nmatrix-lapacke 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_lapacke/extconf.rb +200 -0
- data/ext/nmatrix_lapacke/lapacke.cpp +100 -0
- data/ext/nmatrix_lapacke/lapacke/include/lapacke.h +16445 -0
- data/ext/nmatrix_lapacke/lapacke/include/lapacke_config.h +119 -0
- data/ext/nmatrix_lapacke/lapacke/include/lapacke_mangling.h +17 -0
- data/ext/nmatrix_lapacke/lapacke/include/lapacke_mangling_with_flags.h +17 -0
- data/ext/nmatrix_lapacke/lapacke/include/lapacke_utils.h +579 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_cgeev.c +89 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_cgeev_work.c +141 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_cgesdd.c +106 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_cgesdd_work.c +158 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_cgesvd.c +94 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_cgesvd_work.c +149 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_cgetrf.c +51 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_cgetrf_work.c +83 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_cgetri.c +77 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_cgetri_work.c +89 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_cgetrs.c +56 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_cgetrs_work.c +102 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_cpotrf.c +50 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_cpotrf_work.c +82 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_cpotri.c +50 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_cpotri_work.c +82 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_cpotrs.c +55 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_cpotrs_work.c +101 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_dgeev.c +78 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_dgeev_work.c +136 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_dgesdd.c +88 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_dgesdd_work.c +153 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_dgesvd.c +83 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_dgesvd_work.c +144 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_dgetrf.c +50 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_dgetrf_work.c +81 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_dgetri.c +75 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_dgetri_work.c +87 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_dgetrs.c +55 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_dgetrs_work.c +99 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_dpotrf.c +50 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_dpotrf_work.c +81 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_dpotri.c +50 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_dpotri_work.c +81 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_dpotrs.c +54 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_dpotrs_work.c +97 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_sgeev.c +78 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_sgeev_work.c +134 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_sgesdd.c +88 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_sgesdd_work.c +152 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_sgesvd.c +83 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_sgesvd_work.c +143 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_sgetrf.c +50 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_sgetrf_work.c +81 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_sgetri.c +75 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_sgetri_work.c +87 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_sgetrs.c +55 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_sgetrs_work.c +99 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_spotrf.c +50 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_spotrf_work.c +81 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_spotri.c +50 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_spotri_work.c +81 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_spotrs.c +54 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_spotrs_work.c +97 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_zgeev.c +89 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_zgeev_work.c +141 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_zgesdd.c +106 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_zgesdd_work.c +158 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_zgesvd.c +94 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_zgesvd_work.c +149 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_zgetrf.c +51 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_zgetrf_work.c +83 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_zgetri.c +77 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_zgetri_work.c +89 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_zgetrs.c +56 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_zgetrs_work.c +102 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_zpotrf.c +50 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_zpotrf_work.c +82 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_zpotri.c +50 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_zpotri_work.c +82 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_zpotrs.c +55 -0
- data/ext/nmatrix_lapacke/lapacke/src/lapacke_zpotrs_work.c +101 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_cge_nancheck.c +62 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_cge_trans.c +65 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_cpo_nancheck.c +43 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_cpo_trans.c +45 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_ctr_nancheck.c +85 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_ctr_trans.c +85 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_dge_nancheck.c +62 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_dge_trans.c +65 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_dpo_nancheck.c +43 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_dpo_trans.c +45 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_dtr_nancheck.c +85 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_dtr_trans.c +85 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_lsame.c +41 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_sge_nancheck.c +62 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_sge_trans.c +65 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_spo_nancheck.c +43 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_spo_trans.c +45 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_str_nancheck.c +85 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_str_trans.c +85 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_xerbla.c +46 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_zge_nancheck.c +62 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_zge_trans.c +65 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_zpo_nancheck.c +43 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_zpo_trans.c +45 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_ztr_nancheck.c +85 -0
- data/ext/nmatrix_lapacke/lapacke/utils/lapacke_ztr_trans.c +85 -0
- data/ext/nmatrix_lapacke/lapacke_nmatrix.h +16 -0
- data/ext/nmatrix_lapacke/make_lapacke_cpp.rb +9 -0
- data/ext/nmatrix_lapacke/math_lapacke.cpp +967 -0
- data/ext/nmatrix_lapacke/math_lapacke/cblas_local.h +576 -0
- data/ext/nmatrix_lapacke/math_lapacke/cblas_templates_lapacke.h +51 -0
- data/ext/nmatrix_lapacke/math_lapacke/lapacke_templates.h +356 -0
- data/ext/nmatrix_lapacke/nmatrix_lapacke.cpp +42 -0
- data/lib/nmatrix/lapack_ext_common.rb +69 -0
- data/lib/nmatrix/lapacke.rb +213 -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/lapacke/lapacke_spec.rb +303 -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 +262 -0
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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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# == nmatrix_yale_spec.rb
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#
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# Basic tests for NMatrix's Yale storage type.
