nmatrix-atlas 0.2.0
Sign up to get free protection for your applications and to get access to all the features.
- 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
@@ -0,0 +1,121 @@
|
|
1
|
+
/////////////////////////////////////////////////////////////////////
|
2
|
+
// = NMatrix
|
3
|
+
//
|
4
|
+
// A linear algebra library for scientific computation in Ruby.
|
5
|
+
// NMatrix is part of SciRuby.
|
6
|
+
//
|
7
|
+
// NMatrix was originally inspired by and derived from NArray, by
|
8
|
+
// Masahiro Tanaka: http://narray.rubyforge.org
|
9
|
+
//
|
10
|
+
// == Copyright Information
|
11
|
+
//
|
12
|
+
// SciRuby is Copyright (c) 2010 - 2014, Ruby Science Foundation
|
13
|
+
// NMatrix is Copyright (c) 2012 - 2014, John Woods and the Ruby Science Foundation
|
14
|
+
//
|
15
|
+
// Please see LICENSE.txt for additional copyright notices.
|
16
|
+
//
|
17
|
+
// == Contributing
|
18
|
+
//
|
19
|
+
// By contributing source code to SciRuby, you agree to be bound by
|
20
|
+
// our Contributor Agreement:
|
21
|
+
//
|
22
|
+
// * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
|
23
|
+
//
|
24
|
+
// == getrs.h
|
25
|
+
//
|
26
|
+
// getrs function in native C++.
|
27
|
+
//
|
28
|
+
|
29
|
+
/*
|
30
|
+
* Automatically Tuned Linear Algebra Software v3.8.4
|
31
|
+
* (C) Copyright 1999 R. Clint Whaley
|
32
|
+
*
|
33
|
+
* Redistribution and use in source and binary forms, with or without
|
34
|
+
* modification, are permitted provided that the following conditions
|
35
|
+
* are met:
|
36
|
+
* 1. Redistributions of source code must retain the above copyright
|
37
|
+
* notice, this list of conditions and the following disclaimer.
|
38
|
+
* 2. Redistributions in binary form must reproduce the above copyright
|
39
|
+
* notice, this list of conditions, and the following disclaimer in the
|
40
|
+
* documentation and/or other materials provided with the distribution.
|
41
|
+
* 3. The name of the ATLAS group or the names of its contributers may
|
42
|
+
* not be used to endorse or promote products derived from this
|
43
|
+
* software without specific written permission.
|
44
|
+
*
|
45
|
+
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
|
46
|
+
* ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED
|
47
|
+
* TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
|
48
|
+
* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE ATLAS GROUP OR ITS CONTRIBUTORS
|
49
|
+
* BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
|
50
|
+
* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
|
51
|
+
* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
|
52
|
+
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
|
53
|
+
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
|
54
|
+
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
|
55
|
+
* POSSIBILITY OF SUCH DAMAGE.
|
56
|
+
*
|
57
|
+
*/
|
58
|
+
|
59
|
+
#ifndef GETRS_H
|
60
|
+
#define GETRS_H
|
61
|
+
|
62
|
+
namespace nm { namespace math {
|
63
|
+
|
64
|
+
|
65
|
+
/*
|
66
|
+
* Solves a system of linear equations A*X = B with a general NxN matrix A using the LU factorization computed by GETRF.
|
67
|
+
*
|
68
|
+
* From ATLAS 3.8.0.
|
69
|
+
*/
|
70
|
+
template <typename DType>
|
71
|
+
int getrs(const enum CBLAS_ORDER Order, const enum CBLAS_TRANSPOSE Trans, const int N, const int NRHS, const DType* A,
|
72
|
+
const int lda, const int* ipiv, DType* B, const int ldb)
|
73
|
+
{
|
74
|
+
// enum CBLAS_DIAG Lunit, Uunit; // These aren't used. Not sure why they're declared in ATLAS' src.
|
75
|
+
|
76
|
+
if (!N || !NRHS) return 0;
|
77
|
+
|
78
|
+
const DType ONE = 1;
|
79
|
+
|
80
|
+
if (Order == CblasColMajor) {
|
81
|
+
if (Trans == CblasNoTrans) {
|
82
|
+
nm::math::laswp<DType>(NRHS, B, ldb, 0, N, ipiv, 1);
|
83
|
+
nm::math::trsm<DType>(Order, CblasLeft, CblasLower, CblasNoTrans, CblasUnit, N, NRHS, ONE, A, lda, B, ldb);
|
84
|
+
nm::math::trsm<DType>(Order, CblasLeft, CblasUpper, CblasNoTrans, CblasNonUnit, N, NRHS, ONE, A, lda, B, ldb);
|
85
|
+
} else {
|
86
|
+
nm::math::trsm<DType>(Order, CblasLeft, CblasUpper, Trans, CblasNonUnit, N, NRHS, ONE, A, lda, B, ldb);
|
87
|
+
nm::math::trsm<DType>(Order, CblasLeft, CblasLower, Trans, CblasUnit, N, NRHS, ONE, A, lda, B, ldb);
|
88
|
+
nm::math::laswp<DType>(NRHS, B, ldb, 0, N, ipiv, -1);
|
89
|
+
}
|
90
|
+
} else {
|
91
|
+
if (Trans == CblasNoTrans) {
|
92
|
+
nm::math::trsm<DType>(Order, CblasRight, CblasLower, CblasTrans, CblasNonUnit, NRHS, N, ONE, A, lda, B, ldb);
|
93
|
+
nm::math::trsm<DType>(Order, CblasRight, CblasUpper, CblasTrans, CblasUnit, NRHS, N, ONE, A, lda, B, ldb);
|
94
|
+
nm::math::laswp<DType>(NRHS, B, ldb, 0, N, ipiv, -1);
|
95
|
+
} else {
|
96
|
+
nm::math::laswp<DType>(NRHS, B, ldb, 0, N, ipiv, 1);
|
97
|
+
nm::math::trsm<DType>(Order, CblasRight, CblasUpper, CblasNoTrans, CblasUnit, NRHS, N, ONE, A, lda, B, ldb);
|
98
|
+
nm::math::trsm<DType>(Order, CblasRight, CblasLower, CblasNoTrans, CblasNonUnit, NRHS, N, ONE, A, lda, B, ldb);
|
99
|
+
}
|
100
|
+
}
|
101
|
+
return 0;
|
102
|
+
}
|
103
|
+
|
104
|
+
|
105
|
+
/*
|
106
|
+
* Function signature conversion for calling LAPACK's getrs functions as directly as possible.
|
107
|
+
*
|
108
|
+
* For documentation: http://www.netlib.org/lapack/double/dgetrs.f
|
109
|
+
*
|
110
|
+
* This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
|
111
|
+
*/
|
112
|
+
template <typename DType>
|
113
|
+
inline int clapack_getrs(const enum CBLAS_ORDER order, const enum CBLAS_TRANSPOSE trans, const int n, const int nrhs,
|
114
|
+
const void* a, const int lda, const int* ipiv, void* b, const int ldb) {
|
115
|
+
return getrs<DType>(order, trans, n, nrhs, reinterpret_cast<const DType*>(a), lda, ipiv, reinterpret_cast<DType*>(b), ldb);
|
116
|
+
}
|
117
|
+
|
118
|
+
|
119
|
+
} } // end nm::math
|
120
|
+
|
121
|
+
#endif // GETRS_H
|
@@ -0,0 +1,79 @@
|
|
1
|
+
/////////////////////////////////////////////////////////////////////
|
2
|
+
// = NMatrix
|
3
|
+
//
|
4
|
+
// A linear algebra library for scientific computation in Ruby.
