nmatrix 0.0.6 → 0.0.7

data/ext/nmatrix/math/ger.h

@@ -0,0 +1,96 @@
+/////////////////////////////////////////////////////////////////////
+// = NMatrix
+//
+// A linear algebra library for scientific computation in Ruby.
+// NMatrix is part of SciRuby.
+//
+// NMatrix was originally inspired by and derived from NArray, by
+// Masahiro Tanaka: http://narray.rubyforge.org
+//
+// == Copyright Information
+//
+// SciRuby is Copyright (c) 2010 - 2013, Ruby Science Foundation
+// NMatrix is Copyright (c) 2013, Ruby Science Foundation
+//
+// Please see LICENSE.txt for additional copyright notices.
+//
+// == Contributing
+//
+// By contributing source code to SciRuby, you agree to be bound by
+// our Contributor Agreement:
+//
+// * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
+//
+// == ger.h
+//
+// BLAS level-2 ger function in native C++.
+//
+
+#ifndef GER_H
+#define GER_H
+
+namespace nm { namespace math {
+
+template <typename DType>
+inline int ger(int m, int n, DType alpha, DType* x, int incx, DType* y, int incy, DType* a, int lda) {
+
+  // FIXME: Call BLAS ger if available
+
+  if (m < 0) {
+    return 1;
+  } else if (n < 0) {
+    return 2;
+  } else if (incx == 0) {
+    return 5;
+  } else if (incy == 0) {
+    return 7;
+  } else if (lda < std::max(1,m)) {
+    return 9;
+  }
+
+  if (m == 0 || n == 0 || alpha == 0) return 0; /* Quick return if possible. */
+
+  /*     Start the operations. In this version the elements of A are */
+  /*     accessed sequentially with one pass through A. */
+
+  // FIXME: These have been unrolled in a way that the compiler can handle. Collapse into a single case, or optimize
+  // FIXME: in a more modern way.
+
+  int jy = incy > 0 ? 0 :  -(n-1) * incy;
+
+  if (incx == 1) {
+
+	  for (size_t j = 0; j < n; ++j, jy += incy) {
+	    if (y[jy] != 0) {
+		    DType temp = alpha * y[jy];
+		    for (size_t i = 0; i < m; ++i) {
+		      a[i + j * lda] += x[i] * temp;
+		    }
+	    }
+	  }
+
+  } else {
+
+    int kx = incx > 0 ? 0 : -(m-1) * incx;
+
+	  for (size_t j = 0; j < n; ++j, jy += incy) {
+	    if (y[jy] != 0) {
+    		DType temp = alpha * y[jy];
+
+    		for (size_t i = 0, ix = kx; i < m; ++i, ix += incx) {
+          a[i + j * lda] += x[ix] * temp;
+    		}
+	    }
+	  }
+
+  }
+
+  return 0;
+
+/*     End of DGER  . */
+
+} /* dger_ */
+
+}} // end nm::math
+
+#endif // GER_H

data/ext/nmatrix/math/gesdd.h

@@ -0,0 +1,80 @@
+/////////////////////////////////////////////////////////////////////
+// = NMatrix
+//
+// A linear algebra library for scientific computation in Ruby.
+// NMatrix is part of SciRuby.
+//
+// NMatrix was originally inspired by and derived from NArray, by
+// Masahiro Tanaka: http://narray.rubyforge.org
+//
+// == Copyright Information
+//
+// SciRuby is Copyright (c) 2010 - 2013, Ruby Science Foundation
+// NMatrix is Copyright (c) 2013, Ruby Science Foundation
+//
+// Please see LICENSE.txt for additional copyright notices.
+//
+// == Contributing
+//
+// By contributing source code to SciRuby, you agree to be bound by
+// our Contributor Agreement:
+//
+// * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
+//
+// == gesdd.h
+//
+// Header file for interface with LAPACK's xGESDD functions.