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#
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require 'spec_helper'
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require "./lib/nmatrix"
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describe NMatrix do
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context :yale do
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it "compares two empty matrices" do
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n = NMatrix.new(4, stype: :yale, dtype: :float64)
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m = NMatrix.new(4, stype: :yale, dtype: :float64)
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expect(n).to eq(m)
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end
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it "compares two matrices following basic assignments" do
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n = NMatrix.new(2, stype: :yale, dtype: :float64)
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m = NMatrix.new(2, stype: :yale, dtype: :float64)
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m[0,0] = 1
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m[0,1] = 1
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expect(n).not_to eq(m)
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n[0,0] = 1
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expect(n).not_to eq(m)
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n[0,1] = 1
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expect(n).to eq(m)
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end
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it "compares two matrices following elementwise operations" do
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n = NMatrix.new(2, stype: :yale, dtype: :float64)
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m = NMatrix.new(2, stype: :yale, dtype: :float64)
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n[0,1] = 1
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m[0,1] = -1
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x = n+m
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expect(n+m).to eq(NMatrix.new(2, 0.0, stype: :yale))
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end
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it "sets diagonal values" do
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n = NMatrix.new([2,3], stype: :yale, dtype: :float64)
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n.extend(NMatrix::YaleFunctions)
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n[1,1] = 0.1
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n[0,0] = 0.2
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expect(n.yale_d).to eq([0.2, 0.1])
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end
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it "gets non-diagonal rows as hashes" do
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n = NMatrix.new([4,6], stype: :yale, dtype: :float64)
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n.extend(NMatrix::YaleFunctions)
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n[0,0] = 0.1
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n[0,2] = 0.2
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n[0,3] = 0.3
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n[1,5] = 0.4
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h = n.yale_nd_row(0, :hash)
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expect(h).to eq({2 => 0.2, 3 => 0.3})
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end
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it "gets non-diagonal occupied column indices for a given row" do
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n = NMatrix.new([4,6], stype: :yale, dtype: :float64)
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n.extend(NMatrix::YaleFunctions)
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n[0,0] = 0.1
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n[0,2] = 0.2
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n[0,3] = 0.3
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n[1,5] = 0.4
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a = n.yale_nd_row(0, :array)
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expect(a).to eq([2,3])
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end
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it "does not resize until necessary" do
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n = NMatrix.new([2,3], stype: :yale, dtype: :float64)
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n.extend(NMatrix::YaleFunctions)
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expect(n.yale_size).to eq(3)
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expect(n.capacity).to eq(5)
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n[0,0] = 0.1
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n[0,1] = 0.2
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n[1,0] = 0.3
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expect(n.yale_size).to eq(5)
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expect(n.capacity).to eq(5)
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end
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it "sets when not resizing" do
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n = NMatrix.new([2,3], stype: :yale, dtype: :float64)
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n.extend(NMatrix::YaleFunctions)
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n[0,0] = 0.1
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n[0,1] = 0.2
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n[1,0] = 0.3
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expect(n.yale_a).to eq([0.1, 0.0, 0.0, 0.2, 0.3])
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expect(n.yale_ija).to eq([3,4,5,1,0])
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end
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it "sets when resizing" do
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n = NMatrix.new([2,3], stype: :yale, dtype: :float64)
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n.extend(NMatrix::YaleFunctions)
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n[0,0] = 0.01
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n[1,1] = 0.1
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n[0,1] = 0.2
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n[1,0] = 0.3
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n[1,2] = 0.4
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expect(n.yale_d).to eq([0.01, 0.1])
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expect(n.yale_ia).to eq([3,4,6])
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expect(n.yale_ja).to eq([1,0,2,nil])
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125
|
+
expect(n.yale_lu).to eq([0.2, 0.3, 0.4, nil])
|
126
|
+
end
|
127
|
+
|
128
|
+
it "resizes without erasing values" do
|
129
|
+
require 'yaml'
|
130
|
+
|
131
|
+
associations = File.open('spec/nmatrix_yale_resize_test_associations.yaml') { |y| YAML::load(y) }
|
132
|
+
|
133
|
+
n = NMatrix.new([618,2801], stype: :yale, dtype: :byte, capacity: associations.size)
|
134
|
+
#n = NMatrix.new(:yale, [618, 2801], associations.size, :byte)
|
135
|
+
|
136
|
+
associations.each_pair do |j,i|
|
137
|
+
n[i,j] = 1
|
138
|
+
expect(n[i,j]).to be(1), "Value at #{i},#{j} not inserted correctly!"
