nmatrix 0.1.0 → 0.2.0
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- checksums.yaml +4 -4
- data/ext/nmatrix/data/complex.h +20 -55
- data/ext/nmatrix/data/data.cpp +11 -44
- data/ext/nmatrix/data/data.h +174 -311
- data/ext/nmatrix/data/meta.h +1 -7
- data/ext/nmatrix/data/ruby_object.h +3 -85
- data/ext/nmatrix/extconf.rb +2 -73
- data/ext/nmatrix/math.cpp +170 -813
- data/ext/nmatrix/math/asum.h +2 -25
- data/ext/nmatrix/math/{inc.h → cblas_enums.h} +11 -22
- data/ext/nmatrix/math/cblas_templates_core.h +507 -0
- data/ext/nmatrix/math/gemm.h +2 -32
- data/ext/nmatrix/math/gemv.h +1 -35
- data/ext/nmatrix/math/getrf.h +21 -6
- data/ext/nmatrix/math/getrs.h +0 -8
- data/ext/nmatrix/math/imax.h +0 -22
- data/ext/nmatrix/math/long_dtype.h +0 -3
- data/ext/nmatrix/math/math.h +11 -337
- data/ext/nmatrix/math/nrm2.h +2 -23
- data/ext/nmatrix/math/rot.h +1 -25
- data/ext/nmatrix/math/rotg.h +4 -13
- data/ext/nmatrix/math/scal.h +0 -22
- data/ext/nmatrix/math/trsm.h +0 -55
- data/ext/nmatrix/math/util.h +148 -0
- data/ext/nmatrix/nmatrix.cpp +0 -14
- data/ext/nmatrix/nmatrix.h +92 -84
- data/ext/nmatrix/ruby_constants.cpp +0 -2
- data/ext/nmatrix/ruby_constants.h +0 -2
- data/ext/nmatrix/ruby_nmatrix.c +86 -45
- data/ext/nmatrix/storage/dense/dense.cpp +1 -7
- data/ext/nmatrix/storage/storage.h +0 -1
- data/ext/nmatrix/ttable_helper.rb +0 -6
- data/ext/nmatrix/util/io.cpp +1 -1
- data/lib/nmatrix.rb +1 -19
- data/lib/nmatrix/blas.rb +33 -11
- data/lib/nmatrix/io/market.rb +3 -3
- data/lib/nmatrix/lapack_core.rb +181 -0
- data/lib/nmatrix/lapack_plugin.rb +44 -0
- data/lib/nmatrix/math.rb +382 -131
- data/lib/nmatrix/monkeys.rb +2 -3
- data/lib/nmatrix/nmatrix.rb +166 -13
- data/lib/nmatrix/shortcuts.rb +72 -7
- data/lib/nmatrix/version.rb +2 -2
- data/spec/00_nmatrix_spec.rb +154 -5
- data/spec/02_slice_spec.rb +2 -6
- data/spec/03_nmatrix_monkeys_spec.rb +7 -1
- data/spec/blas_spec.rb +60 -33
- data/spec/homogeneous_spec.rb +10 -10
- data/spec/lapack_core_spec.rb +482 -0
- data/spec/math_spec.rb +436 -52
- data/spec/shortcuts_spec.rb +28 -4
- data/spec/spec_helper.rb +14 -2
- data/spec/utm5940.mtx +83844 -0
- metadata +49 -76
- data/.gitignore +0 -27
- data/.rspec +0 -2
- data/.travis.yml +0 -15
- data/CONTRIBUTING.md +0 -82
- data/Gemfile +0 -2
- data/History.txt +0 -677
- data/LICENSE.txt +0 -23
- data/Manifest.txt +0 -92
- data/README.rdoc +0 -150
- data/Rakefile +0 -216
- data/ext/nmatrix/data/rational.h +0 -440
- data/ext/nmatrix/math/geev.h +0 -82
- data/ext/nmatrix/math/ger.h +0 -96
- data/ext/nmatrix/math/gesdd.h +0 -80
- data/ext/nmatrix/math/gesvd.h +0 -78
- data/ext/nmatrix/math/getf2.h +0 -86
- data/ext/nmatrix/math/getri.h +0 -108
- data/ext/nmatrix/math/potrs.h +0 -129
- data/ext/nmatrix/math/swap.h +0 -52
- data/lib/nmatrix/lapack.rb +0 -240
- data/nmatrix.gemspec +0 -55
- data/scripts/mac-brew-gcc.sh +0 -50
- data/scripts/mac-mavericks-brew-gcc.sh +0 -22
- data/spec/lapack_spec.rb +0 -459
data/scripts/mac-brew-gcc.sh
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#!/bin/bash
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# Script will not work for GCC 4.8 or 4.9. For those, please see
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# mac-mavericks-brew-gcc.sh
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VERSION="4.7.2" # Script should also work with GCC 4.7.1.
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PREFIX="/usr/gcc-${VERSION}"
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LANGUAGES="c,c++,fortran"
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MAKE="make -j 4"
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brew-path() { brew info $1 | head -n3 | tail -n1 | cut -d' ' -f1; }
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# Prerequisites
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brew install gmp mpfr libmpc
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# Next, download & install the latest GCC:
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mkdir -p $PREFIX
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mkdir temp-gcc
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cd temp-gcc
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wget ftp://ftp.gnu.org/gnu/gcc/gcc-$VERSION/gcc-$VERSION.tar.gz
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tar xfz gcc-$VERSION.tar.gz
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rm gcc-$VERSION.tar.gz
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cd gcc-$VERSION
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mkdir build
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cd build
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# Older versions of brew need brew-path instead of brew --prefix.