|
5
|
+
// NMatrix is part of SciRuby.
|
6
|
+
//
|
7
|
+
// NMatrix was originally inspired by and derived from NArray, by
|
8
|
+
// Masahiro Tanaka: http://narray.rubyforge.org
|
9
|
+
//
|
10
|
+
// == Copyright Information
|
11
|
+
//
|
12
|
+
// SciRuby is Copyright (c) 2010 - 2014, Ruby Science Foundation
|
13
|
+
// NMatrix is Copyright (c) 2012 - 2014, John Woods and the Ruby Science Foundation
|
14
|
+
//
|
15
|
+
// Please see LICENSE.txt for additional copyright notices.
|
16
|
+
//
|
17
|
+
// == Contributing
|
18
|
+
//
|
19
|
+
// By contributing source code to SciRuby, you agree to be bound by
|
20
|
+
// our Contributor Agreement:
|
21
|
+
//
|
22
|
+
// * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
|
23
|
+
//
|
24
|
+
// == imax.h
|
25
|
+
//
|
26
|
+
// BLAS level 1 function imax.
|
27
|
+
//
|
28
|
+
|
29
|
+
#ifndef IMAX_H
|
30
|
+
#define IMAX_H
|
31
|
+
|
32
|
+
namespace nm { namespace math {
|
33
|
+
|
34
|
+
template<typename DType>
|
35
|
+
inline int imax(const int n, const DType *x, const int incx) {
|
36
|
+
|
37
|
+
if (n < 1 || incx <= 0) {
|
38
|
+
return -1;
|
39
|
+
}
|
40
|
+
if (n == 1) {
|
41
|
+
return 0;
|
42
|
+
}
|
43
|
+
|
44
|
+
DType dmax;
|
45
|
+
int imax = 0;
|
46
|
+
|
47
|
+
if (incx == 1) { // if incrementing by 1
|
48
|
+
|
49
|
+
dmax = abs(x[0]);
|
50
|
+
|
51
|
+
for (int i = 1; i < n; ++i) {
|
52
|
+
if (std::abs(x[i]) > dmax) {
|
53
|
+
imax = i;
|
54
|
+
dmax = std::abs(x[i]);
|
55
|
+
}
|
56
|
+
}
|
57
|
+
|
58
|
+
} else { // if incrementing by more than 1
|
59
|
+
|
60
|
+
dmax = std::abs(x[0]);
|
61
|
+
|
62
|
+
for (int i = 1, ix = incx; i < n; ++i, ix += incx) {
|
63
|
+
if (std::abs(x[ix]) > dmax) {
|
64
|
+
imax = i;
|
65
|
+
dmax = std::abs(x[ix]);
|
66
|
+
}
|
67
|
+
}
|
68
|
+
}
|
69
|
+
return imax;
|
70
|
+
}
|
71
|
+
|
72
|
+
template<typename DType>
|
73
|
+
inline int cblas_imax(const int n, const void* x, const int incx) {
|
74
|
+
return imax<DType>(n, reinterpret_cast<const DType*>(x), incx);
|
75
|
+
}
|
76
|
+
|
77
|
+
}} // end of namespace nm::math
|
78
|
+
|
79
|
+
#endif /* IMAX_H */
|
@@ -0,0 +1,165 @@
|
|
1
|
+
/////////////////////////////////////////////////////////////////////
|
2
|
+
// = NMatrix
|
3
|
+
//
|
4
|
+
// A linear algebra library for scientific computation in Ruby.
|
5
|
+
// NMatrix is part of SciRuby.
|
6
|
+
//
|
7
|
+
// NMatrix was originally inspired by and derived from NArray, by
|
8
|
+
// Masahiro Tanaka: http://narray.rubyforge.org
|
9
|
+
//
|
10
|
+
// == Copyright Information
|
11
|
+
//
|
12
|
+
// SciRuby is Copyright (c) 2010 - 2014, Ruby Science Foundation
|
13
|
+
// NMatrix is Copyright (c) 2012 - 2014, John Woods and the Ruby Science Foundation
|
14
|
+
//
|
15
|
+
// Please see LICENSE.txt for additional copyright notices.
|
16
|
+
//
|
17
|
+
// == Contributing
|
18
|
+
//
|
19
|
+
// By contributing source code to SciRuby, you agree to be bound by
|
20
|
+
// our Contributor Agreement:
|
21
|
+
//
|
22
|
+
// * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
|
23
|
+
//
|
24
|
+
// == laswp.h
|
25
|
+
//
|
26
|
+
// laswp function in native C++.
|
27
|
+
//
|
28
|
+
/*
|
29
|
+
* Automatically Tuned Linear Algebra Software v3.8.4
|
30
|
+
* (C) Copyright 1999 R. Clint Whaley
|
31
|
+
*
|
32
|
+
* Redistribution and use in source and binary forms, with or without
|
33
|
+
* modification, are permitted provided that the following conditions
|
34
|
+
* are met:
|
35
|
+
* 1. Redistributions of source code must retain the above copyright
|
36
|
+
* notice, this list of conditions and the following disclaimer.
|
37
|
+
* 2. Redistributions in binary form must reproduce the above copyright
|
38
|
+
* notice, this list of conditions, and the following disclaimer in the
|
39
|
+
* documentation and/or other materials provided with the distribution.
|
40
|
+
* 3. The name of the ATLAS group or the names of its contributers may
|
41
|
+
* not be used to endorse or promote products derived from this
|
42
|
+
* software without specific written permission.
|
43
|
+
*
|
44
|
+
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
|
45
|
+
* ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED
|
46
|
+
* TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
|
47
|
+
* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE ATLAS GROUP OR ITS CONTRIBUTORS
|
48
|
+
* BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
|
49
|
+
* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
|
50
|
+
* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
|
51
|
+
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
|
52
|
+
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
|
53
|
+
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
|
54
|
+
* POSSIBILITY OF SUCH DAMAGE.
|
55
|
+
*
|
56
|
+
*/
|
57
|
+
|
58
|
+
#ifndef LASWP_H
|
59
|
+
#define LASWP_H
|
60
|
+
|
61
|
+
namespace nm { namespace math {
|
62
|
+
|
63
|
+
|
64
|
+
/*
|
65
|
+
* ATLAS function which performs row interchanges on a general rectangular matrix. Modeled after the LAPACK LASWP function.
|
66
|
+
*
|
67
|
+
* This version is templated for use by template <> getrf().
|
68
|
+
*/
|
69
|
+
template <typename DType>
|
70
|
+
inline void laswp(const int N, DType* A, const int lda, const int K1, const int K2, const int *piv, const int inci) {
|
71
|
+
//const int n = K2 - K1; // not sure why this is declared. commented it out because it's unused.