+//
+
+#ifndef GESDD_H
+# define GESDD_H
+
+extern "C" {
+
+  void sgesdd_(char*, int*, int*, float*, int*, float*, float*, int*, float*, int*, float*, int*, int*, int*);
+  void dgesdd_(char*, int*, int*, double*, int*, double*, double*, int*, double*, int*, double*, int*, int*, int*);
+  void cgesdd_(char*, int*, int*, nm::Complex64*, int*, nm::Complex64*, nm::Complex64*, int*, nm::Complex64*, int*, nm::Complex64*, int*, float*, int*, int*);
+  void zgesdd_(char*, int*, int*, nm::Complex128*, int*, nm::Complex128*, nm::Complex128*, int*, nm::Complex128*, int*, nm::Complex128*, int*, double*, int*, int*);
+}
+
+namespace nm {
+  namespace math {
+
+    template <typename DType, typename CType>
+    inline int gesdd(char jobz, int m, int n, DType* a, int lda, DType* s, DType* u, int ldu, DType* vt, int ldvt, DType* work, int lwork, int* iwork, CType* rwork) {
+      rb_raise(rb_eNotImpError, "not yet implemented for non-BLAS dtypes");
+      return -1;
+    }
+
+    template <>
+    inline int gesdd(char jobz, int m, int n, float* a, int lda, float* s, float* u, int ldu, float* vt, int ldvt, float* work, int lwork, int* iwork, float* rwork) {
+      int info;
+      sgesdd_(&jobz, &m, &n, a, &lda, s, u, &ldu, vt, &ldvt, work, &lwork, iwork, &info);
+      return info;
+    }
+
+    template <>
+    inline int gesdd(char jobz, int m, int n, double* a, int lda, double* s, double* u, int ldu, double* vt, int ldvt, double* work, int lwork, int* iwork, double* rwork) {
+      int info;
+      dgesdd_(&jobz, &m, &n, a, &lda, s, u, &ldu, vt, &ldvt, work, &lwork, iwork, &info);
+      return info;
+    }
+
+    template <>
+    inline int gesdd(char jobz, int m, int n, nm::Complex64* a, int lda, nm::Complex64* s, nm::Complex64* u, int ldu, nm::Complex64* vt, int ldvt, nm::Complex64* work, int lwork, int* iwork, float* rwork) {
+      int info;
+      cgesdd_(&jobz, &m, &n, a, &lda, s, u, &ldu, vt, &ldvt, work, &lwork, rwork, iwork, &info);
+      return info;
+    }
+
+    template <>
+    inline int gesdd(char jobz, int m, int n, nm::Complex128* a, int lda, nm::Complex128* s, nm::Complex128* u, int ldu, nm::Complex128* vt, int ldvt, nm::Complex128* work, int lwork, int* iwork, double* rwork) {
+      int info;
+      zgesdd_(&jobz, &m, &n, a, &lda, s, u, &ldu, vt, &ldvt, work, &lwork, rwork, iwork, &info);
+      return info;
+    }
+
+  } // end of namespace math
+} // end of namespace nm
+
+#endif // GESDD_H

data/ext/nmatrix/math/gesvd.h

@@ -0,0 +1,78 @@
+/////////////////////////////////////////////////////////////////////
+// = NMatrix
+//
+// A linear algebra library for scientific computation in Ruby.
+// NMatrix is part of SciRuby.
+//
+// NMatrix was originally inspired by and derived from NArray, by
+// Masahiro Tanaka: http://narray.rubyforge.org
+//
+// == Copyright Information
+//
+// SciRuby is Copyright (c) 2010 - 2013, Ruby Science Foundation
+// NMatrix is Copyright (c) 2013, Ruby Science Foundation
+//
+// Please see LICENSE.txt for additional copyright notices.
+//
+// == Contributing
+//
+// By contributing source code to SciRuby, you agree to be bound by
+// our Contributor Agreement:
+//
+// * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
+//
+// == gesvd.h
+//
+// Header file for interface with LAPACK's xGESVD functions.