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../configure \
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--prefix=$PREFIX \
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--with-gmp=$(brew --prefix gmp) \
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--with-mpfr=$(brew --prefix mpfr) \
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--with-mpc=$(brew --prefix libmpc) \
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--program-suffix=-$VERSION \
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--enable-languages=$LANGUAGES \
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--with-system-zlib \
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--enable-stage1-checking \
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--enable-plugin \
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--enable-lto \
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--disable-multilib
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$MAKE bootstrap
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make install
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# Uncomment for cleanup …
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# cd ../../..
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# rm -r temp-gcc
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#!/bin/bash
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brew-path() { brew info $1 | head -n3 | tail -n1 | cut -d' ' -f1; }
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# Try using the following for GCC 4.9:
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#
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# brew install gmp4 mpfr2 libmpc08 isl011 cloog018
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#
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#
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brew install gcc49 --enable-fortran
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# Source for this is: http://stackoverflow.com/questions/19535422/os-x-10-9-gcc-links-to-clang
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# You may wish to re-install your Ruby if you're using rbenv. To do
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# so, make sure you've installed openssl, readline, and libyaml.
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#
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# The commands for this are:
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#
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# CC=gcc-4.8 RUBY_CONFIGURE_OPTS="--with-openssl-dir=`brew --prefix openssl` --with-readline-dir=`brew --prefix readline` --with-gcc=gcc-4.8 --enable-shared" rbenv install --keep 2.0.0-p247
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#
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#
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data/spec/lapack_spec.rb
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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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# == lapack_spec.rb
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#
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# Tests for properly exposed LAPACK functions.
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#
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require 'spec_helper'
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describe NMatrix::LAPACK do
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# where integer math is allowed
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[:byte, :int8, :int16, :int32, :int64, :rational32, :rational64, :rational128, :float32, :float64, :complex64, :complex128].each do |dtype|
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context dtype do
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it "exposes clapack laswp" do
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a = NMatrix.new(:dense, [3,4], [1,2,3,4,5,6,7,8,9,10,11,12], dtype)
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NMatrix::LAPACK::clapack_laswp(3, a, 4, 0, 3, [2,1,3,0], 1)
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b = NMatrix.new(:dense, [3,4], [3,2,4,1,7,6,8,5,11,10,12,9], dtype)
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expect(a).to eq(b)
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end
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it "exposes NMatrix#permute_columns and #permute_columns! (user-friendly laswp)" do
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a = NMatrix.new(:dense, [3,4], [1,2,3,4,5,6,7,8,9,10,11,12], dtype)
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b = NMatrix.new(:dense, [3,4], [3,2,4,1,7,6,8,5,11,10,12,9], dtype)
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piv = [2,1,3,0]
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r = a.permute_columns(piv)
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expect(r).not_to eq(a)
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expect(r).to eq(b)
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a.permute_columns!(piv)
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expect(a).to eq(b)
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end
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end
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end
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# where integer math is not allowed
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[:rational32, :rational64, :rational128, :float32, :float64, :complex64, :complex128].each do |dtype|
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context dtype do
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it "exposes clapack_gesv" do
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a = NMatrix[[1.quo(1), 2, 3], [0,1.quo(2),4],[3,3,9]].cast(dtype: dtype)
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b = NMatrix[[1.quo(1)],[2],[3]].cast(dtype: dtype)
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err = case dtype
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when :float32, :complex64
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1e-6
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when :float64, :complex128
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1e-8
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else
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1e-64
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end
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expect(NMatrix::LAPACK::clapack_gesv(:row,a.shape[0],b.shape[1],a,a.shape[0],b,b.shape[0])).to be_within(err).of(NMatrix[[-1.quo(2)], [0], [1.quo(2)]].cast(dtype: dtype))
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end
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it "exposes clapack_getrf" do
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a = NMatrix.new(3, [4,9,2,3,5,7,8,1,6], dtype: dtype)
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NMatrix::LAPACK::clapack_getrf(:row, 3, 3, a, 3)
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# delta varies for different dtypes
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err = case dtype
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when :float32, :complex64
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1e-6
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when :float64, :complex128
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1e-15
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else
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1e-64 # FIXME: should be 0, but be_within(0) does not work.