|
72
|
+
|
73
|
+
int nb = N >> 5;
|
74
|
+
|
75
|
+
const int mr = N - (nb<<5);
|
76
|
+
const int incA = lda << 5;
|
77
|
+
|
78
|
+
if (K2 < K1) return;
|
79
|
+
|
80
|
+
int i1, i2;
|
81
|
+
if (inci < 0) {
|
82
|
+
piv -= (K2-1) * inci;
|
83
|
+
i1 = K2 - 1;
|
84
|
+
i2 = K1;
|
85
|
+
} else {
|
86
|
+
piv += K1 * inci;
|
87
|
+
i1 = K1;
|
88
|
+
i2 = K2-1;
|
89
|
+
}
|
90
|
+
|
91
|
+
if (nb) {
|
92
|
+
|
93
|
+
do {
|
94
|
+
const int* ipiv = piv;
|
95
|
+
int i = i1;
|
96
|
+
int KeepOn;
|
97
|
+
|
98
|
+
do {
|
99
|
+
int ip = *ipiv; ipiv += inci;
|
100
|
+
|
101
|
+
if (ip != i) {
|
102
|
+
DType *a0 = &(A[i]),
|
103
|
+
*a1 = &(A[ip]);
|
104
|
+
|
105
|
+
for (register int h = 32; h; h--) {
|
106
|
+
DType r = *a0;
|
107
|
+
*a0 = *a1;
|
108
|
+
*a1 = r;
|
109
|
+
|
110
|
+
a0 += lda;
|
111
|
+
a1 += lda;
|
112
|
+
}
|
113
|
+
|
114
|
+
}
|
115
|
+
if (inci > 0) KeepOn = (++i <= i2);
|
116
|
+
else KeepOn = (--i >= i2);
|
117
|
+
|
118
|
+
} while (KeepOn);
|
119
|
+
A += incA;
|
120
|
+
} while (--nb);
|
121
|
+
}
|
122
|
+
|
123
|
+
if (mr) {
|
124
|
+
const int* ipiv = piv;
|
125
|
+
int i = i1;
|
126
|
+
int KeepOn;
|
127
|
+
|
128
|
+
do {
|
129
|
+
int ip = *ipiv; ipiv += inci;
|
130
|
+
if (ip != i) {
|
131
|
+
DType *a0 = &(A[i]),
|
132
|
+
*a1 = &(A[ip]);
|
133
|
+
|
134
|
+
for (register int h = mr; h; h--) {
|
135
|
+
DType r = *a0;
|
136
|
+
*a0 = *a1;
|
137
|
+
*a1 = r;
|
138
|
+
|
139
|
+
a0 += lda;
|
140
|
+
a1 += lda;
|
141
|
+
}
|
142
|
+
}
|
143
|
+
|
144
|
+
if (inci > 0) KeepOn = (++i <= i2);
|
145
|
+
else KeepOn = (--i >= i2);
|
146
|
+
|
147
|
+
} while (KeepOn);
|
148
|
+
}
|
149
|
+
}
|
150
|
+
|
151
|
+
|
152
|
+
/*
|
153
|
+
* Function signature conversion for calling LAPACK's laswp functions as directly as possible.
|
154
|
+
*
|
155
|
+
* For documentation: http://www.netlib.org/lapack/double/dlaswp.f
|
156
|
+
*
|
157
|
+
* This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
|
158
|
+
*/
|
159
|
+
template <typename DType>
|
160
|
+
inline void clapack_laswp(const int n, void* a, const int lda, const int k1, const int k2, const int* ipiv, const int incx) {
|
161
|
+
laswp<DType>(n, reinterpret_cast<DType*>(a), lda, k1, k2, ipiv, incx);
|
162
|
+
}
|
163
|
+
|
164
|
+
} } // namespace nm::math
|
165
|
+
#endif // LASWP_H
|
@@ -0,0 +1,49 @@
|
|
1
|
+
/////////////////////////////////////////////////////////////////////
|
2
|
+
// = NMatrix
|
3
|
+
//
|
4
|
+
// A linear algebra library for scientific computation in Ruby.
|
5
|
+
// NMatrix is part of SciRuby.
|
6
|
+
//
|
7
|
+
// NMatrix was originally inspired by and derived from NArray, by
|
8
|
+
// Masahiro Tanaka: http://narray.rubyforge.org
|
9
|
+
//
|
10
|
+
// == Copyright Information
|
11
|
+
//
|
12
|
+
// SciRuby is Copyright (c) 2010 - 2014, Ruby Science Foundation
|
13
|
+
// NMatrix is Copyright (c) 2012 - 2014, John Woods and the Ruby Science Foundation
|
14
|
+
//
|
15
|
+
// Please see LICENSE.txt for additional copyright notices.
|
16
|
+
//
|
17
|
+
// == Contributing
|
18
|
+
//
|
19
|
+
// By contributing source code to SciRuby, you agree to be bound by
|
20
|
+
// our Contributor Agreement:
|
21
|
+
//
|
22
|
+
// * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
|
23
|
+
//
|
24
|
+
// == long_dtype.h
|
25
|
+
//
|
26
|
+
// Declarations necessary for the native versions of GEMM and GEMV.
|
27
|
+
//
|
28
|
+
|
29
|
+
#ifndef LONG_DTYPE_H
|
30
|
+
#define LONG_DTYPE_H
|
31
|
+
|
32
|
+
namespace nm { namespace math {
|
33
|
+
// These allow an increase in precision for intermediate values of gemm and gemv.
|
34
|
+
// See also: http://stackoverflow.com/questions/11873694/how-does-one-increase-precision-in-c-templates-in-a-template-typename-dependen
|
35
|
+
template <typename DType> struct LongDType;
|
36
|
+
template <> struct LongDType<uint8_t> { typedef int16_t type; };
|
37
|
+
template <> struct LongDType<int8_t> { typedef int16_t type; };
|
38
|
+
template <> struct LongDType<int16_t> { typedef int32_t type; };
|
39
|
+
template <> struct LongDType<int32_t> { typedef int64_t type; };
|
40
|
+
template <> struct LongDType<int64_t> { typedef int64_t type; };
|
41
|
+
template <> struct LongDType<float> { typedef double type; };
|
42
|
+
template <> struct LongDType<double> { typedef double type; };
|
43
|
+
template <> struct LongDType<Complex64> { typedef Complex128 type; };
|
44
|
+
template <> struct LongDType<Complex128> { typedef Complex128 type; };
|
45
|
+
template <> struct LongDType<RubyObject> { typedef RubyObject type; };
|
46
|
+
|
47
|
+
}} // end of namespace nm::math
|
48
|
+
|
49
|
+
#endif
|
@@ -0,0 +1,744 @@
|
|
1
|
+
/////////////////////////////////////////////////////////////////////
|
2
|
+
// = NMatrix
|
3
|
+
//
|
4
|
+
// A linear algebra library for scientific computation in Ruby.
|
5
|
+
// NMatrix is part of SciRuby.
|
6
|
+
//
|
7
|
+
// NMatrix was originally inspired by and derived from NArray, by
|
8
|
+
// Masahiro Tanaka: http://narray.rubyforge.org
|
9
|
+
//
|
10
|
+
// == Copyright Information
|
11
|
+
//
|
12
|
+
// SciRuby is Copyright (c) 2010 - 2014, Ruby Science Foundation
|
13
|
+
// NMatrix is Copyright (c) 2012 - 2014, John Woods and the Ruby Science Foundation
|
14
|
+
//
|
15
|
+
// Please see LICENSE.txt for additional copyright notices.
|
16
|
+
//
|
17
|
+
// == Contributing
|
18
|
+
//
|
19
|
+
// By contributing source code to SciRuby, you agree to be bound by
|
20
|
+
// our Contributor Agreement:
|
21
|
+
//
|
22
|
+
// * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
|
23
|
+
//
|
24
|
+
// == math.h
|
25
|
+
//
|
26
|
+
// Header file for math functions, interfacing with BLAS, etc.
