nmatrix 0.1.0 → 0.2.0

Sign up to get free protection for your applications and to get access to all the features.
Files changed (78) hide show
  1. checksums.yaml +4 -4
  2. data/ext/nmatrix/data/complex.h +20 -55
  3. data/ext/nmatrix/data/data.cpp +11 -44
  4. data/ext/nmatrix/data/data.h +174 -311
  5. data/ext/nmatrix/data/meta.h +1 -7
  6. data/ext/nmatrix/data/ruby_object.h +3 -85
  7. data/ext/nmatrix/extconf.rb +2 -73
  8. data/ext/nmatrix/math.cpp +170 -813
  9. data/ext/nmatrix/math/asum.h +2 -25
  10. data/ext/nmatrix/math/{inc.h → cblas_enums.h} +11 -22
  11. data/ext/nmatrix/math/cblas_templates_core.h +507 -0
  12. data/ext/nmatrix/math/gemm.h +2 -32
  13. data/ext/nmatrix/math/gemv.h +1 -35
  14. data/ext/nmatrix/math/getrf.h +21 -6
  15. data/ext/nmatrix/math/getrs.h +0 -8
  16. data/ext/nmatrix/math/imax.h +0 -22
  17. data/ext/nmatrix/math/long_dtype.h +0 -3
  18. data/ext/nmatrix/math/math.h +11 -337
  19. data/ext/nmatrix/math/nrm2.h +2 -23
  20. data/ext/nmatrix/math/rot.h +1 -25
  21. data/ext/nmatrix/math/rotg.h +4 -13
  22. data/ext/nmatrix/math/scal.h +0 -22
  23. data/ext/nmatrix/math/trsm.h +0 -55
  24. data/ext/nmatrix/math/util.h +148 -0
  25. data/ext/nmatrix/nmatrix.cpp +0 -14
  26. data/ext/nmatrix/nmatrix.h +92 -84
  27. data/ext/nmatrix/ruby_constants.cpp +0 -2
  28. data/ext/nmatrix/ruby_constants.h +0 -2
  29. data/ext/nmatrix/ruby_nmatrix.c +86 -45
  30. data/ext/nmatrix/storage/dense/dense.cpp +1 -7
  31. data/ext/nmatrix/storage/storage.h +0 -1
  32. data/ext/nmatrix/ttable_helper.rb +0 -6
  33. data/ext/nmatrix/util/io.cpp +1 -1
  34. data/lib/nmatrix.rb +1 -19
  35. data/lib/nmatrix/blas.rb +33 -11
  36. data/lib/nmatrix/io/market.rb +3 -3
  37. data/lib/nmatrix/lapack_core.rb +181 -0
  38. data/lib/nmatrix/lapack_plugin.rb +44 -0
  39. data/lib/nmatrix/math.rb +382 -131
  40. data/lib/nmatrix/monkeys.rb +2 -3
  41. data/lib/nmatrix/nmatrix.rb +166 -13
  42. data/lib/nmatrix/shortcuts.rb +72 -7
  43. data/lib/nmatrix/version.rb +2 -2
  44. data/spec/00_nmatrix_spec.rb +154 -5
  45. data/spec/02_slice_spec.rb +2 -6
  46. data/spec/03_nmatrix_monkeys_spec.rb +7 -1
  47. data/spec/blas_spec.rb +60 -33
  48. data/spec/homogeneous_spec.rb +10 -10
  49. data/spec/lapack_core_spec.rb +482 -0
  50. data/spec/math_spec.rb +436 -52
  51. data/spec/shortcuts_spec.rb +28 -4
  52. data/spec/spec_helper.rb +14 -2
  53. data/spec/utm5940.mtx +83844 -0
  54. metadata +49 -76
  55. data/.gitignore +0 -27
  56. data/.rspec +0 -2
  57. data/.travis.yml +0 -15
  58. data/CONTRIBUTING.md +0 -82
  59. data/Gemfile +0 -2
  60. data/History.txt +0 -677
  61. data/LICENSE.txt +0 -23
  62. data/Manifest.txt +0 -92
  63. data/README.rdoc +0 -150
  64. data/Rakefile +0 -216
  65. data/ext/nmatrix/data/rational.h +0 -440
  66. data/ext/nmatrix/math/geev.h +0 -82
  67. data/ext/nmatrix/math/ger.h +0 -96
  68. data/ext/nmatrix/math/gesdd.h +0 -80
  69. data/ext/nmatrix/math/gesvd.h +0 -78
  70. data/ext/nmatrix/math/getf2.h +0 -86
  71. data/ext/nmatrix/math/getri.h +0 -108
  72. data/ext/nmatrix/math/potrs.h +0 -129
  73. data/ext/nmatrix/math/swap.h +0 -52
  74. data/lib/nmatrix/lapack.rb +0 -240
  75. data/nmatrix.gemspec +0 -55
  76. data/scripts/mac-brew-gcc.sh +0 -50
  77. data/scripts/mac-mavericks-brew-gcc.sh +0 -22
  78. data/spec/lapack_spec.rb +0 -459
@@ -1,50 +0,0 @@
1
- #!/bin/bash
2
-
3
- # Script will not work for GCC 4.8 or 4.9. For those, please see
4
- # mac-mavericks-brew-gcc.sh
5
-
6
- VERSION="4.7.2" # Script should also work with GCC 4.7.1.