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end
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expect(a[0,0]).to eq(9) # 8
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expect(a[0,1]).to be_within(err).of(2.quo(9)) # 1
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expect(a[0,2]).to be_within(err).of(4.quo(9)) # 6
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expect(a[1,0]).to eq(5) # 1.quo(2)
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expect(a[1,1]).to be_within(err).of(53.quo(9)) # 17.quo(2)
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expect(a[1,2]).to be_within(err).of(7.quo(53)) # -1
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expect(a[2,0]).to eq(1) # 3.quo(8)
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expect(a[2,1]).to be_within(err).of(52.quo(9))
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expect(a[2,2]).to be_within(err).of(360.quo(53))
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end
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it "exposes clapack_potrf" do
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# first do upper
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begin
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a = NMatrix.new(:dense, 3, [25,15,-5, 0,18,0, 0,0,11], dtype)
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NMatrix::LAPACK::clapack_potrf(:row, :upper, 3, a, 3)
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b = NMatrix.new(:dense, 3, [5,3,-1, 0,3,1, 0,0,3], dtype)
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expect(a).to eq(b)
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rescue NotImplementedError => e
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pending e.to_s
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end
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# then do lower
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a = NMatrix.new(:dense, 3, [25,0,0, 15,18,0,-5,0,11], dtype)
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NMatrix::LAPACK::clapack_potrf(:row, :lower, 3, a, 3)
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b = NMatrix.new(:dense, 3, [5,0,0, 3,3,0, -1,1,3], dtype)
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expect(a).to eq(b)
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end
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# Together, these calls are basically xGESV from LAPACK: http://www.netlib.org/lapack/double/dgesv.f
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it "exposes clapack_getrs" do
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a = NMatrix.new(3, [-2,4,-3,3,-2,1,0,-4,3], dtype: dtype)
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ipiv = NMatrix::LAPACK::clapack_getrf(:row, 3, 3, a, 3)
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b = NMatrix.new([3,1], [-1, 17, -9], dtype: dtype)
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NMatrix::LAPACK::clapack_getrs(:row, false, 3, 1, a, 3, ipiv, b, 3)
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expect(b[0]).to eq(5)
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expect(b[1]).to eq(-15.quo(2))
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expect(b[2]).to eq(-13)
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end
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it "exposes clapack_getri" do
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a = NMatrix.new(:dense, 3, [1,0,4,1,1,6,-3,0,-10], dtype)
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ipiv = NMatrix::LAPACK::clapack_getrf(:row, 3, 3, a, 3) # get pivot from getrf, use for getri
|
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begin
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NMatrix::LAPACK::clapack_getri(:row, 3, a, 3, ipiv)
|
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b = NMatrix.new(:dense, 3, [-5,0,-2,-4,1,-1,1.5,0,0.5], dtype)
|
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expect(a).to eq(b)
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rescue NotImplementedError => e
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pending e.to_s
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end
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end
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it "exposes lapack_gesdd" do
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if [:float32, :float64].include? dtype
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a = NMatrix.new([5,6], %w|8.79 9.93 9.83 5.45 3.16
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6.11 6.91 5.04 -0.27 7.98
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-9.15 -7.93 4.86 4.85 3.01
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9.57 1.64 8.83 0.74 5.80
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-3.49 4.02 9.80 10.00 4.27
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9.84 0.15 -8.99 -6.02 -5.31|.map(&:to_f), dtype: dtype)
|
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s_true = NMatrix.new([1,5], [27.468732418221848, 22.643185009774697, 8.558388228482576, 5.985723201512133, 2.014899658715756], dtype: dtype)
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right_true = NMatrix.new([5,6], [0.5911423764124365, 0.2631678147140568, 0.35543017386282716, 0.3142643627269275, 0.2299383153647484, 0.0, 0.39756679420242547, 0.24379902792633046, -0.22239000068544604, -0.7534661509534584, -0.36358968669749664, 0.0, 0.03347896906244727, -0.6002725806935828, -0.45083926892230763, 0.23344965724471425, -0.3054757327479317, 0.0, 0.4297069031370182, 0.23616680628112555, -0.6858628638738117, 0.3318600182003095, 0.1649276348845103, 0.0, 0.4697479215666587, -0.350891398883702, 0.38744460309967327, 0.15873555958215635, -0.5182574373535355, 0.0, -0.29335875846440357, 0.57626211913389, -0.020852917980871258, 0.3790776670601607, -0.6525516005923976, 0.0], dtype: dtype)
|
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#right_true = NMatrix.new([5,6],
|
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# %w|-0.59 0.26 0.36 0.31 0.23
|
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# -0.40 0.24 -0.22 -0.75 -0.36
|
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# -0.03 -0.60 -0.45 0.23 -0.31
|
157
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# -0.43 0.24 -0.69 0.33 0.16
|
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# -0.47 -0.35 0.39 0.16 -0.52
|
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# 0.29 0.58 -0.02 0.38 -0.65|.map(&:to_f),
|
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# dtype)
|
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left_true = NMatrix.new([5,5], [0.25138279272049635, 0.3968455517769292, 0.6921510074703637, 0.3661704447722309, 0.4076352386533525, 0.814836686086339, 0.3586615001880027, -0.24888801115928438, -0.3685935379446176, -0.09796256926688672, -0.2606185055842211, 0.7007682094072526, -0.22081144672043734, 0.38593848318854174, -0.49325014285102375, 0.3967237771305971, -0.4507112412166429, 0.2513211496937535, 0.4342486014366711, -0.6226840720358049, -0.21802776368654594, 0.14020994987112056, 0.5891194492399431, -0.6265282503648172, -0.4395516923423326], dtype: dtype)
|
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#left_true = NMatrix.new([5,5],
|
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# %w|-0.25 -0.40 -0.69 -0.37 -0.41
|
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# 0.81 0.36 -0.25 -0.37 -0.10
|
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|
-
# -0.26 0.70 -0.22 0.39 -0.49
|
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-
# 0.40 -0.45 0.25 0.43 -0.62
|
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|
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# -0.22 0.14 0.59 -0.63 -0.44|.map(&:to_f),
|
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|
-
# dtype)
|
169
|
-
s = NMatrix.new([5,1], 0, dtype: dtype)
|
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|
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u = NMatrix.new([5,5], 0, dtype: dtype)
|
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|
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ldu = 5
|
172
|
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vt = NMatrix.new([6,6], 0, dtype: dtype)
|
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|
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ldvt= 6
|
174
|
-
elsif [:complex64, :complex128].include? dtype
|
175
|
-
#http://software.intel.com/sites/products/documentation/doclib/mkl_sa/11/mkl_lapack_examples/cgesvd_ex.c.htm
|
176
|
-
pending "Example may be wrong"
|
177
|
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else
|
178
|
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pending "Not implemented for non-LAPACK dtypes"
|
179
|
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a = NMatrix.new([4,3], dtype: dtype)
|
180
|
-
end
|
181
|
-
err = case dtype
|
182
|
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when :float32, :complex64
|
183
|
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1e-6
|
184
|
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when :float64, :complex128
|
185
|
-
1e-15
|
186
|
-
else
|
187
|
-
1e-64 # FIXME: should be 0, but be_within(0) does not work.