+//
+
+#ifndef GESVD_H
+# define GESVD_H
+
+extern "C" {
+  void sgesvd_(char*, char*, int*, int*, float*, int*, float*, float*, int*, float*, int*, float*, int*, int*);
+  void dgesvd_(char*, char*, int*, int*, double*, int*, double*, double*, int*, double*, int*, double*, int*, int*);
+  void cgesvd_(char*, char*, int*, int*, nm::Complex64*, int*, nm::Complex64*, nm::Complex64*, int*, nm::Complex64*, int*, nm::Complex64*, int*, float*, int*);
+  void zgesvd_(char*, char*, int*, int*, nm::Complex128*, int*, nm::Complex128*, nm::Complex128*, int*, nm::Complex128*, int*, nm::Complex128*, int*, double*, int*);
+}
+
+namespace nm {
+  namespace math {
+
+    template <typename DType, typename CType>
+    inline int gesvd(char jobu, char jobvt, int m, int n, DType* a, int lda, DType* s, DType* u, int ldu, DType* vt, int ldvt, DType* work, int lwork, CType* rwork) {
+      rb_raise(rb_eNotImpError, "not yet implemented for non-BLAS dtypes");
+      return -1;
+    }
+
+    template <>
+    inline int gesvd(char jobu, char jobvt, int m, int n, float* a, int lda, float* s, float* u, int ldu, float* vt, int ldvt, float* work, int lwork, float* rwork) {
+      int info;
+      sgesvd_(&jobu, &jobvt, &m, &n, a, &lda, s, u, &ldu, vt, &ldvt, work, &lwork, &info);
+      return info;
+    }
+
+    template <>
+    inline int gesvd(char jobu, char jobvt, int m, int n, double* a, int lda, double* s, double* u, int ldu, double* vt, int ldvt, double* work, int lwork, double* rwork) {
+      int info;
+      dgesvd_(&jobu, &jobvt, &m, &n, a, &lda, s, u, &ldu, vt, &ldvt, work, &lwork, &info);
+      return info;
+    }
+
+    template <>
+    inline int gesvd(char jobu, char jobvt, int m, int n, nm::Complex64* a, int lda, nm::Complex64* s, nm::Complex64* u, int ldu, nm::Complex64* vt, int ldvt, nm::Complex64* work, int lwork, float* rwork) {
+      int info;
+      cgesvd_(&jobu, &jobvt, &m, &n, a, &lda, s, u, &ldu, vt, &ldvt, work, &lwork, rwork, &info);
+      return info;
+    }
+
+    template <>
+    inline int gesvd(char jobu, char jobvt, int m, int n, nm::Complex128* a, int lda, nm::Complex128* s, nm::Complex128* u, int ldu, nm::Complex128* vt, int ldvt, nm::Complex128* work, int lwork, double* rwork) {
+      int info;
+      zgesvd_(&jobu, &jobvt, &m, &n, a, &lda, s, u, &ldu, vt, &ldvt, work, &lwork, rwork, &info);
+      return info;
+    }
+
+  } // end of namespace math
+} // end of namespace nm
+#endif // GESVD_H

data/ext/nmatrix/math/getf2.h

@@ -0,0 +1,86 @@
+/////////////////////////////////////////////////////////////////////
+// = NMatrix
+//
+// A linear algebra library for scientific computation in Ruby.
+// NMatrix is part of SciRuby.
+//
+// NMatrix was originally inspired by and derived from NArray, by
+// Masahiro Tanaka: http://narray.rubyforge.org
+//
+// == Copyright Information
+//
+// SciRuby is Copyright (c) 2010 - 2013, Ruby Science Foundation
+// NMatrix is Copyright (c) 2013, Ruby Science Foundation
+//
+// Please see LICENSE.txt for additional copyright notices.
+//
+// == Contributing
+//
+// By contributing source code to SciRuby, you agree to be bound by
+// our Contributor Agreement:
+//
+// * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
+//
+// == getf2.h
+//
+// LAPACK getf2 function in native C++.