|
139
|
+
end
|
140
|
+
|
141
|
+
associations.each_pair do |j,i|
|
142
|
+
expect(n[i,j]).to be(1), "Value at #{i},#{j} erased during resize!"
|
143
|
+
end
|
144
|
+
end
|
145
|
+
|
146
|
+
it "sets values within rows" do
|
147
|
+
n = NMatrix.new([3,20], stype: :yale, dtype: :float64)
|
148
|
+
n.extend(NMatrix::YaleFunctions)
|
149
|
+
n[2,1] = 1.0
|
150
|
+
n[2,0] = 1.5
|
151
|
+
n[2,15] = 2.0
|
152
|
+
expect(n.yale_lu).to eq([1.5, 1.0, 2.0])
|
153
|
+
expect(n.yale_ja).to eq([0, 1, 15])
|
154
|
+
end
|
155
|
+
|
156
|
+
it "gets values within rows" do
|
157
|
+
n = NMatrix.new([3,20], stype: :yale, dtype: :float64)
|
158
|
+
n[2,1] = 1.0
|
159
|
+
n[2,0] = 1.5
|
160
|
+
n[2,15] = 2.0
|
161
|
+
expect(n[2,1]).to eq(1.0)
|
162
|
+
expect(n[2,0]).to eq(1.5)
|
163
|
+
expect(n[2,15]).to eq(2.0)
|
164
|
+
end
|
165
|
+
|
166
|
+
it "sets values within large rows" do
|
167
|
+
n = NMatrix.new([10,300], stype: :yale, dtype: :float64)
|
168
|
+
n.extend(NMatrix::YaleFunctions)
|
169
|
+
n[5,1] = 1.0
|
170
|
+
n[5,0] = 1.5
|
171
|
+
n[5,15] = 2.0
|
172
|
+
n[5,291] = 3.0
|
173
|
+
n[5,292] = 4.0
|
174
|
+
n[5,289] = 5.0
|
175
|
+
n[5,290] = 6.0
|
176
|
+
n[5,293] = 2.0
|
177
|
+
n[5,299] = 7.0
|
178
|
+
n[5,100] = 8.0
|
179
|
+
expect(n.yale_lu).to eq([1.5, 1.0, 2.0, 8.0, 5.0, 6.0, 3.0, 4.0, 2.0, 7.0])
|
180
|
+
expect(n.yale_ja).to eq([0, 1, 15, 100, 289, 290, 291, 292, 293, 299])
|
181
|
+
end
|
182
|
+
|
183
|
+
it "gets values within large rows" do
|
184
|
+
n = NMatrix.new([10,300], stype: :yale, dtype: :float64)
|
185
|
+
n.extend(NMatrix::YaleFunctions)
|
186
|
+
n[5,1] = 1.0
|
187
|
+
n[5,0] = 1.5
|
188
|
+
n[5,15] = 2.0
|
189
|
+
n[5,291] = 3.0
|
190
|
+
n[5,292] = 4.0
|
191
|
+
n[5,289] = 5.0
|
192
|
+
n[5,290] = 6.0
|
193
|
+
n[5,293] = 2.0
|
194
|
+
n[5,299] = 7.0
|
195
|
+
n[5,100] = 8.0
|
196
|
+
|
197
|
+
n.yale_ja.each_index do |idx|
|
198
|
+
j = n.yale_ja[idx]
|
199
|
+
expect(n[5,j]).to eq(n.yale_lu[idx])
|
200
|
+
end
|
201
|
+
end
|
202
|
+
|
203
|
+
it "dots two identical matrices" do
|
204
|
+
a = NMatrix.new(4, stype: :yale, dtype: :float64)
|
205
|
+
a[0,1] = 4.0
|
206
|
+
a[1,2] = 1.0
|
207
|
+
a[1,3] = 1.0
|
208
|
+
a[3,1] = 2.0
|
209
|
+
|
210
|
+
b = a.dup
|
211
|
+
c = a.dot b
|
212
|
+
|
213
|
+
d = NMatrix.new(4, [0,0,4,4, 0,2,0,0, 0,0,0,0, 0,0,2,2], dtype: :float64, stype: :yale)
|
214
|
+
|
215
|
+
expect(c).to eq(d)
|
216
|
+
end
|
217
|
+
|
218
|
+
it "dots two identical matrices where a positive and negative partial sum cancel on the diagonal" do