|
188
|
-
end
|
189
|
-
err = err *5e1
|
190
|
-
begin
|
191
|
-
|
192
|
-
info = NMatrix::LAPACK::lapack_gesdd(:a, a.shape[0], a.shape[1], a, a.shape[0], s, u, ldu, vt, ldvt, 500)
|
193
|
-
|
194
|
-
rescue NotImplementedError => e
|
195
|
-
pending e.to_s
|
196
|
-
end
|
197
|
-
|
198
|
-
expect(u).to be_within(err).of(left_true)
|
199
|
-
#FIXME: Is the next line correct?
|
200
|
-
expect(vt[0...right_true.shape[0], 0...right_true.shape[1]-1]).to be_within(err).of(right_true[0...right_true.shape[0],0...right_true.shape[1]-1])
|
201
|
-
expect(s.transpose).to be_within(err).of(s_true.row(0))
|
202
|
-
end
|
203
|
-
|
204
|
-
|
205
|
-
it "exposes lapack_gesvd" do
|
206
|
-
# http://software.intel.com/sites/products/documentation/doclib/mkl_sa/11/mkl_lapack_examples/dgesvd_ex.c.htm
|
207
|
-
if [:float32, :float64].include? dtype
|
208
|
-
a = NMatrix.new([5,6], %w|8.79 9.93 9.83 5.45 3.16
|
209
|
-
6.11 6.91 5.04 -0.27 7.98
|
210
|
-
-9.15 -7.93 4.86 4.85 3.01
|
211
|
-
9.57 1.64 8.83 0.74 5.80
|
212
|
-
-3.49 4.02 9.80 10.00 4.27
|
213
|
-
9.84 0.15 -8.99 -6.02 -5.31|.map(&:to_f), dtype: dtype)
|
214
|
-
s_true = NMatrix.new([1,5], [27.468732418221848, 22.643185009774697, 8.558388228482576, 5.985723201512133, 2.014899658715756], dtype: dtype)
|
215
|
-
right_true = NMatrix.new([5,6], [0.5911423764124365, 0.2631678147140568, 0.35543017386282716, 0.3142643627269275, 0.2299383153647484, 0.0, 0.39756679420242547, 0.24379902792633046, -0.22239000068544604, -0.7534661509534584, -0.36358968669749664, 0.0, 0.03347896906244727, -0.6002725806935828, -0.45083926892230763, 0.23344965724471425, -0.3054757327479317, 0.0, 0.4297069031370182, 0.23616680628112555, -0.6858628638738117, 0.3318600182003095, 0.1649276348845103, 0.0, 0.4697479215666587, -0.350891398883702, 0.38744460309967327, 0.15873555958215635, -0.5182574373535355, 0.0, -0.29335875846440357, 0.57626211913389, -0.020852917980871258, 0.3790776670601607, -0.6525516005923976, 0.0], dtype: dtype)
|
216
|
-
#right_true = NMatrix.new([5,6],
|
217
|
-
# %w|-0.59 0.26 0.36 0.31 0.23
|
218
|
-
# -0.40 0.24 -0.22 -0.75 -0.36
|
219
|
-
# -0.03 -0.60 -0.45 0.23 -0.31
|
220
|
-
# -0.43 0.24 -0.69 0.33 0.16
|
221
|
-
# -0.47 -0.35 0.39 0.16 -0.52
|
222
|
-
# 0.29 0.58 -0.02 0.38 -0.65|.map(&:to_f),
|
223
|
-
# dtype)
|
224
|
-
left_true = NMatrix.new([5,5], [0.25138279272049635, 0.3968455517769292, 0.6921510074703637, 0.3661704447722309, 0.4076352386533525, 0.814836686086339, 0.3586615001880027, -0.24888801115928438, -0.3685935379446176, -0.09796256926688672, -0.2606185055842211, 0.7007682094072526, -0.22081144672043734, 0.38593848318854174, -0.49325014285102375, 0.3967237771305971, -0.4507112412166429, 0.2513211496937535, 0.4342486014366711, -0.6226840720358049, -0.21802776368654594, 0.14020994987112056, 0.5891194492399431, -0.6265282503648172, -0.4395516923423326], dtype: dtype)
|
225
|
-
#left_true = NMatrix.new([5,5],
|
226
|
-
# %w|-0.25 -0.40 -0.69 -0.37 -0.41
|
227
|
-
# 0.81 0.36 -0.25 -0.37 -0.10
|
228
|
-
# -0.26 0.70 -0.22 0.39 -0.49
|
229
|
-
# 0.40 -0.45 0.25 0.43 -0.62
|
230
|
-
# -0.22 0.14 0.59 -0.63 -0.44|.map(&:to_f),
|
231
|
-
# dtype)
|
232
|
-
s = NMatrix.new([5,1], 0, dtype: dtype)
|
233
|
-
u = NMatrix.new([5,5], 0, dtype: dtype)
|
234
|
-
ldu = 5
|
235
|
-
vt = NMatrix.new([6,6], 0, dtype: dtype)
|
236
|
-