+//
+
+#ifndef GETF2_H
+#define GETF2_H
+
+namespace nm { namespace math {
+
+template <typename DType>
+inline int getf2(const int m, const int n, DType* a, const int lda, int *ipiv) {
+
+  /* Function Body */
+  if (m < 0)                      return -1; // error
+  else if (n < 0)                 return -2; // error
+  else if (lda < std::max(1,m))   return -4; // error
+
+
+  if (m == 0 || n == 0)     return 0;   /* Quick return if possible */
+
+  for (size_t j = 0; j < std::min(m,n); ++j) { // changed
+
+    /* Find pivot and test for singularity. */
+
+    int jp = j - 1 + idamax<DType>(m-j+1, &a[j + j * lda], 1);
+
+    ipiv[j] = jp;
+
+
+    if (a[jp + j*lda] != 0) {
+
+      /* Apply the interchange to columns 1:N. */
+      // (Don't swap two columns that are the same.)
+      if (jp != j) swap<DType>(n, &a[j], lda, &a[jp], lda);
+
+      /* Compute elements J+1:M of J-th column. */
+
+	    if (j < m-1) {
+        if (std::abs(a[j+j*lda]) >= std::numeric_limits<DType>::min()) {
+          scal<DType>(m-j, 1.0 / a[j+j*lda], &a[j+1+j*lda], 1);
+		    } else {
+		      for (size_t i = 0; i < m-j; ++i) { // changed
+			      a[j+i+j*lda] /= a[j+j*lda];
+		      }
+		    }
+	    }
+
+    } else { // singular matrix
+      return j; // U(j,j) is exactly zero, div by zero if answer is used to solve a system of equations.
+    }
+
+    if (j < std::min(m,n)-1) /*           Update trailing submatrix. */
+      ger<DType>(m-j, n-j, -1.0, &a[j+1+j*lda], 1, &a[j+(j+1)*lda], lda, &a[j+1+(j+1)*lda], lda);
+
+  }
+  return 0;
+} /* dgetf2_ */
+
+
+}} // end of namespace nm::math
+
+#endif // GETF2

data/ext/nmatrix/math/getrf.h

@@ -0,0 +1,240 @@
+/////////////////////////////////////////////////////////////////////
+// = NMatrix
+//
+// A linear algebra library for scientific computation in Ruby.
+// NMatrix is part of SciRuby.
+//
+// NMatrix was originally inspired by and derived from NArray, by
+// Masahiro Tanaka: http://narray.rubyforge.org
+//
+// == Copyright Information
+//
+// SciRuby is Copyright (c) 2010 - 2013, Ruby Science Foundation
+// NMatrix is Copyright (c) 2013, Ruby Science Foundation
+//
+// Please see LICENSE.txt for additional copyright notices.
+//
+// == Contributing
+//
+// By contributing source code to SciRuby, you agree to be bound by
+// our Contributor Agreement:
+//
+// * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
+//
+// == getrf.h
+//
+// getrf function in native C++.
+//
+
+/*
+ *             Automatically Tuned Linear Algebra Software v3.8.4
+ *                    (C) Copyright 1999 R. Clint Whaley
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions
+ * are met:
+ *   1. Redistributions of source code must retain the above copyright
+ *      notice, this list of conditions and the following disclaimer.
+ *   2. Redistributions in binary form must reproduce the above copyright
+ *      notice, this list of conditions, and the following disclaimer in the
+ *      documentation and/or other materials provided with the distribution.
+ *   3. The name of the ATLAS group or the names of its contributers may
+ *      not be used to endorse or promote products derived from this
+ *      software without specific written permission.
+ *
+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+ * ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED
+ * TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
+ * PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE ATLAS GROUP OR ITS CONTRIBUTORS
+ * BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+ * CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
+ * SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+ * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
+ * CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+ * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+ * POSSIBILITY OF SUCH DAMAGE.