|
219
|
+
a = NMatrix.new(4, 0.0, stype: :yale)
|
220
|
+
|
221
|
+
a[0,0] = 1.0
|
222
|
+
a[0,1] = 4.0
|
223
|
+
a[1,2] = 2.0
|
224
|
+
a[1,3] = -4.0
|
225
|
+
a[3,1] = 4.0
|
226
|
+
a[3,3] = 4.0
|
227
|
+
|
228
|
+
b = a.dup
|
229
|
+
c = a.dot b
|
230
|
+
|
231
|
+
c.extend(NMatrix::YaleFunctions)
|
232
|
+
|
233
|
+
expect(c.yale_ija.reject { |i| i.nil? }).to eq([5,8,9,9,11,1,2,3,3,1,2])
|
234
|
+
expect(c.yale_a.reject { |i| i.nil? }).to eq([1.0, -16.0, 0.0, 0.0, 0.0, 4.0, 8.0, -16.0, -16.0, 16.0, 8.0])
|
235
|
+
|
236
|
+
end
|
237
|
+
|
238
|
+
it "dots two vectors" do
|
239
|
+
n = NMatrix.new([16,1], 0, stype: :yale)
|
240
|
+
m = NMatrix.new([1,16], 0, stype: :yale)
|
241
|
+
|
242
|
+
n[0] = m[0] = 1
|
243
|
+
n[1] = m[1] = 2
|
244
|
+
n[2] = m[2] = 3
|
245
|
+
n[3] = m[3] = 4
|
246
|
+
n[4] = m[4] = 5
|
247
|
+
n[5] = m[5] = 6
|
248
|
+
n[6] = m[6] = 7
|
249
|
+
n[7] = m[7] = 8
|
250
|
+
n[8] = m[8] = 9
|
251
|
+
n[15] = m[15] = 16
|
252
|
+
|
253
|
+
nm = n.dot(m)
|
254
|
+
|
255
|
+
# Perform the same multiplication with dense
|
256
|
+
nmr = n.cast(:dense, :int64).dot(m.cast(:dense, :int64)).cast(:yale, :int64)
|
257
|
+
|
258
|
+
nm.extend(NMatrix::YaleFunctions)
|
259
|
+
nmr.extend(NMatrix::YaleFunctions)
|
260
|
+
|
261
|
+
# We want to do a structure comparison to ensure multiplication is occurring properly, but more importantly, to
|
262
|
+
# ensure that insertion sort is occurring as it should. If the row has more than four entries, it'll run quicksort
|
263
|
+
# instead. Quicksort calls insertion sort for small rows, so we test both with this particular multiplication.
|
264
|
+
expect(nm.yale_ija[0...107]).to eq(nmr.yale_ija[0...107])
|
265
|
+
expect(nm.yale_a[0...107]).to eq(nmr.yale_a[0...107])
|
266
|
+
|
267
|
+
mn = m.dot(n)
|
268
|
+
expect(mn[0,0]).to eq(541)
|
269
|
+
end
|
270
|
+
|
271
|
+
it "calculates the row key intersections of two matrices" do
|
272
|
+
a = NMatrix.new([3,9], [0,1], stype: :yale, dtype: :byte, default: 0)
|
273
|
+
b = NMatrix.new([3,9], [0,0,1,0,1], stype: :yale, dtype: :byte, default: 0)
|
274
|
+
a.extend NMatrix::YaleFunctions
|
275
|
+
b.extend NMatrix::YaleFunctions
|
276
|
+
|
277
|
+
(0...3).each do |ai|
|
278
|
+
(0...3).each do |bi|
|
279
|
+
STDERR.puts (a.yale_ja_d_keys_at(ai) & b.yale_ja_d_keys_at(bi)).inspect
|
280
|
+
expect(a.yale_ja_d_keys_at(ai) & b.yale_ja_d_keys_at(bi)).to eq(a.yale_row_keys_intersection(ai, b, bi))