ldvt= 6
|
237
|
-
elsif [:complex64, :complex128].include? dtype
|
238
|
-
#http://software.intel.com/sites/products/documentation/doclib/mkl_sa/11/mkl_lapack_examples/cgesvd_ex.c.htm
|
239
|
-
pending "Example may be wrong"
|
240
|
-
a = NMatrix.new([4,3], [[ 5.91, -5.69], [ 7.09, 2.72], [ 7.78, -4.06], [ -0.79, -7.21], [ -3.15, -4.08], [ -1.89, 3.27], [ 4.57, -2.07], [ -3.88, -3.30], [ -4.89, 4.20], [ 4.10, -6.70], [ 3.28, -3.84], [ 3.84, 1.19]].map {|e| Complex(*e) } , dtype: dtype)
|
241
|
-
s_true = NMatrix.new([3,1], [17.63, 11.61, 6.78], dtype: dtype)
|
242
|
-
left_true = NMatrix.new([4,4], [[-0.86, 0.0], [0.4, 0.0], [0.32, 0.0], [-0.35, 0.13], [-0.24, -0.21], [-0.63, 0.6], [0.15, 0.32], [0.61, 0.61], [-0.36, 0.1]].map {|e| Complex(*e)}, dtype: dtype)
|
243
|
-
right_true = NMatrix.new([4,3], [[ -0.22, 0.51], [ -0.37, -0.32], [ -0.53, 0.11], [ 0.15, 0.38], [ 0.31, 0.31], [ 0.09, -0.57], [ 0.18, -0.39], [ 0.38, -0.39], [ 0.53, 0.24], [ 0.49, 0.28], [ -0.47, -0.25], [ -0.15, 0.19]].map {|e| Complex *e} , dtype: dtype)
|
244
|
-
|
245
|
-
s = NMatrix.new([3,1], 0, dtype: dtype)
|
246
|
-
u = NMatrix.new([4,4], 0, dtype: dtype)
|
247
|
-
ldu = 4
|
248
|
-
vt = NMatrix.new([3,3], 0, dtype: dtype)
|
249
|
-
ldvt= 3
|
250
|
-
else
|
251
|
-
a = NMatrix.new([4,3], dtype: dtype)
|
252
|
-
end
|
253
|
-
err = case dtype
|
254
|
-
when :float32, :complex64
|
255
|
-
1e-6
|
256
|
-
when :float64, :complex128
|
257
|
-
1e-15
|
258
|
-
else
|
259
|
-
1e-64 # FIXME: should be 0, but be_within(0) does not work.
|
260
|
-
end
|
261
|
-
err = err *5e1
|
262
|
-
begin
|
263
|
-
|
264
|
-
info = NMatrix::LAPACK::lapack_gesvd(:a, :a, a.shape[0], a.shape[1], a, a.shape[0], s, u, ldu, vt, ldvt, 500)
|
265
|
-
|
266
|
-
rescue NotImplementedError => e
|
267
|
-
pending e.to_s
|
268
|
-
end
|
269
|
-
|
270
|
-
expect(u).to be_within(err).of(left_true)
|
271
|
-
#FIXME: Is the next line correct?
|
272
|
-
expect(vt[0...right_true.shape[0], 0...right_true.shape[1]-1]).to be_within(err).of(right_true[0...right_true.shape[0],0...right_true.shape[1]-1])
|
273
|
-
expect(s.transpose).to be_within(err).of(s_true.row(0))
|
274
|
-
|
275
|
-
end
|
276
|
-
|
277
|
-
it "exposes the convenience gesvd method" do
|
278
|
-
# http://software.intel.com/sites/products/documentation/doclib/mkl_sa/11/mkl_lapack_examples/dgesvd_ex.c.htm
|
279
|
-
if [:float32, :float64].include? dtype
|
280
|
-
a = NMatrix.new([5,6], %w|8.79 9.93 9.83 5.45 3.16
|
281
|
-
6.11 6.91 5.04 -0.27 7.98
|
282
|
-
-9.15 -7.93 4.86 4.85 3.01
|
283
|
-
9.57 1.64 8.83 0.74 5.80
|
284
|
-
-3.49 4.02 9.80 10.00 4.27
|
285
|
-
9.84 0.15 -8.99 -6.02 -5.31|.map(&:to_f), dtype: dtype)
|
286
|
-
s_true = NMatrix.new([1,5], [27.468732418221848, 22.643185009774697, 8.558388228482576, 5.985723201512133, 2.014899658715756], dtype: dtype)
|
287
|
-
right_true = NMatrix.new([5,6], [0.5911423764124365, 0.2631678147140568, 0.35543017386282716, 0.3142643627269275, 0.2299383153647484, 0.0, 0.39756679420242547, 0.24379902792633046, -0.22239000068544604, -0.7534661509534584, -0.36358968669749664, 0.0, 0.03347896906244727, -0.6002725806935828, -0.45083926892230763, 0.23344965724471425, -0.3054757327479317, 0.0, 0.4297069031370182, 0.23616680628112555, -0.6858628638738117, 0.3318600182003095, 0.1649276348845103, 0.0, 0.4697479215666587, -0.350891398883702, 0.38744460309967327, 0.15873555958215635, -0.5182574373535355, 0.0, -0.29335875846440357, 0.57626211913389, -0.020852917980871258, 0.3790776670601607, -0.6525516005923976, 0.0], dtype: dtype)
