nmatrix 0.1.0 → 0.2.0

data/ext/nmatrix/math/ger.h

@@ -1,96 +0,0 @@
-/////////////////////////////////////////////////////////////////////
-// = 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 - 2014, Ruby Science Foundation
-// NMatrix is Copyright (c) 2012 - 2014, John Woods and the 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

@@ -1,80 +0,0 @@
-/////////////////////////////////////////////////////////////////////
-// = 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 - 2014, Ruby Science Foundation
-// NMatrix is Copyright (c) 2012 - 2014, John Woods and the 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

@@ -1,78 +0,0 @@
-/////////////////////////////////////////////////////////////////////
-// = 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 - 2014, Ruby Science Foundation
-// NMatrix is Copyright (c) 2012 - 2014, John Woods and the 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

@@ -1,86 +0,0 @@
-/////////////////////////////////////////////////////////////////////
-// = 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 - 2014, Ruby Science Foundation
-// NMatrix is Copyright (c) 2012 - 2014, John Woods and the 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 + imax<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/getri.h

@@ -1,108 +0,0 @@
-/////////////////////////////////////////////////////////////////////
-// = 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 - 2014, Ruby Science Foundation
-// NMatrix is Copyright (c) 2012 - 2014, John Woods and the 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
-//
-// == getri.h
-//
-// getri 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 GETRI_H
-#define GETRI_H
-
-
-namespace nm { namespace math {
-
-template <typename DType>
-inline int getri(const enum CBLAS_ORDER order, const int n, DType* a, const int lda, const int* ipiv) {
-  rb_raise(rb_eNotImpError, "getri not yet implemented for non-BLAS dtypes");
-  return 0;
-}
-
-#if defined (HAVE_CLAPACK_H) || defined (HAVE_ATLAS_CLAPACK_H)
-template <>
-inline int getri(const enum CBLAS_ORDER order, const int n, float* a, const int lda, const int* ipiv) {
-  return clapack_sgetri(order, n, a, lda, ipiv);
-}
-
-template <>
-inline int getri(const enum CBLAS_ORDER order, const int n, double* a, const int lda, const int* ipiv) {
-  return clapack_dgetri(order, n, a, lda, ipiv);
-}
-
-template <>
-inline int getri(const enum CBLAS_ORDER order, const int n, Complex64* a, const int lda, const int* ipiv) {
-  return clapack_cgetri(order, n, reinterpret_cast<void*>(a), lda, ipiv);
-}
-
-template <>
-inline int getri(const enum CBLAS_ORDER order, const int n, Complex128* a, const int lda, const int* ipiv) {
-  return clapack_zgetri(order, n, reinterpret_cast<void*>(a), lda, ipiv);
-}
-#endif
-
-/*
- * Function signature conversion for calling LAPACK's getri functions as directly as possible.
- *
- * For documentation: http://www.netlib.org/lapack/double/dgetri.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_getri(const enum CBLAS_ORDER order, const int n, void* a, const int lda, const int* ipiv) {
-  return getri<DType>(order, n, reinterpret_cast<DType*>(a), lda, ipiv);
-}
-
-
-} } // end nm::math
-
-#endif // GETRI_H