|
281
|
+
end
|
282
|
+
end
|
283
|
+
|
284
|
+
end
|
285
|
+
end
|
286
|
+
end
|
@@ -0,0 +1,303 @@
|
|
1
|
+
# = NMatrix
|
2
|
+
#
|
3
|
+
# A linear algebra library for scientific computation in Ruby.
|
4
|
+
# NMatrix is part of SciRuby.
|
5
|
+
#
|
6
|
+
# NMatrix was originally inspired by and derived from NArray, by
|
7
|
+
# Masahiro Tanaka: http://narray.rubyforge.org
|
8
|
+
#
|
9
|
+
# == Copyright Information
|
10
|
+
#
|
11
|
+
# SciRuby is Copyright (c) 2010 - 2014, Ruby Science Foundation
|
12
|
+
# NMatrix is Copyright (c) 2012 - 2014, John Woods and the Ruby Science Foundation
|
13
|
+
#
|
14
|
+
# Please see LICENSE.txt for additional copyright notices.
|
15
|
+
#
|
16
|
+
# == Contributing
|
17
|
+
#
|
18
|
+
# By contributing source code to SciRuby, you agree to be bound by
|
19
|
+
# our Contributor Agreement:
|
20
|
+
#
|
21
|
+
# * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
|
22
|
+
#
|
23
|
+
# == lapacke_spec.rb
|
24
|
+
#
|
25
|
+
# Tests for interfaces that are only exposed by nmatrix-lapacke
|
26
|
+
#
|
27
|
+
|
28
|
+
require 'spec_helper'
|
29
|
+
require "./lib/nmatrix/lapacke"
|
30
|
+
|
31
|
+
describe "NMatrix::LAPACK functions implemented with LAPACKE interface" do
|
32
|
+
[:float32, :float64, :complex64, :complex128].each do |dtype|
|
33
|
+
context dtype do
|
34
|
+
it "exposes lapacke_getrf" do
|
35
|
+
a = NMatrix.new([3,4], GETRF_EXAMPLE_ARRAY, dtype: dtype)
|
36
|
+
ipiv = NMatrix::LAPACK.lapacke_getrf(:row, 3, 4, a, 4)
|
37
|
+
b = NMatrix.new([3,4], GETRF_SOLUTION_ARRAY, dtype: dtype)
|
38
|
+
ipiv_true = [2,3,3]
|
39
|
+
|
40
|
+
# delta varies for different dtypes
|
41
|
+
err = case dtype
|
42
|
+
when :float32, :complex64
|
43
|
+
1e-6
|
44
|
+
when :float64, :complex128
|
45
|
+
1e-14
|
46
|
+
end
|
47
|
+
|
48
|
+
expect(a).to be_within(err).of(b)
|
49
|
+
expect(ipiv).to eq(ipiv_true)
|
50
|
+
end
|
51
|
+
|
52
|
+
it "exposes lapacke_getri" do
|
53
|
+
a = NMatrix.new(:dense, 3, [1,0,4,1,1,6,-3,0,-10], dtype)
|
54
|
+
ipiv = NMatrix::LAPACK::lapacke_getrf(:row, 3, 3, a, 3) # get pivot from getrf, use for getri
|
55
|
+
|
56
|
+
# delta varies for different dtypes
|
57
|
+
err = case dtype
|
58
|
+
when :float32, :complex64
|
59
|
+
1e-5
|
60
|
+
when :float64, :complex128
|
61
|
+
1e-14
|
62
|
+
end
|
63
|
+
|
64
|
+
NMatrix::LAPACK::lapacke_getri(:row, 3, a, 3, ipiv)
|
65
|
+
|
66
|
+
b = NMatrix.new(:dense, 3, [-5,0,-2,-4,1,-1,1.5,0,0.5], dtype)
|
67
|
+
expect(a).to be_within(err).of(b)
|
68
|
+
end
|
69
|
+
|
70
|
+
it "exposes lapacke_getrs with vector solutions" do
|
71
|
+
a = NMatrix.new(3, [-2,4,-3,3,-2,1,0,-4,3], dtype: dtype)
|
72
|
+
ipiv = NMatrix::LAPACK::lapacke_getrf(:row, 3, 3, a, 3)
|
73
|
+
b = NMatrix.new([3,1], [-1, 17, -9], dtype: dtype)
|
74
|
+
|
75
|
+
#be careful! the leading dimenension (lda,ldb) is the number of rows for row-major in LAPACKE. Different from CLAPACK convention!
|
76
|
+
NMatrix::LAPACK::lapacke_getrs(:row, false, 3, 1, a, 3, ipiv, b, 1)
|
77
|
+
|
78
|
+
# delta varies for different dtypes
|
79
|
+
err = case dtype
|
80
|
+
when :float32, :complex64
|
81
|
+
1e-5
|
82
|
+
when :float64, :complex128
|
83
|
+
1e-13
|
84
|
+
end
|
85
|
+
|
86
|
+
expect(b[0]).to be_within(err).of(5)
|
87
|
+
expect(b[1]).to be_within(err).of(-15.0/2)
|
88
|
+
expect(b[2]).to be_within(err).of(-13)
|
89
|
+
end
|
90
|
+
|
91
|
+
it "exposes lapacke_getrs with matrix solutions" do
|
92
|
+
a = NMatrix.new(3, [-2,4,-3,3,-2,1,0,-4,3], dtype: dtype)
|
93
|
+
ipiv = NMatrix::LAPACK::lapacke_getrf(:row, 3, 3, a, 3)
|
94
|
+
b = NMatrix.new([3,2], [-1, 2, 17, 10, -9, 1], dtype: dtype)
|
95
|
+
|
96
|
+
#be careful! the leading dimenension (lda,ldb) is the number of rows for row-major in LAPACKE. Different from CLAPACK convention!