|
288
|
-
#right_true = NMatrix.new([5,6],
|
289
|
-
# %w|-0.59 0.26 0.36 0.31 0.23
|
290
|
-
# -0.40 0.24 -0.22 -0.75 -0.36
|
291
|
-
# -0.03 -0.60 -0.45 0.23 -0.31
|
292
|
-
# -0.43 0.24 -0.69 0.33 0.16
|
293
|
-
# -0.47 -0.35 0.39 0.16 -0.52
|
294
|
-
# 0.29 0.58 -0.02 0.38 -0.65|.map(&:to_f),
|
295
|
-
# dtype)
|
296
|
-
left_true = NMatrix.new([5,5], [0.25138279272049635, 0.3968455517769292, 0.6921510074703637, 0.3661704447722309, 0.4076352386533525, 0.814836686086339, 0.3586615001880027, -0.24888801115928438, -0.3685935379446176, -0.09796256926688672, -0.2606185055842211, 0.7007682094072526, -0.22081144672043734, 0.38593848318854174, -0.49325014285102375, 0.3967237771305971, -0.4507112412166429, 0.2513211496937535, 0.4342486014366711, -0.6226840720358049, -0.21802776368654594, 0.14020994987112056, 0.5891194492399431, -0.6265282503648172, -0.4395516923423326], dtype: dtype)
|
297
|
-
#left_true = NMatrix.new([5,5],
|
298
|
-
# %w|-0.25 -0.40 -0.69 -0.37 -0.41
|
299
|
-
# 0.81 0.36 -0.25 -0.37 -0.10
|
300
|
-
# -0.26 0.70 -0.22 0.39 -0.49
|
301
|
-
# 0.40 -0.45 0.25 0.43 -0.62
|
302
|
-
# -0.22 0.14 0.59 -0.63 -0.44|.map(&:to_f),
|
303
|
-
# dtype)
|
304
|
-
s = NMatrix.new([5,1], 0, dtype: dtype)
|
305
|
-
u = NMatrix.new([5,5], 0, dtype: dtype)
|
306
|
-
ldu = 5
|
307
|
-
vt = NMatrix.new([6,6], 0, dtype: dtype)
|
308
|
-
ldvt= 6
|
309
|
-
elsif [:complex64, :complex128].include? dtype
|
310
|
-
#http://software.intel.com/sites/products/documentation/doclib/mkl_sa/11/mkl_lapack_examples/cgesvd_ex.c.htm
|
311
|
-
pending "Example may be wrong"
|
312
|
-
a = NMatrix.new([4,3], [[ 5.91, -5.69], [ 7.09, 2.72], [ 7.78, -4.06], [ -0.79, -7.21], [ -3.15, -4.08], [ -1.89, 3.27], [ 4.57, -2.07], [ -3.88, -3.30], [ -4.89, 4.20], [ 4.10, -6.70], [ 3.28, -3.84], [ 3.84, 1.19]].map {|e| Complex(*e) } , dtype: dtype)
|
313
|
-
s_true = NMatrix.new([3,1], [17.63, 11.61, 6.78], dtype: dtype)
|
314
|
-
left_true = NMatrix.new([4,4], [[-0.86, 0.0], [0.4, 0.0], [0.32, 0.0], [-0.35, 0.13], [-0.24, -0.21], [-0.63, 0.6], [0.15, 0.32], [0.61, 0.61], [-0.36, 0.1]].map {|e| Complex(*e)}, dtype: dtype)
|
315
|
-
right_true = NMatrix.new([4,3], [[ -0.22, 0.51], [ -0.37, -0.32], [ -0.53, 0.11], [ 0.15, 0.38], [ 0.31, 0.31], [ 0.09, -0.57], [ 0.18, -0.39], [ 0.38, -0.39], [ 0.53, 0.24], [ 0.49, 0.28], [ -0.47, -0.25], [ -0.15, 0.19]].map {|e| Complex *e} , dtype: dtype)
|
316
|
-
|
317
|
-
s = NMatrix.new([3,1], 0, dtype: dtype)
|
318
|
-
u = NMatrix.new([4,4], 0, dtype: dtype)
|
319
|
-
ldu = 4
|
320
|
-
vt = NMatrix.new([3,3], 0, dtype: dtype)
|
321
|
-
ldvt= 3
|
322
|
-
else
|
323
|
-
a = NMatrix.new([4,3], dtype: dtype)
|
324
|
-
end
|
325
|
-
err = case dtype
|
326
|
-
when :float32, :complex64
|
327
|
-
1e-6
|
328
|
-
when :float64, :complex128
|
329
|
-
1e-15
|
330
|
-
else
|
331
|
-
1e-64 # FIXME: should be 0, but be_within(0) does not work.
|
332
|
-
end
|
333
|
-
err = err *5e1
|
334
|
-
begin
|
335
|
-
u, s, vt = a.gesvd
|
336
|
-
rescue NotImplementedError => e
|
337
|
-
pending e.to_s
|
338
|
-
end
|
339
|
-
expect(u).to be_within(err).of(left_true)
|
340
|
-
#FIXME: Is the next line correct?