|
27
|
+
//
|
28
|
+
// For instructions on adding CBLAS and CLAPACK functions, see the
|
29
|
+
// beginning of math.cpp.
|
30
|
+
//
|
31
|
+
// Some of these functions are from ATLAS. Here is the license for
|
32
|
+
// ATLAS:
|
33
|
+
//
|
34
|
+
/*
|
35
|
+
* Automatically Tuned Linear Algebra Software v3.8.4
|
36
|
+
* (C) Copyright 1999 R. Clint Whaley
|
37
|
+
*
|
38
|
+
* Redistribution and use in source and binary forms, with or without
|
39
|
+
* modification, are permitted provided that the following conditions
|
40
|
+
* are met:
|
41
|
+
* 1. Redistributions of source code must retain the above copyright
|
42
|
+
* notice, this list of conditions and the following disclaimer.
|
43
|
+
* 2. Redistributions in binary form must reproduce the above copyright
|
44
|
+
* notice, this list of conditions, and the following disclaimer in the
|
45
|
+
* documentation and/or other materials provided with the distribution.
|
46
|
+
* 3. The name of the ATLAS group or the names of its contributers may
|
47
|
+
* not be used to endorse or promote products derived from this
|
48
|
+
* software without specific written permission.
|
49
|
+
*
|
50
|
+
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
|
51
|
+
* ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED
|
52
|
+
* TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
|
53
|
+
* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE ATLAS GROUP OR ITS CONTRIBUTORS
|
54
|
+
* BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
|
55
|
+
* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
|
56
|
+
* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
|
57
|
+
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
|
58
|
+
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
|
59
|
+
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
|
60
|
+
* POSSIBILITY OF SUCH DAMAGE.
|
61
|
+
*
|
62
|
+
*/
|
63
|
+
|
64
|
+
#ifndef MATH_H
|
65
|
+
#define MATH_H
|
66
|
+
|
67
|
+
/*
|
68
|
+
* Standard Includes
|
69
|
+
*/
|
70
|
+
|
71
|
+
#include "cblas_enums.h"
|
72
|
+
|
73
|
+
#include <algorithm> // std::min, std::max
|
74
|
+
#include <limits> // std::numeric_limits
|
75
|
+
|
76
|
+
/*
|
77
|
+
* Project Includes
|
78
|
+
*/
|
79
|
+
|
80
|
+
/*
|
81
|
+
* Macros
|
82
|
+
*/
|
83
|
+
#define REAL_RECURSE_LIMIT 4
|
84
|
+
|
85
|
+
/*
|
86
|
+
* Data
|
87
|
+
*/
|
88
|
+
|
89
|
+
|
90
|
+
extern "C" {
|
91
|
+
/*
|
92
|
+
* C accessors.
|
93
|
+
*/
|
94
|
+
|
95
|
+
void nm_math_transpose_generic(const size_t M, const size_t N, const void* A, const int lda, void* B, const int ldb, size_t element_size);
|
96
|
+
void nm_math_init_blas(void);
|
97
|
+
|
98
|
+
/*
|
99
|
+
* Pure math implementations.
|
100
|
+
*/
|
101
|
+
void nm_math_solve(VALUE lu, VALUE b, VALUE x, VALUE ipiv);
|
102
|
+
void nm_math_inverse(const int M, void* A_elements, nm::dtype_t dtype);
|
103
|
+
void nm_math_hessenberg(VALUE a);
|
104
|
+
void nm_math_det_exact(const int M, const void* elements, const int lda, nm::dtype_t dtype, void* result);
|
105
|
+
void nm_math_inverse_exact(const int M, const void* A_elements, const int lda, void* B_elements, const int ldb, nm::dtype_t dtype);
|
106
|
+
}
|
107
|
+
|
108
|
+
|
109
|
+
namespace nm {
|
110
|
+
namespace math {
|
111
|
+
|
112
|
+
/*
|
113
|
+
* Types
|
114
|
+
*/
|
115
|
+
|
116
|
+
|
117
|
+
/*
|
118
|
+
* Functions
|
119
|
+
*/
|
120
|
+
|
121
|
+
// Yale: numeric matrix multiply c=a*b
|
122
|
+
template <typename DType>
|
123
|
+
inline void numbmm(const unsigned int n, const unsigned int m, const unsigned int l, const IType* ia, const IType* ja, const DType* a, const bool diaga,
|
124
|
+
const IType* ib, const IType* jb, const DType* b, const bool diagb, IType* ic, IType* jc, DType* c, const bool diagc) {
|
125
|
+
const unsigned int max_lmn = std::max(std::max(m, n), l);
|
126
|
+
IType next[max_lmn];
|
127
|
+
DType sums[max_lmn];
|
128
|
+
|
129
|
+
DType v;
|
130
|
+
|
131
|
+
IType head, length, temp, ndnz = 0;
|
132
|
+
IType minmn = std::min(m,n);
|
133
|
+
IType minlm = std::min(l,m);
|
134
|
+
|
135
|
+
for (IType idx = 0; idx < max_lmn; ++idx) { // initialize scratch arrays
|
136
|
+
next[idx] = std::numeric_limits<IType>::max();
|
137
|
+
sums[idx] = 0;
|
138
|
+
}
|
139
|
+
|
140
|
+
for (IType i = 0; i < n; ++i) { // walk down the rows
|
141
|
+
head = std::numeric_limits<IType>::max()-1; // head gets assigned as whichever column of B's row j we last visited
|
142
|
+
length = 0;
|
143
|
+
|
144
|
+
for (IType jj = ia[i]; jj <= ia[i+1]; ++jj) { // walk through entries in each row
|
145
|
+
IType j;
|
146
|
+
|
147
|
+
if (jj == ia[i+1]) { // if we're in the last entry for this row:
|
148
|
+
if (!diaga || i >= minmn) continue;
|
149
|
+
j = i; // if it's a new Yale matrix, and last entry, get the diagonal position (j) and entry (ajj)
|
150
|
+
v = a[i];
|
151
|
+
} else {
|
152
|
+
j = ja[jj]; // if it's not the last entry for this row, get the column (j) and entry (ajj)
|
153
|
+
v = a[jj];
|
154
|
+
}
|
155
|
+
|
156
|
+
for (IType kk = ib[j]; kk <= ib[j+1]; ++kk) {
|
157
|
+
|
158
|
+
IType k;
|
159
|
+
|
160
|
+
if (kk == ib[j+1]) { // Get the column id for that entry
|
161
|
+
if (!diagb || j >= minlm) continue;
|
162
|
+
k = j;
|
163
|
+
sums[k] += v*b[k];
|
164
|
+
} else {
|
165
|
+
k = jb[kk];
|
166
|
+
sums[k] += v*b[kk];
|
167
|
+
}
|
168
|
+
|
169
|
+
if (next[k] == std::numeric_limits<IType>::max()) {
|
170
|
+
next[k] = head;
|
171
|
+
head = k;
|
172
|
+
++length;
|
173
|
+
}
|
174
|
+
} // end of kk loop
|
175
|
+
} // end of jj loop
|
176
|
+
|
177
|
+
for (IType jj = 0; jj < length; ++jj) {
|
178
|
+
if (sums[head] != 0) {
|
179
|
+
if (diagc && head == i) {
|
180
|
+
c[head] = sums[head];
|
181
|
+
} else {
|
182
|
+
jc[n+1+ndnz] = head;
|
183
|
+
c[n+1+ndnz] = sums[head];
|
184
|
+
++ndnz;
|
185
|
+
}
|
186
|
+
}
|
187
|
+
|
188
|
+
temp = head;
|
189
|
+
head = next[head];
|
190
|
+
|
191
|
+
next[temp] = std::numeric_limits<IType>::max();
|
192
|
+
sums[temp] = 0;
|
193
|
+
}
|
194
|
+
|
195
|
+
ic[i+1] = n+1+ndnz;
|
196
|
+
}
|
197
|
+
} /* numbmm_ */
|
198
|
+
|
199
|
+
|
200
|
+
/*
|
201
|
+
template <typename DType, typename IType>
|
202
|
+
inline void new_yale_matrix_multiply(const unsigned int m, const IType* ija, const DType* a, const IType* ijb, const DType* b, YALE_STORAGE* c_storage) {
|
203
|
+
unsigned int n = c_storage->shape[0],
|
204
|
+
l = c_storage->shape[1];
|
205
|
+
|
206
|
+
// Create a working vector of dimension max(m,l,n) and initial value IType::max():
|
207
|
+
std::vector<IType> mask(std::max(std::max(m,l),n), std::numeric_limits<IType>::max());
|
208
|
+
|
209
|
+
for (IType i = 0; i < n; ++i) { // A.rows.each_index do |i|
|
210
|
+
|
211
|
+
IType j, k;
|
212
|
+
size_t ndnz;
|
213
|
+
|
214
|
+
for (IType jj = ija[i]; jj <= ija[i+1]; ++jj) { // walk through column pointers for row i of A
|
215
|
+
j = (jj == ija[i+1]) ? i : ija[jj]; // Get the current column index (handle diagonals last)
|
216
|
+
|
217
|
+
if (j >= m) {
|
218
|
+
if (j == ija[jj]) rb_raise(rb_eIndexError, "ija array for left-hand matrix contains an out-of-bounds column index %u at position %u", jj, j);
|
219
|
+
else break;
|
220
|
+
}
|
221
|
+
|
222
|
+
for (IType kk = ijb[j]; kk <= ijb[j+1]; ++kk) { // walk through column pointers for row j of B
|
223
|
+
if (j >= m) continue; // first of all, does B *have* a row j?