|
97
|
+
NMatrix::LAPACK::lapacke_getrs(:row, false, 3, 2, a, 3, ipiv, b, 2)
|
98
|
+
|
99
|
+
# delta varies for different dtypes
|
100
|
+
err = case dtype
|
101
|
+
when :float32, :complex64
|
102
|
+
1e-4
|
103
|
+
when :float64, :complex128
|
104
|
+
1e-13
|
105
|
+
end
|
106
|
+
|
107
|
+
x = NMatrix.new([3,2], [5, -1.5, -7.5, -21.25, -13, -28], dtype: dtype)
|
108
|
+
expect(b).to be_within(err).of(x)
|
109
|
+
end
|
110
|
+
|
111
|
+
it "exposes lapacke_potrf" do
|
112
|
+
# first do upper
|
113
|
+
begin
|
114
|
+
a = NMatrix.new(:dense, 3, [25,15,-5, 0,18,0, 0,0,11], dtype)
|
115
|
+
NMatrix::LAPACK::lapacke_potrf(:row, :upper, 3, a, 3)
|
116
|
+
b = NMatrix.new(:dense, 3, [5,3,-1, 0,3,1, 0,0,3], dtype)
|
117
|
+
expect(a).to eq(b)
|
118
|
+
end
|
119
|
+
|
120
|
+
# then do lower
|
121
|
+
a = NMatrix.new(:dense, 3, [25,0,0, 15,18,0,-5,0,11], dtype)
|
122
|
+
NMatrix::LAPACK::lapacke_potrf(:row, :lower, 3, a, 3)
|
123
|
+
b = NMatrix.new(:dense, 3, [5,0,0, 3,3,0, -1,1,3], dtype)
|
124
|
+
expect(a).to eq(b)
|
125
|
+
end
|
126
|
+
|
127
|
+
it "exposes lapacke_potri" do
|
128
|
+
a = NMatrix.new(3, [4, 0,-1,
|
129
|
+
0, 2, 1,
|
130
|
+
0, 0, 1], dtype: dtype)
|
131
|
+
NMatrix::LAPACK::lapacke_potrf(:row, :upper, 3, a, 3)
|
132
|
+
NMatrix::LAPACK::lapacke_potri(:row, :upper, 3, a, 3)
|
133
|
+
b = NMatrix.new(3, [0.5, -0.5, 1, 0, 1.5, -2, 0, 0, 4], dtype: dtype)
|
134
|
+
err = case dtype
|
135
|
+
when :float32, :complex64
|
136
|
+
1e-6
|
137
|
+
when :float64, :complex128
|
138
|
+
1e-14
|
139
|
+
end
|
140
|
+
expect(a).to be_within(err).of(b)
|
141
|
+
end
|
142
|
+
|
143
|
+
it "exposes lapacke_potrs with vector solution" do
|
144
|
+
a = NMatrix.new(3, [4, 0,-1,
|
145
|
+
0, 2, 1,
|
146
|
+
0, 0, 1], dtype: dtype)
|
147
|
+
b = NMatrix.new([3,1], [3,0,2], dtype: dtype)
|
148
|
+
|
149
|
+
NMatrix::LAPACK::lapacke_potrf(:row, :upper, 3, a, 3)
|
150
|
+
#ldb is different from CLAPACK versions
|
151
|
+
NMatrix::LAPACK::lapacke_potrs(:row, :upper, 3, 1, a, 3, b, 1)
|
152
|
+
|
153
|
+
x = NMatrix.new([3,1], [3.5, -5.5, 11], dtype: dtype)
|
154
|
+
|
155
|
+
err = case dtype
|
156
|
+
when :float32, :complex64
|
157
|
+
1e-5
|
158
|
+
when :float64, :complex128
|
159
|
+
1e-14
|
160
|
+
end
|
161
|
+
|
162
|
+
expect(b).to be_within(err).of(x)
|
163
|
+
end
|
164
|
+
|
165
|
+
it "exposes lapacke_potrs with matrix solution" do
|
166
|
+
a = NMatrix.new(3, [4, 0,-1,
|
167
|
+
0, 2, 1,
|
168
|
+
0, 0, 1], dtype: dtype)
|
169
|
+
b = NMatrix.new([3,2], [3,4,
|
170
|
+
0,4,
|
171
|
+
2,0], dtype: dtype)
|
172
|
+
|
173
|
+
NMatrix::LAPACK::lapacke_potrf(:row, :upper, 3, a, 3)
|
174
|
+
#ldb is different from CLAPACK versions