+ *
+ */
+
+#ifndef GETRF_H
+#define GETRF_H
+
+namespace nm { namespace math {
+
+/* Numeric inverse -- usually just 1 / f, but a little more complicated for complex. */
+template <typename DType>
+inline DType numeric_inverse(const DType& n) {
+  return n.inverse();
+}
+template <> inline float numeric_inverse(const float& n) { return 1 / n; }
+template <> inline double numeric_inverse(const double& n) { return 1 / n; }
+
+
+
+/*
+ * Templated version of row-order and column-order getrf, derived from ATL_getrfR.c (from ATLAS 3.8.0).
+ *
+ * 1. Row-major factorization of form
+ *   A = L * U * P
+ * where P is a column-permutation matrix, L is lower triangular (lower
+ * trapazoidal if M > N), and U is upper triangular with unit diagonals (upper
+ * trapazoidal if M < N).  This is the recursive Level 3 BLAS version.
+ *
+ * 2. Column-major factorization of form
+ *   A = P * L * U
+ * where P is a row-permutation matrix, L is lower triangular with unit diagonal
+ * elements (lower trapazoidal if M > N), and U is upper triangular (upper
+ * trapazoidal if M < N).  This is the recursive Level 3 BLAS version.
+ *
+ * Template argument determines whether 1 or 2 is utilized.
+ */
+template <bool RowMajor, typename DType>
+inline int getrf_nothrow(const int M, const int N, DType* A, const int lda, int* ipiv) {
+  const int MN = std::min(M, N);
+  int ierr = 0;
+
+  // Symbols used by ATLAS in the several versions of this function:
+  // Row   Col      Us
+  // Nup   Nleft    N_ul
+  // Ndown Nright   N_dr
+  // We're going to use N_ul, N_dr
+
+  DType neg_one = -1, one = 1;
+
+  if (MN > 1) {
+    int N_ul = MN >> 1;
+
+    // FIXME: Figure out how ATLAS #defines NB
+#ifdef NB
+    if (N_ul > NB) N_ul = ATL_MulByNB(ATL_DivByNB(N_ul));
+#endif
+
+    int N_dr = M - N_ul;
+
+    int i = RowMajor ? getrf_nothrow<true,DType>(N_ul, N, A, lda, ipiv) : getrf_nothrow<false,DType>(M, N_ul, A, lda, ipiv);
+
+    if (i) if (!ierr) ierr = i;
+
+    DType *Ar, *Ac, *An;
+    if (RowMajor) {
+      Ar = &(A[N_ul * lda]),
+      Ac = &(A[N_ul]);
+      An = &(Ar[N_ul]);
+
+      nm::math::laswp<DType>(N_dr, Ar, lda, 0, N_ul, ipiv, 1);
+
+      nm::math::trsm<DType>(CblasRowMajor, CblasRight, CblasUpper, CblasNoTrans, CblasUnit, N_dr, N_ul, one, A, lda, Ar, lda);
+      nm::math::gemm<DType>(CblasRowMajor, CblasNoTrans, CblasNoTrans, N_dr, N-N_ul, N_ul, &neg_one, Ar, lda, Ac, lda, &one, An, lda);
+
+      i = getrf_nothrow<true,DType>(N_dr, N-N_ul, An, lda, ipiv+N_ul);
+    } else {
+      Ar = NULL;
+      Ac = &(A[N_ul * lda]);
+      An = &(Ac[N_ul]);
+
+      nm::math::laswp<DType>(N_dr, Ac, lda, 0, N_ul, ipiv, 1);
+
+      nm::math::trsm<DType>(CblasColMajor, CblasLeft, CblasLower, CblasNoTrans, CblasUnit, N_ul, N_dr, one, A, lda, Ac, lda);
+      nm::math::gemm<DType>(CblasColMajor, CblasNoTrans, CblasNoTrans, M-N_ul, N_dr, N_ul, &neg_one, An, lda, Ac, lda, &one, An, lda);
+
+      i = getrf_nothrow<false,DType>(M-N_ul, N_dr, An, lda, ipiv+N_ul);
+    }
+
+    if (i) if (!ierr) ierr = N_ul + i;
+
+    for (i = N_ul; i != MN; i++) {
+      ipiv[i] += N_ul;
+    }
+
+    nm::math::laswp<DType>(N_ul, A, lda, N_ul, MN, ipiv, 1);  /* apply pivots */
+
+  } else if (MN == 1) { // there's another case for the colmajor version, but i don't know that it's that critical. Calls ATLAS LU2, who knows what that does.