|
224
|
+
k = (kk == ijb[j+1]) ? j : ijb[kk]; // Get the current column index (handle diagonals last)
|
225
|
+
|
226
|
+
if (k >= l) {
|
227
|
+
if (k == ijb[kk]) rb_raise(rb_eIndexError, "ija array for right-hand matrix contains an out-of-bounds column index %u at position %u", kk, k);
|
228
|
+
else break;
|
229
|
+
}
|
230
|
+
|
231
|
+
if (mask[k] == )
|
232
|
+
}
|
233
|
+
|
234
|
+
}
|
235
|
+
}
|
236
|
+
}
|
237
|
+
*/
|
238
|
+
|
239
|
+
// Yale: Symbolic matrix multiply c=a*b
|
240
|
+
inline size_t symbmm(const unsigned int n, const unsigned int m, const unsigned int l, const IType* ia, const IType* ja, const bool diaga,
|
241
|
+
const IType* ib, const IType* jb, const bool diagb, IType* ic, const bool diagc) {
|
242
|
+
unsigned int max_lmn = std::max(std::max(m,n), l);
|
243
|
+
IType mask[max_lmn]; // INDEX in the SMMP paper.
|
244
|
+
IType j, k; /* Local variables */
|
245
|
+
size_t ndnz = n;
|
246
|
+
|
247
|
+
for (IType idx = 0; idx < max_lmn; ++idx)
|
248
|
+
mask[idx] = std::numeric_limits<IType>::max();
|
249
|
+
|
250
|
+
if (ic) { // Only write to ic if it's supplied; otherwise, we're just counting.
|
251
|
+
if (diagc) ic[0] = n+1;
|
252
|
+
else ic[0] = 0;
|
253
|
+
}
|
254
|
+
|
255
|
+
IType minmn = std::min(m,n);
|
256
|
+
IType minlm = std::min(l,m);
|
257
|
+
|
258
|
+
for (IType i = 0; i < n; ++i) { // MAIN LOOP: through rows
|
259
|
+
|
260
|
+
for (IType jj = ia[i]; jj <= ia[i+1]; ++jj) { // merge row lists, walking through columns in each row
|
261
|
+
|
262
|
+
// j <- column index given by JA[jj], or handle diagonal.
|
263
|
+
if (jj == ia[i+1]) { // Don't really do it the last time -- just handle diagonals in a new yale matrix.
|
264
|
+
if (!diaga || i >= minmn) continue;
|
265
|
+
j = i;
|
266
|
+
} else j = ja[jj];
|
267
|
+
|
268
|
+
for (IType kk = ib[j]; kk <= ib[j+1]; ++kk) { // Now walk through columns K of row J in matrix B.
|
269
|
+
if (kk == ib[j+1]) {
|
270
|
+
if (!diagb || j >= minlm) continue;
|
271
|
+
k = j;
|
272
|
+
} else k = jb[kk];
|
273
|
+
|
274
|
+
if (mask[k] != i) {
|
275
|
+
mask[k] = i;
|
276
|
+
++ndnz;
|
277
|
+
}
|
278
|
+
}
|
279
|
+
}
|
280
|
+
|
281
|
+
if (diagc && mask[i] == std::numeric_limits<IType>::max()) --ndnz;
|
282
|
+
|
283
|
+
if (ic) ic[i+1] = ndnz;
|
284
|
+
}
|
285
|
+
|
286
|
+
return ndnz;
|
287
|
+
} /* symbmm_ */
|
288
|
+
|
289
|
+
|
290
|
+
// In-place quicksort (from Wikipedia) -- called by smmp_sort_columns, below. All functions are inclusive of left, right.
|
291
|
+
namespace smmp_sort {
|
292
|
+
const size_t THRESHOLD = 4; // switch to insertion sort for 4 elements or fewer
|
293
|
+
|
294
|
+
template <typename DType>
|
295
|
+
void print_array(DType* vals, IType* array, IType left, IType right) {
|
296
|
+
for (IType i = left; i <= right; ++i) {
|
297
|
+
std::cerr << array[i] << ":" << vals[i] << " ";
|
298
|
+
}
|
299
|
+
std::cerr << std::endl;
|
300
|
+
}
|
301
|
+
|
302
|
+
template <typename DType>
|
303
|
+
IType partition(DType* vals, IType* array, IType left, IType right, IType pivot) {
|
304
|
+
IType pivotJ = array[pivot];
|
305
|
+
DType pivotV = vals[pivot];
|
306
|
+
|
307
|
+
// Swap pivot and right
|
308
|
+
array[pivot] = array[right];
|
309
|
+
vals[pivot] = vals[right];
|
310
|
+
array[right] = pivotJ;
|
311
|
+
vals[right] = pivotV;
|
312
|
+
|
313
|
+
IType store = left;
|
314
|
+
for (IType idx = left; idx < right; ++idx) {
|
315
|
+
if (array[idx] <= pivotJ) {
|
316
|
+
// Swap i and store
|
317
|
+
std::swap(array[idx], array[store]);
|
318
|
+
std::swap(vals[idx], vals[store]);
|
319
|
+
++store;
|
320
|
+
}
|
321
|
+
}
|
322
|
+
|
323
|
+
std::swap(array[store], array[right]);
|
324
|
+
std::swap(vals[store], vals[right]);
|
325
|
+
|
326
|
+
return store;
|
327
|
+
}
|
328
|
+
|
329
|
+
// Recommended to use the median of left, right, and mid for the pivot.