|
341
|
-
expect(vt[0...right_true.shape[0], 0...right_true.shape[1]-1]).to be_within(err).of(right_true[0...right_true.shape[0],0...right_true.shape[1]-1])
|
342
|
-
expect(s.transpose).to be_within(err).of(s_true.row(0))
|
343
|
-
|
344
|
-
end
|
345
|
-
it "exposes the convenience gesdd method" do
|
346
|
-
# http://software.intel.com/sites/products/documentation/doclib/mkl_sa/11/mkl_lapack_examples/dgesvd_ex.c.htm
|
347
|
-
if [:float32, :float64].include? dtype
|
348
|
-
a = NMatrix.new([5,6], %w|8.79 9.93 9.83 5.45 3.16
|
349
|
-
6.11 6.91 5.04 -0.27 7.98
|
350
|
-
-9.15 -7.93 4.86 4.85 3.01
|
351
|
-
9.57 1.64 8.83 0.74 5.80
|
352
|
-
-3.49 4.02 9.80 10.00 4.27
|
353
|
-
9.84 0.15 -8.99 -6.02 -5.31|.map(&:to_f), dtype: dtype)
|
354
|
-
s_true = NMatrix.new([1,5], [27.468732418221848, 22.643185009774697, 8.558388228482576, 5.985723201512133, 2.014899658715756], dtype: dtype)
|
355
|
-
right_true = NMatrix.new([5,6], [0.5911423764124365, 0.2631678147140568, 0.35543017386282716, 0.3142643627269275, 0.2299383153647484, 0.0, 0.39756679420242547, 0.24379902792633046, -0.22239000068544604, -0.7534661509534584, -0.36358968669749664, 0.0, 0.03347896906244727, -0.6002725806935828, -0.45083926892230763, 0.23344965724471425, -0.3054757327479317, 0.0, 0.4297069031370182, 0.23616680628112555, -0.6858628638738117, 0.3318600182003095, 0.1649276348845103, 0.0, 0.4697479215666587, -0.350891398883702, 0.38744460309967327, 0.15873555958215635, -0.5182574373535355, 0.0, -0.29335875846440357, 0.57626211913389, -0.020852917980871258, 0.3790776670601607, -0.6525516005923976, 0.0], dtype: dtype)
|
356
|
-
left_true = NMatrix.new([5,5], [0.25138279272049635, 0.3968455517769292, 0.6921510074703637, 0.3661704447722309, 0.4076352386533525, 0.814836686086339, 0.3586615001880027, -0.24888801115928438, -0.3685935379446176, -0.09796256926688672, -0.2606185055842211, 0.7007682094072526, -0.22081144672043734, 0.38593848318854174, -0.49325014285102375, 0.3967237771305971, -0.4507112412166429, 0.2513211496937535, 0.4342486014366711, -0.6226840720358049, -0.21802776368654594, 0.14020994987112056, 0.5891194492399431, -0.6265282503648172, -0.4395516923423326], dtype: dtype)
|
357
|
-
u = NMatrix.new([5,5], 0, dtype: dtype)
|
358
|
-
ldu = 5
|
359
|
-
vt = NMatrix.new([6,6], 0, dtype: dtype)
|
360
|
-
ldvt= 6
|
361
|
-
elsif [:complex64, :complex128].include? dtype
|
362
|
-
#http://software.intel.com/sites/products/documentation/doclib/mkl_sa/11/mkl_lapack_examples/cgesvd_ex.c.htm
|
363
|
-
pending "Example may be wrong"
|
364
|
-
a = NMatrix.new([4,3], [[ 5.91, -5.69], [ 7.09, 2.72], [ 7.78, -4.06], [ -0.79, -7.21], [ -3.15, -4.08], [ -1.89, 3.27], [ 4.57, -2.07], [ -3.88, -3.30], [ -4.89, 4.20], [ 4.10, -6.70], [ 3.28, -3.84], [ 3.84, 1.19]].map {|e| Complex(*e) } , dtype: dtype)
|
365
|
-
s_true = NMatrix.new([3,1], [17.63, 11.61, 6.78], dtype: dtype)
|
366
|
-
left_true = NMatrix.new([4,4], [[-0.86, 0.0], [0.4, 0.0], [0.32, 0.0], [-0.35, 0.13], [-0.24, -0.21], [-0.63, 0.6], [0.15, 0.32], [0.61, 0.61], [-0.36, 0.1]].map {|e| Complex(*e)}, dtype: dtype)
|
367
|
-
right_true = NMatrix.new([4,3], [[ -0.22, 0.51], [ -0.37, -0.32], [ -0.53, 0.11], [ 0.15, 0.38], [ 0.31, 0.31], [ 0.09, -0.57], [ 0.18, -0.39], [ 0.38, -0.39], [ 0.53, 0.24], [ 0.49, 0.28], [ -0.47, -0.25], [ -0.15, 0.19]].map {|e| Complex *e} , dtype: dtype)
|
368
|
-
|
369
|
-
s = NMatrix.new([3,1], 0, dtype: dtype)
|
370
|
-
u = NMatrix.new([4,4], 0, dtype: dtype)
|
371
|
-
ldu = 4
|
372
|
-
vt = NMatrix.new([3,3], 0, dtype: dtype)
|
373
|
-
ldvt= 3
|
374
|
-
else
|
375
|
-
a = NMatrix.new([4,3], dtype: dtype)
|
376
|
-
end
|
377
|
-
s = NMatrix.new([5,1], 0, dtype: dtype)
|
378
|
-
u = NMatrix.new([5,5], 0, dtype: dtype)
|
379
|
-
ldu = 5
|
380
|
-
vt = NMatrix.new([6,6], 0, dtype: dtype)
|
381
|
-
ldvt= 6
|
382
|
-
err = case dtype
|
383
|
-
when :float32, :complex64
|
384
|
-
1e-6
|
385
|
-
when :float64, :complex128
|
386
|
-
1e-15
|
387
|
-
else
|
388
|
-
1e-64 # FIXME: should be 0, but be_within(0) does not work.