+
+    int i = *ipiv = nm::math::idamax<DType>(N, A, 1); // cblas_iamax(N, A, 1);
+
+    DType tmp = A[i];
+    if (tmp != 0) {
+
+      nm::math::scal<DType>((RowMajor ? N : M), nm::math::numeric_inverse(tmp), A, 1);
+      A[i] = *A;
+      *A   = tmp;
+
+    } else ierr = 1;
+
+  }
+  return(ierr);
+}
+
+
+/*
+ * From ATLAS 3.8.0:
+ *
+ * Computes one of two LU factorizations based on the setting of the Order
+ * parameter, as follows:
+ * ----------------------------------------------------------------------------
+ *                       Order == CblasColMajor
+ * Column-major factorization of form
+ *   A = P * L * U
+ * where P is a row-permutation matrix, L is lower triangular with unit
+ * diagonal elements (lower trapazoidal if M > N), and U is upper triangular
+ * (upper trapazoidal if M < N).
+ *
+ * ----------------------------------------------------------------------------
+ *                       Order == CblasRowMajor
+ * Row-major factorization of form
+ *   A = P * L * U
+ * where P is a column-permutation matrix, L is lower triangular (lower
+ * trapazoidal if M > N), and U is upper triangular with unit diagonals (upper
+ * trapazoidal if M < N).
+ *
+ * ============================================================================
+ * Let IERR be the return value of the function:
+ *    If IERR == 0, successful exit.
+ *    If (IERR < 0) the -IERR argument had an illegal value
+ *    If (IERR > 0 && Order == CblasColMajor)
+ *       U(i-1,i-1) is exactly zero.  The factorization has been completed,
+ *       but the factor U is exactly singular, and division by zero will
+ *       occur if it is used to solve a system of equations.
+ *    If (IERR > 0 && Order == CblasRowMajor)
+ *       L(i-1,i-1) is exactly zero.  The factorization has been completed,
+ *       but the factor L is exactly singular, and division by zero will
+ *       occur if it is used to solve a system of equations.
+ */
+template <typename DType>
+inline int getrf(const enum CBLAS_ORDER Order, const int M, const int N, DType* A, int lda, int* ipiv) {
+  if (Order == CblasRowMajor) {
+    if (lda < std::max(1,N)) {
+      rb_raise(rb_eArgError, "GETRF: lda must be >= MAX(N,1): lda=%d N=%d", lda, N);
+      return -6;
+    }
+
+    return getrf_nothrow<true,DType>(M, N, A, lda, ipiv);
+  } else {
+    if (lda < std::max(1,M)) {
+      rb_raise(rb_eArgError, "GETRF: lda must be >= MAX(M,1): lda=%d M=%d", lda, M);
+      return -6;
+    }
+
+    return getrf_nothrow<false,DType>(M, N, A, lda, ipiv);
+    //rb_raise(rb_eNotImpError, "column major getrf not implemented");
+  }
+}
+
+
+
+/*
+* Function signature conversion for calling LAPACK's getrf functions as directly as possible.
+*
+* For documentation: http://www.netlib.org/lapack/double/dgetrf.f
+*
+* This function should normally go in math.cpp, but we need it to be available to nmatrix.cpp.
+*/
+template <typename DType>
+inline int clapack_getrf(const enum CBLAS_ORDER order, const int m, const int n, void* a, const int lda, int* ipiv) {
+  return getrf<DType>(order, m, n, reinterpret_cast<DType*>(a), lda, ipiv);
+}
+
+
+} } // end nm::math
+
+#endif