|
330
|
+
template <typename I>
|
331
|
+
inline I median(I a, I b, I c) {
|
332
|
+
if (a < b) {
|
333
|
+
if (b < c) return b; // a b c
|
334
|
+
if (a < c) return c; // a c b
|
335
|
+
return a; // c a b
|
336
|
+
|
337
|
+
} else { // a > b
|
338
|
+
if (a < c) return a; // b a c
|
339
|
+
if (b < c) return c; // b c a
|
340
|
+
return b; // c b a
|
341
|
+
}
|
342
|
+
}
|
343
|
+
|
344
|
+
|
345
|
+
// Insertion sort is more efficient than quicksort for small N
|
346
|
+
template <typename DType>
|
347
|
+
void insertion_sort(DType* vals, IType* array, IType left, IType right) {
|
348
|
+
for (IType idx = left; idx <= right; ++idx) {
|
349
|
+
IType col_to_insert = array[idx];
|
350
|
+
DType val_to_insert = vals[idx];
|
351
|
+
|
352
|
+
IType hole_pos = idx;
|
353
|
+
for (; hole_pos > left && col_to_insert < array[hole_pos-1]; --hole_pos) {
|
354
|
+
array[hole_pos] = array[hole_pos - 1]; // shift the larger column index up
|
355
|
+
vals[hole_pos] = vals[hole_pos - 1]; // value goes along with it
|
356
|
+
}
|
357
|
+
|
358
|
+
array[hole_pos] = col_to_insert;
|
359
|
+
vals[hole_pos] = val_to_insert;
|
360
|
+
}
|
361
|
+
}
|
362
|
+
|
363
|
+
|
364
|
+
template <typename DType>
|
365
|
+
void quicksort(DType* vals, IType* array, IType left, IType right) {
|
366
|
+
|
367
|
+
if (left < right) {
|
368
|
+
if (right - left < THRESHOLD) {
|
369
|
+
insertion_sort(vals, array, left, right);
|
370
|
+
} else {
|
371
|
+
// choose any pivot such that left < pivot < right
|
372
|
+
IType pivot = median<IType>(left, right, (IType)(((unsigned long)left + (unsigned long)right) / 2));
|
373
|
+
pivot = partition(vals, array, left, right, pivot);
|
374
|
+
|
375
|
+
// recursively sort elements smaller than the pivot
|
376
|
+
quicksort<DType>(vals, array, left, pivot-1);
|
377
|
+
|
378
|
+
// recursively sort elements at least as big as the pivot
|
379
|
+
quicksort<DType>(vals, array, pivot+1, right);
|
380
|
+
}
|
381
|
+
}
|
382
|
+
}
|
383
|
+
|
384
|
+
|
385
|
+
}; // end of namespace smmp_sort
|
386
|
+
|
387
|
+
|
388
|
+
/*
|
389
|
+
* For use following symbmm and numbmm. Sorts the matrix entries in each row according to the column index.
|
390
|
+
* This utilizes quicksort, which is an in-place unstable sort (since there are no duplicate entries, we don't care
|
391
|
+
* about stability).
|
392
|
+
*
|
393
|
+
* TODO: It might be worthwhile to do a test for free memory, and if available, use an unstable sort that isn't in-place.
|
394
|
+
*
|
395
|
+
* TODO: It's actually probably possible to write an even faster sort, since symbmm/numbmm are not producing a random
|
396
|
+
* ordering. If someone is doing a lot of Yale matrix multiplication, it might benefit them to consider even insertion
|
397
|
+
* sort.
|
398
|
+
*/
|
399
|
+
template <typename DType>
|
400
|
+
inline void smmp_sort_columns(const size_t n, const IType* ia, IType* ja, DType* a) {
|
401
|
+
for (size_t i = 0; i < n; ++i) {
|
402
|
+
if (ia[i+1] - ia[i] < 2) continue; // no need to sort rows containing only one or two elements.
|
403
|
+
else if (ia[i+1] - ia[i] <= smmp_sort::THRESHOLD) {
|
404
|
+
smmp_sort::insertion_sort<DType>(a, ja, ia[i], ia[i+1]-1); // faster for small rows
|
405
|
+
} else {
|
406
|
+
smmp_sort::quicksort<DType>(a, ja, ia[i], ia[i+1]-1); // faster for large rows (and may call insertion_sort as well)
|
407
|
+
}
|
408
|
+
}
|
409
|
+
}
|
410
|
+
|
411
|
+
|
412
|
+
// Copies an upper row-major array from U, zeroing U; U is unit, so diagonal is not copied.
|
413
|
+
//
|
414
|
+
// From ATLAS 3.8.0.
|
415
|
+
template <typename DType>
|
416
|
+
static inline void trcpzeroU(const int M, const int N, DType* U, const int ldu, DType* C, const int ldc) {
|
417
|
+
|
418
|
+
for (int i = 0; i != M; ++i) {
|
419
|
+
for (int j = i+1; j < N; ++j) {
|
420
|
+
C[j] = U[j];
|
421
|
+
U[j] = 0;
|
422
|
+
}
|
423
|
+
|
424
|
+
C += ldc;
|
425
|
+
U += ldu;
|
426
|
+
}
|
427
|
+
}
|
428
|
+
|
429
|
+
|
430
|
+
/*
|
431
|
+
* Un-comment the following lines when we figure out how to calculate NB for each of the ATLAS-derived
|
432
|
+
* functions. This is probably really complicated.
|
433
|
+
*
|
434
|
+
* Also needed: ATL_MulByNB, ATL_DivByNB (both defined in the build process for ATLAS), and ATL_mmMU.