|
389
|
-
end
|
390
|
-
err = err *5e1
|
391
|
-
begin
|
392
|
-
|
393
|
-
u, s, vt = a.gesdd(500)
|
394
|
-
|
395
|
-
rescue NotImplementedError => e
|
396
|
-
pending e.to_s
|
397
|
-
end
|
398
|
-
expect(u).to be_within(err).of(left_true)
|
399
|
-
#FIXME: Is the next line correct?
|
400
|
-
expect(vt[0...right_true.shape[0], 0...right_true.shape[1]-1]).to be_within(err).of(right_true[0...right_true.shape[0],0...right_true.shape[1]-1])
|
401
|
-
expect(s.transpose).to be_within(err).of(s_true.row(0))
|
402
|
-
end
|
403
|
-
|
404
|
-
|
405
|
-
it "exposes geev" do
|
406
|
-
pending("needs rational implementation") if dtype.to_s =~ /rational/
|
407
|
-
ary = %w|-1.01 0.86 -4.60 3.31 -4.81
|
408
|
-
3.98 0.53 -7.04 5.29 3.55
|
409
|
-
3.30 8.26 -3.89 8.20 -1.51
|
410
|
-
4.43 4.96 -7.66 -7.33 6.18
|
411
|
-
7.31 -6.43 -6.16 2.47 5.58|
|
412
|
-
ary = dtype.to_s =~ /complex/ ? ary.map(&:to_c) : ary.map(&:to_f)
|
413
|
-
|
414
|
-
a = NMatrix.new(:dense, 5, ary, dtype).transpose
|
415
|
-
lda = 5
|
416
|
-
n = 5
|
417
|
-
|
418
|
-
wr = NMatrix.new(:dense, [n,1], 0, dtype)
|
419
|
-
wi = dtype.to_s =~ /complex/ ? nil : NMatrix.new(:dense, [n,1], 0, dtype)
|
420
|
-
vl = NMatrix.new(:dense, n, 0, dtype)
|
421
|
-
vr = NMatrix.new(:dense, n, 0, dtype)
|
422
|
-
ldvr = n
|
423
|
-
ldvl = n
|
424
|
-
|
425
|
-
info = NMatrix::LAPACK::lapack_geev(:left, :right, n, a.clone, lda, wr.clone, wi.nil? ? nil : wi.clone, vl.clone, ldvl, vr.clone, ldvr, -1)
|
426
|
-
expect(info).to eq(0)
|
427
|
-
|
428
|
-
info = NMatrix::LAPACK::lapack_geev(:left, :right, n, a, lda, wr, wi, vl, ldvl, vr, ldvr, 2*n)
|
429
|
-
|
430
|
-
# Negate these and we get a correct result:
|
431
|
-
vr = vr.transpose
|
432
|
-
vl = vl.transpose
|
433
|
-
|
434
|
-
pending("Need complex example") if dtype.to_s =~ /complex/
|
435
|
-
vl_true = NMatrix.new(:dense, 5, [0.04, 0.29, 0.13, 0.33, -0.04,
|
436
|
-
0.62, 0.0, -0.69, 0.0, -0.56,
|
437
|
-
-0.04, -0.58, 0.39, 0.07, 0.13,
|
438
|
-
0.28, 0.01, 0.02, 0.19, 0.80,
|
439
|
-
-0.04, 0.34, 0.40, -0.22, -0.18 ], :float64)
|
440
|
-
|
441
|
-
expect(vl.abs).to be_within(1e-2).of(vl_true.abs)
|
442
|
-
# Not checking vr_true.
|
443
|
-
# Example from:
|
444
|
-
# http://software.intel.com/sites/products/documentation/doclib/mkl_sa/11/mkl_lapack_examples/lapacke_dgeev_row.c.htm
|
445
|
-
#
|
446
|
-
# This is what the result should look like:
|
447
|
-
# [
|
448
|
-
# [0.10806497186422348, 0.16864821314811707, 0.7322341203689575, 0.0, -0.46064677834510803]
|
449
|
-
# [0.40631288290023804, -0.25900983810424805, -0.02646319754421711, -0.01694658398628235, -0.33770373463630676]
|
450
|
-
# [0.10235744714736938, -0.5088024139404297, 0.19164878129959106, -0.29256555438041687, -0.3087439239025116]
|
451
|
-
# [0.39863115549087524, -0.0913335531949997, -0.07901126891374588, -0.07807594537734985, 0.7438457012176514]
|
452
|
-
# [ 0.5395349860191345, 0.0, -0.29160499572753906, -0.49310219287872314, -0.15852922201156616]
|
453
|
-
# ]
|
454
|
-
#
|
455
|
-
|
456
|
-
end
|
457
|
-
end
|
458
|
-
end
|
459
|
-
end
|