|
175
|
+
NMatrix::LAPACK::lapacke_potrs(:row, :upper, 3, 2, a, 3, b, 2)
|
176
|
+
|
177
|
+
x = NMatrix.new([3,2], [3.5, 0,
|
178
|
+
-5.5, 4,
|
179
|
+
11, -4], dtype: dtype)
|
180
|
+
|
181
|
+
err = case dtype
|
182
|
+
when :float32, :complex64
|
183
|
+
1e-5
|
184
|
+
when :float64, :complex128
|
185
|
+
1e-14
|
186
|
+
end
|
187
|
+
|
188
|
+
expect(b).to be_within(err).of(x)
|
189
|
+
end
|
190
|
+
|
191
|
+
it "calculates the singular value decomposition with lapacke_gesvd" do
|
192
|
+
#example from Wikipedia
|
193
|
+
m = 4
|
194
|
+
n = 5
|
195
|
+
mn_min = [m,n].min
|
196
|
+
a = NMatrix.new([m,n],[1,0,0,0,2, 0,0,3,0,0, 0,0,0,0,0, 0,4,0,0,0], dtype: dtype)
|
197
|
+
s = NMatrix.new([mn_min], 0, dtype: a.abs_dtype) #s is always real and always returned as float/double, never as complex
|
198
|
+
u = NMatrix.new([m,m], 0, dtype: dtype)
|
199
|
+
vt = NMatrix.new([n,n], 0, dtype: dtype)
|
200
|
+
superb = NMatrix.new([mn_min-1], dtype: a.abs_dtype)
|
201
|
+
|
202
|
+
NMatrix::LAPACK.lapacke_gesvd(:row, :a, :a, m, n, a, n, s, u, m, vt, n, superb)
|
203
|
+
|
204
|
+
s_true = NMatrix.new([mn_min], [4,3,Math.sqrt(5),0], dtype: a.abs_dtype)
|
205
|
+
u_true = NMatrix.new([m,m], [0,0,1,0, 0,1,0,0, 0,0,0,-1, 1,0,0,0], dtype: dtype)
|
206
|
+
vt_true = NMatrix.new([n,n], [0,1,0,0,0, 0,0,1,0,0, Math.sqrt(0.2),0,0,0,Math.sqrt(0.8), 0,0,0,1,0, -Math.sqrt(0.8),0,0,0,Math.sqrt(0.2)], dtype: dtype)
|
207
|
+
|
208
|
+
err = case dtype
|
209
|
+
when :float32, :complex64
|
210
|
+
1e-5
|
211
|
+
when :float64, :complex128
|
212
|
+
1e-14
|
213
|
+
end
|
214
|
+
|
215
|
+
expect(s).to be_within(err).of(s_true)
|
216
|
+
expect(u).to be_within(err).of(u_true)
|
217
|
+
expect(vt).to be_within(err).of(vt_true)
|
218
|
+
end
|
219
|
+
|
220
|
+
it "calculates the singular value decomposition with lapacke_gesdd" do
|
221
|
+
#example from Wikipedia
|
222
|
+
m = 4
|
223
|
+
n = 5
|
224
|
+
mn_min = [m,n].min
|
225
|
+
a = NMatrix.new([m,n],[1,0,0,0,2, 0,0,3,0,0, 0,0,0,0,0, 0,4,0,0,0], dtype: dtype)
|
226
|
+
s = NMatrix.new([mn_min], 0, dtype: a.abs_dtype) #s is always real and always returned as float/double, never as complex
|
227
|
+
u = NMatrix.new([m,m], 0, dtype: dtype)
|
228
|
+
vt = NMatrix.new([n,n], 0, dtype: dtype)
|
229
|
+
|
230
|
+
NMatrix::LAPACK.lapacke_gesdd(:row, :a, m, n, a, n, s, u, m, vt, n)
|
231
|
+
|
232
|
+
s_true = NMatrix.new([mn_min], [4,3,Math.sqrt(5),0], dtype: a.abs_dtype)
|
233
|
+
u_true = NMatrix.new([m,m], [0,0,1,0, 0,1,0,0, 0,0,0,-1, 1,0,0,0], dtype: dtype)
|
234
|
+
vt_true = NMatrix.new([n,n], [0,1,0,0,0, 0,0,1,0,0, Math.sqrt(0.2),0,0,0,Math.sqrt(0.8), 0,0,0,1,0, -Math.sqrt(0.8),0,0,0,Math.sqrt(0.2)], dtype: dtype)