|
435
|
+
*
|
436
|
+
*/
|
437
|
+
|
438
|
+
/*
|
439
|
+
|
440
|
+
template <bool RowMajor, bool Upper, typename DType>
|
441
|
+
static int trtri_4(const enum CBLAS_DIAG Diag, DType* A, const int lda) {
|
442
|
+
|
443
|
+
if (RowMajor) {
|
444
|
+
DType *pA0 = A, *pA1 = A+lda, *pA2 = A+2*lda, *pA3 = A+3*lda;
|
445
|
+
DType tmp;
|
446
|
+
if (Upper) {
|
447
|
+
DType A01 = pA0[1], A02 = pA0[2], A03 = pA0[3],
|
448
|
+
A12 = pA1[2], A13 = pA1[3],
|
449
|
+
A23 = pA2[3];
|
450
|
+
|
451
|
+
if (Diag == CblasNonUnit) {
|
452
|
+
pA0->inverse();
|
453
|
+
(pA1+1)->inverse();
|
454
|
+
(pA2+2)->inverse();
|
455
|
+
(pA3+3)->inverse();
|
456
|
+
|
457
|
+
pA0[1] = -A01 * pA1[1] * pA0[0];
|
458
|
+
pA1[2] = -A12 * pA2[2] * pA1[1];
|
459
|
+
pA2[3] = -A23 * pA3[3] * pA2[2];
|
460
|
+
|
461
|
+
pA0[2] = -(A01 * pA1[2] + A02 * pA2[2]) * pA0[0];
|
462
|
+
pA1[3] = -(A12 * pA2[3] + A13 * pA3[3]) * pA1[1];
|
463
|
+
|
464
|
+
pA0[3] = -(A01 * pA1[3] + A02 * pA2[3] + A03 * pA3[3]) * pA0[0];
|
465
|
+
|
466
|
+
} else {
|
467
|
+
|
468
|
+
pA0[1] = -A01;
|
469
|
+
pA1[2] = -A12;
|
470
|
+
pA2[3] = -A23;
|
471
|
+
|
472
|
+
pA0[2] = -(A01 * pA1[2] + A02);
|
473
|
+
pA1[3] = -(A12 * pA2[3] + A13);
|
474
|
+
|
475
|
+
pA0[3] = -(A01 * pA1[3] + A02 * pA2[3] + A03);
|
476
|
+
}
|
477
|
+
|
478
|
+
} else { // Lower
|
479
|
+
DType A10 = pA1[0],
|
480
|
+
A20 = pA2[0], A21 = pA2[1],
|
481
|
+
A30 = PA3[0], A31 = pA3[1], A32 = pA3[2];
|
482
|
+
DType *B10 = pA1,
|
483
|
+
*B20 = pA2,
|
484
|
+
*B30 = pA3,
|
485
|
+
*B21 = pA2+1,
|
486
|
+
*B31 = pA3+1,
|
487
|
+
*B32 = pA3+2;
|
488
|
+
|
489
|
+
|
490
|
+
if (Diag == CblasNonUnit) {
|
491
|
+
pA0->inverse();
|
492
|
+
(pA1+1)->inverse();
|
493
|
+
(pA2+2)->inverse();
|
494
|
+
(pA3+3)->inverse();
|
495
|
+
|
496
|
+
*B10 = -A10 * pA0[0] * pA1[1];
|
497
|
+
*B21 = -A21 * pA1[1] * pA2[2];
|
498
|
+
*B32 = -A32 * pA2[2] * pA3[3];
|
499
|
+
*B20 = -(A20 * pA0[0] + A21 * (*B10)) * pA2[2];
|
500
|
+
*B31 = -(A31 * pA1[1] + A32 * (*B21)) * pA3[3];
|
501
|
+
*B30 = -(A30 * pA0[0] + A31 * (*B10) + A32 * (*B20)) * pA3;
|
502
|
+
} else {
|
503
|
+
*B10 = -A10;
|
504
|
+
*B21 = -A21;
|
505
|
+
*B32 = -A32;
|
506
|
+
*B20 = -(A20 + A21 * (*B10));
|
507
|
+
*B31 = -(A31 + A32 * (*B21));
|
508
|
+
*B30 = -(A30 + A31 * (*B10) + A32 * (*B20));
|
509
|
+
}
|
510
|
+
}
|
511
|
+
|
512
|
+
} else {
|
513
|
+
rb_raise(rb_eNotImpError, "only row-major implemented at this time");
|
514
|
+
}
|
515
|
+
|
516
|
+
return 0;
|
517
|
+
|
518
|
+
}
|
519
|
+
|
520
|
+
|
521
|
+
template <bool RowMajor, bool Upper, typename DType>
|
522
|
+
static int trtri_3(const enum CBLAS_DIAG Diag, DType* A, const int lda) {
|
523
|
+
|
524
|
+
if (RowMajor) {
|
525
|
+
|
526
|
+
DType tmp;
|
527
|
+
|
528
|
+
if (Upper) {
|
529
|
+
DType A01 = pA0[1], A02 = pA0[2], A03 = pA0[3],
|
530
|
+
A12 = pA1[2], A13 = pA1[3];
|
531
|
+
|
532
|
+
DType *B01 = pA0 + 1,
|
533
|
+
*B02 = pA0 + 2,
|
534
|
+
*B12 = pA1 + 2;
|
535
|
+
|
536
|
+
if (Diag == CblasNonUnit) {
|
537
|
+
pA0->inverse();
|
538
|
+
(pA1+1)->inverse();
|
539
|
+
(pA2+2)->inverse();
|
540
|
+
|
541
|
+
*B01 = -A01 * pA1[1] * pA0[0];
|
542
|
+
*B12 = -A12 * pA2[2] * pA1[1];
|
543
|
+
*B02 = -(A01 * (*B12) + A02 * pA2[2]) * pA0[0];
|
544
|
+
} else {
|
545
|
+
*B01 = -A01;
|
546
|
+
*B12 = -A12;
|
547
|
+
*B02 = -(A01 * (*B12) + A02);
|
548
|
+
}
|
549
|
+
|
550
|
+
} else { // Lower
|
551
|
+
DType *pA0=A, *pA1=A+lda, *pA2=A+2*lda;
|
552
|
+
DType A10=pA1[0],
|
553
|
+
A20=pA2[0], A21=pA2[1];
|
554
|
+
|
555
|
+
DType *B10 = pA1,
|
556
|
+
*B20 = pA2;
|
557
|
+
*B21 = pA2+1;
|
558
|
+
|
559
|
+
if (Diag == CblasNonUnit) {
|
560
|
+
pA0->inverse();
|
561
|
+
(pA1+1)->inverse();
|
562
|
+
(pA2+2)->inverse();
|
563
|
+
*B10 = -A10 * pA0[0] * pA1[1];
|
564
|
+
*B21 = -A21 * pA1[1] * pA2[2];
|
565
|
+
*B20 = -(A20 * pA0[0] + A21 * (*B10)) * pA2[2];
|
566
|
+
} else {
|
567
|
+
*B10 = -A10;
|
568
|
+
*B21 = -A21;
|
569
|
+
*B20 = -(A20 + A21 * (*B10));
|
570
|
+
}
|
571
|
+
}
|
572
|
+
|
573
|
+
|
574
|
+
} else {
|
575
|
+
rb_raise(rb_eNotImpError, "only row-major implemented at this time");
|
576
|
+
}
|
577
|
+
|
578
|
+
return 0;
|
579
|
+
|
580
|
+
}
|
581
|
+
|
582
|
+
template <bool RowMajor, bool Upper, bool Real, typename DType>
|
583
|
+
static void trtri(const enum CBLAS_DIAG Diag, const int N, DType* A, const int lda) {
|
584
|
+
DType *Age, *Atr;
|
585
|
+
DType tmp;
|
586
|
+
int Nleft, Nright;
|
587
|
+
|
588
|
+
int ierr = 0;
|
589
|
+
|
590
|
+
static const DType ONE = 1;
|
591
|
+
static const DType MONE -1;
|
592
|
+
static const DType NONE = -1;
|
593
|
+
|
594
|
+
if (RowMajor) {
|
595
|
+
|
596
|
+
// FIXME: Use REAL_RECURSE_LIMIT here for float32 and float64 (instead of 1)
|
597
|
+
if ((Real && N > REAL_RECURSE_LIMIT) || (N > 1)) {
|
598
|
+
Nleft = N >> 1;
|
599
|
+
#ifdef NB
|
600
|
+
if (Nleft > NB) NLeft = ATL_MulByNB(ATL_DivByNB(Nleft));
|
601
|
+
#endif
|
602
|
+
|
603
|
+
Nright = N - Nleft;
|
604
|
+
|
605
|
+
