype: dtype)
|
691
|
+
@c = NMatrix.new([4,4], [1, 0, 1, 1,
|
692
|
+
1, 2, 3, 1,
|
693
|
+
3, 3, 3, 1,
|
694
|
+
1, 2, 3, 4], dtype: dtype)
|
695
|
+
@err = case dtype
|
696
|
+
when :float32, :complex64
|
697
|
+
1e-6
|
698
|
+
when :float64, :complex128
|
699
|
+
1e-14
|
700
|
+
else
|
701
|
+
1e-64 # FIXME: should be 0, but be_within(0) does not work.
|
702
|
+
end
|
703
|
+
end
|
704
|
+
it "computes the determinant of 2x2 matrix" do
|
705
|
+
expect(@a.det).to be_within(@err).of(-2)
|
706
|
+
end
|
707
|
+
it "computes the determinant of 3x3 matrix" do
|
708
|
+
expect(@b.det).to be_within(@err).of(-8)
|
709
|
+
end
|
710
|
+
it "computes the determinant of 4x4 matrix" do
|
711
|
+
expect(@c.det).to be_within(@err).of(-18)
|
712
|
+
end
|
713
|
+
it "computes the exact determinant of 2x2 matrix" do
|
714
|
+
if dtype == :byte
|
715
|
+
expect{@a.det_exact}.to raise_error(DataTypeError)
|
716
|
+
else
|
717
|
+
expect(@a.det_exact).to be_within(@err).of(-2)
|
718
|
+
end
|
719
|
+
end
|
720
|
+
it "computes the exact determinant of 3x3 matrix" do
|
721
|
+
if dtype == :byte
|
722
|
+
expect{@a.det_exact}.to raise_error(DataTypeError)
|
723
|
+
else
|
724
|
+
expect(@b.det_exact).to be_within(@err).of(-8)
|
725
|
+
end
|
726
|
+
end
|
727
|
+
end
|
728
|
+
end
|
729
|
+
end
|
730
|
+
end
|