|
235
|
+
|
236
|
+
err = case dtype
|
237
|
+
when :float32, :complex64
|
238
|
+
1e-5
|
239
|
+
when :float64, :complex128
|
240
|
+
1e-14
|
241
|
+
end
|
242
|
+
|
243
|
+
expect(s).to be_within(err).of(s_true)
|
244
|
+
expect(u).to be_within(err).of(u_true)
|
245
|
+
expect(vt).to be_within(err).of(vt_true)
|
246
|
+
end
|
247
|
+
|
248
|
+
it "calculates eigenvalues and eigenvectors using lapacke_geev" do
|
249
|
+
n = 3
|
250
|
+
a = NMatrix.new([n,n], [-1,0,0, 0,1,-2, 0,1,-1], dtype: dtype)
|
251
|
+
w = NMatrix.new([n], dtype: dtype)
|
252
|
+
if a.complex_dtype? #for real dtypes, imaginary parts of eigenvalues are stored in separate vector
|
253
|
+
wi = nil
|
254
|
+
else
|
255
|
+
wi = NMatrix.new([n], dtype: dtype)
|
256
|
+
end
|
257
|
+
vl = NMatrix.new([n,n], dtype: dtype)
|
258
|
+
vr = NMatrix.new([n,n], dtype: dtype)
|
259
|
+
|
260
|
+
NMatrix::LAPACK.lapacke_geev(:row, :t, :t, n, a, n, w, wi, vl, n, vr, n)
|
261
|
+
|
262
|
+
if !a.complex_dtype?
|
263
|
+
w = w + wi*Complex(0,1)
|
264
|
+
end
|
265
|
+
|
266
|
+
w_true = NMatrix.new([n], [Complex(0,1), -Complex(0,1), -1], dtype: NMatrix.upcast(dtype, :complex64))
|
267
|
+
if a.complex_dtype?
|
268
|
+
#For complex types the right/left eigenvectors are stored as columns
|
269
|
+
#of vr/vl.
|
270
|
+
vr_true = NMatrix.new([n,n],[0,0,1,
|
271
|
+
2/Math.sqrt(6),2/Math.sqrt(6),0,
|
272
|
+
Complex(1,-1)/Math.sqrt(6),Complex(1,1)/Math.sqrt(6),0], dtype: dtype)
|
273
|
+
vl_true = NMatrix.new([n,n],[0,0,1,
|
274
|
+
Complex(-1,1)/Math.sqrt(6),Complex(-1,-1)/Math.sqrt(6),0,
|
275
|
+
2/Math.sqrt(6),2/Math.sqrt(6),0], dtype: dtype)
|
276
|
+
else
|
277
|
+
#For real types, the real part of the first and second eigenvectors is
|
278
|
+
#stored in the first column, the imaginary part of the first (= the
|
279
|
+
#negative of the imaginary part of the second) eigenvector is stored
|
280
|
+
#in the second column, and the third eigenvector (purely real) is the
|
281
|
+
#third column.
|
282
|
+
vr_true = NMatrix.new([n,n],[0,0,1,
|
283
|
+
2/Math.sqrt(6),0,0,
|
284
|
+
1/Math.sqrt(6),-1/Math.sqrt(6),0], dtype: dtype)
|
285
|
+
vl_true = NMatrix.new([n,n],[0,0,1,
|
286
|
+
-1/Math.sqrt(6),1/Math.sqrt(6),0,
|
287
|
+
2/Math.sqrt(6),0,0], dtype: dtype)
|
288
|
+
end
|
289
|
+
|
290
|
+
err = case dtype
|
291
|
+
when :float32, :complex64
|
292
|
+
1e-6
|
293
|
+
when :float64, :complex128
|
294
|
+
1e-15
|
295
|
+
end
|
296
|
+
|
297
|
+
expect(w).to be_within(err).of(w_true)
|
298
|
+
expect(vr).to be_within(err).of(vr_true)
|
299
|
+
expect(vl).to be_within(err).of(vl_true)
|
300
|
+
end
|
301
|
+
end
|
302
|
+
end
|
303
|
+
end
|