if (Upper) {
|
606
|
+
Age = A + Nleft;
|
607
|
+
Atr = A + (Nleft * (lda+1));
|
608
|
+
|
609
|
+
nm::math::trsm<DType>(CblasRowMajor, CblasRight, CblasUpper, CblasNoTrans, Diag,
|
610
|
+
Nleft, Nright, ONE, Atr, lda, Age, lda);
|
611
|
+
|
612
|
+
nm::math::trsm<DType>(CblasRowMajor, CblasLeft, CblasUpper, CblasNoTrans, Diag,
|
613
|
+
Nleft, Nright, MONE, A, lda, Age, lda);
|
614
|
+
|
615
|
+
} else { // Lower
|
616
|
+
Age = A + ((Nleft*lda));
|
617
|
+
Atr = A + (Nleft * (lda+1));
|
618
|
+
|
619
|
+
nm::math::trsm<DType>(CblasRowMajor, CblasRight, CblasLower, CblasNoTrans, Diag,
|
620
|
+
Nright, Nleft, ONE, A, lda, Age, lda);
|
621
|
+
nm::math::trsm<DType>(CblasRowMajor, CblasLeft, CblasLower, CblasNoTrans, Diag,
|
622
|
+
Nright, Nleft, MONE, Atr, lda, Age, lda);
|
623
|
+
}
|
624
|
+
|
625
|
+
ierr = trtri<RowMajor,Upper,Real,DType>(Diag, Nleft, A, lda);
|
626
|
+
if (ierr) return ierr;
|
627
|
+
|
628
|
+
ierr = trtri<RowMajor,Upper,Real,DType>(Diag, Nright, Atr, lda);
|
629
|
+
if (ierr) return ierr + Nleft;
|
630
|
+
|
631
|
+
} else {
|
632
|
+
if (Real) {
|
633
|
+
if (N == 4) {
|
634
|
+
return trtri_4<RowMajor,Upper,Real,DType>(Diag, A, lda);
|
635
|
+
} else if (N == 3) {
|
636
|
+
return trtri_3<RowMajor,Upper,Real,DType>(Diag, A, lda);
|
637
|
+
} else if (N == 2) {
|
638
|
+
if (Diag == CblasNonUnit) {
|
639
|
+
A->inverse();
|
640
|
+
(A+(lda+1))->inverse();
|
641
|
+
|
642
|
+
if (Upper) {
|
643
|
+
*(A+1) *= *A; // TRI_MUL
|
644
|
+
*(A+1) *= *(A+lda+1); // TRI_MUL
|
645
|
+
} else {
|
646
|
+
*(A+lda) *= *A; // TRI_MUL
|
647
|
+
*(A+lda) *= *(A+lda+1); // TRI_MUL
|
648
|
+
}
|
649
|
+
}
|
650
|
+
|
651
|
+
if (Upper) *(A+1) = -*(A+1); // TRI_NEG
|
652
|
+
else *(A+lda) = -*(A+lda); // TRI_NEG
|
653
|
+
} else if (Diag == CblasNonUnit) A->inverse();
|
654
|
+
} else { // not real
|
655
|
+
if (Diag == CblasNonUnit) A->inverse();
|
656
|
+
}
|
657
|
+
}
|
658
|
+
|
659
|
+
} else {
|
660
|
+
rb_raise(rb_eNotImpError, "only row-major implemented at this time");
|
661
|
+
}
|
662
|
+
|
663
|
+
return ierr;
|
664
|
+
}
|
665
|
+
|
666
|
+
|
667
|
+
template <bool RowMajor, bool Real, typename DType>
|
668
|
+
int getri(const int N, DType* A, const int lda, const int* ipiv, DType* wrk, const int lwrk) {
|
669
|
+
|
670
|
+
if (!RowMajor) rb_raise(rb_eNotImpError, "only row-major implemented at this time");
|
671
|
+
|
672
|
+
int jb, nb, I, ndown, iret;
|
673
|
+
|
674
|
+
const DType ONE = 1, NONE = -1;
|
675
|
+
|
676
|
+
int iret = trtri<RowMajor,false,Real,DType>(CblasNonUnit, N, A, lda);
|
677
|
+
if (!iret && N > 1) {
|
678
|
+
jb = lwrk / N;
|
679
|
+
if (jb >= NB) nb = ATL_MulByNB(ATL_DivByNB(jb));
|
680
|
+
else if (jb >= ATL_mmMU) nb = (jb/ATL_mmMU)*ATL_mmMU;
|
681
|
+
else nb = jb;
|
682
|
+
if (!nb) return -6; // need at least 1 row of workspace
|
683
|
+
|
684
|
+
// only first iteration will have partial block, unroll it
|
685
|
+
|
686
|
+
jb = N - (N/nb) * nb;
|
687
|
+
if (!jb) jb = nb;
|
688
|
+
I = N - jb;
|
689
|
+
A += lda * I;
|
690
|
+
trcpzeroU<DType>(jb, jb, A+I, lda, wrk, jb);
|
691
|
+
nm::math::trsm<DType>(CblasRowMajor, CblasLeft, CblasUpper, CblasNoTrans, CblasUnit,
|
692
|
+
jb, N, ONE, wrk, jb, A, lda);
|
693
|
+
|
694
|
+
if (I) {
|
695
|
+
do {
|
696
|
+
I -= nb;
|
697
|
+
A -= nb * lda;
|
698
|
+
ndown = N-I;
|
699
|
+
trcpzeroU<DType>(nb, ndown, A+I, lda, wrk, ndown);
|
700
|
+
nm::math::gemm<DType>(CblasRowMajor, CblasLeft, CblasUpper, CblasNoTrans, CblasUnit,
|
701
|
+
nb, N, ONE, wrk, ndown, A, lda);
|
702
|
+
} while (I);
|
703
|
+
}
|
704
|
+
|
705
|
+
// Apply row interchanges
|
706
|
+
|
707
|
+
for (I = N - 2; I >= 0; --I) {
|
708
|
+
jb = ipiv[I];
|
709
|
+
if (jb != I) nm::math::swap<DType>(N, A+I*lda, 1, A+jb*lda, 1);
|
710
|
+
}
|
711
|
+
}
|
712
|
+
|
713
|
+
return iret;
|
714
|
+
}
|
715
|
+
*/
|
716
|
+
|
717
|
+
/*
|
718
|
+
* Macro for declaring LAPACK specializations of the getrf function.
|
719
|
+
*
|
720
|
+
* type is the DType; call is the specific function to call; cast_as is what the DType* should be
|
721
|
+
* cast to in order to pass it to LAPACK.
|
722
|
+
*/
|
723
|
+
#define LAPACK_GETRF(type, call, cast_as) \
|
724
|
+
template <> \
|
725
|
+
inline int getrf(const enum CBLAS_ORDER Order, const int M, const int N, type * A, const int lda, int* ipiv) { \
|
726
|
+
int info = call(Order, M, N, reinterpret_cast<cast_as *>(A), lda, ipiv); \
|
727
|
+
if (!info) return info; \
|
728
|
+
else { \
|
729
|
+
rb_raise(rb_eArgError, "getrf: problem with argument %d\n", info); \
|
730
|
+
return info; \
|
731
|
+
} \
|
732
|
+
}
|
733
|
+
|
734
|
+
/* Specialize for ATLAS types */
|
735
|
+
/*LAPACK_GETRF(float, clapack_sgetrf, float)
|
736
|
+
LAPACK_GETRF(double, clapack_dgetrf, double)
|
737
|
+
LAPACK_GETRF(Complex64, clapack_cgetrf, void)
|
738
|
+
LAPACK_GETRF(Complex128, clapack_zgetrf, void)
|
739
|
+
*/
|
740
|
+
|
741
|
+
}} // end namespace nm::math
|
742
|
+
|
743
|
+
|
744
|
+
#endif // MATH_H
|