7
- PREFIX="/usr/gcc-${VERSION}"
8
- LANGUAGES="c,c++,fortran"
9
- MAKE="make -j 4"
10
-
11
- brew-path() { brew info $1 | head -n3 | tail -n1 | cut -d' ' -f1; }
12
-
13
- # Prerequisites
14
-
15
- brew install gmp mpfr libmpc
16
-
17
- # Next, download & install the latest GCC:
18
-
19
- mkdir -p $PREFIX
20
- mkdir temp-gcc
21
- cd temp-gcc
22
- wget ftp://ftp.gnu.org/gnu/gcc/gcc-$VERSION/gcc-$VERSION.tar.gz
23
- tar xfz gcc-$VERSION.tar.gz
24
- rm gcc-$VERSION.tar.gz
25
- cd gcc-$VERSION
26
-
27
- mkdir build
28
- cd build
29
-
30
- # Older versions of brew need brew-path instead of brew --prefix.
31
- ../configure \
32
- --prefix=$PREFIX \
33
- --with-gmp=$(brew --prefix gmp) \
34
- --with-mpfr=$(brew --prefix mpfr) \
35
- --with-mpc=$(brew --prefix libmpc) \
36
- --program-suffix=-$VERSION \
37
- --enable-languages=$LANGUAGES \
38
- --with-system-zlib \
39
- --enable-stage1-checking \
40
- --enable-plugin \
41
- --enable-lto \
42
- --disable-multilib
43
-
44
- $MAKE bootstrap
45
-
46
- make install
47
-
48
- # Uncomment for cleanup …
49
- # cd ../../..
50
- # rm -r temp-gcc
@@ -1,22 +0,0 @@
1
- #!/bin/bash
2
-
3
- brew-path() { brew info $1 | head -n3 | tail -n1 | cut -d' ' -f1; }
4
-
5
- # Try using the following for GCC 4.9:
6
- #
7
- # brew install gmp4 mpfr2 libmpc08 isl011 cloog018
8
- #
9
- #
10
-
11
- brew install gcc49 --enable-fortran
12
- # Source for this is: http://stackoverflow.com/questions/19535422/os-x-10-9-gcc-links-to-clang
13
-
14
-
15
- # You may wish to re-install your Ruby if you're using rbenv. To do
16
- # so, make sure you've installed openssl, readline, and libyaml.
17
- #
18
- # The commands for this are:
19
- #
20
- # 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
21
- #
22
- #
@@ -1,459 +0,0 @@
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
- # == lapack_spec.rb
24
- #
25
- # Tests for properly exposed LAPACK functions.
26
- #
27
-
28
- require 'spec_helper'
29
-
30
- describe NMatrix::LAPACK do
31
- # where integer math is allowed
32
- [:byte, :int8, :int16, :int32, :int64, :rational32, :rational64, :rational128, :float32, :float64, :complex64, :complex128].each do |dtype|
33
- context dtype do
34
- it "exposes clapack laswp" do
35
- a = NMatrix.new(:dense, [3,4], [1,2,3,4,5,6,7,8,9,10,11,12], dtype)
36
- NMatrix::LAPACK::clapack_laswp(3, a, 4, 0, 3, [2,1,3,0], 1)
37
- b = NMatrix.new(:dense, [3,4], [3,2,4,1,7,6,8,5,11,10,12,9], dtype)
38
- expect(a).to eq(b)
39
- end
40
-
41
- it "exposes NMatrix#permute_columns and #permute_columns! (user-friendly laswp)" do
42
- a = NMatrix.new(:dense, [3,4], [1,2,3,4,5,6,7,8,9,10,11,12], dtype)
43
- b = NMatrix.new(:dense, [3,4], [3,2,4,1,7,6,8,5,11,10,12,9], dtype)
44
- piv = [2,1,3,0]
45
- r = a.permute_columns(piv)
46
- expect(r).not_to eq(a)
47
- expect(r).to eq(b)
48
- a.permute_columns!(piv)
49
- expect(a).to eq(b)
50
- end
51
- end
52
- end
53
-
54
- # where integer math is not allowed
55
- [:rational32, :rational64, :rational128, :float32, :float64, :complex64, :complex128].each do |dtype|
56
- context dtype do
57
-
58
- it "exposes clapack_gesv" do
59
- a = NMatrix[[1.quo(1), 2, 3], [0,1.quo(2),4],[3,3,9]].cast(dtype: dtype)
60
- b = NMatrix[[1.quo(1)],[2],[3]].cast(dtype: dtype)
61
- err = case dtype
62
- when :float32, :complex64
63
- 1e-6
64
- when :float64, :complex128
65
- 1e-8
66
- else
67
- 1e-64
68
- end
69
- 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))
70
- end
71
-
72
-
73
- it "exposes clapack_getrf" do
74
- a = NMatrix.new(3, [4,9,2,3,5,7,8,1,6], dtype: dtype)
75
- NMatrix::LAPACK::clapack_getrf(:row, 3, 3, a, 3)
76
-
77
- # delta varies for different dtypes
78
- err = case dtype
79
- when :float32, :complex64
80
- 1e-6
81
- when :float64, :complex128
82
- 1e-15
83
- else
84
- 1e-64 # FIXME: should be 0, but be_within(0) does not work.
85
- end
86
-
87
- expect(a[0,0]).to eq(9) # 8
88
- expect(a[0,1]).to be_within(err).of(2.quo(9)) # 1
89
- expect(a[0,2]).to be_within(err).of(4.quo(9)) # 6
90
- expect(a[1,0]).to eq(5) # 1.quo(2)
91
- expect(a[1,1]).to be_within(err).of(53.quo(9)) # 17.quo(2)
92
- expect(a[1,2]).to be_within(err).of(7.quo(53)) # -1
93
- expect(a[2,0]).to eq(1) # 3.quo(8)
94
- expect(a[2,1]).to be_within(err).of(52.quo(9))
95
- expect(a[2,2]).to be_within(err).of(360.quo(53))
96
- end
97
-
98
- it "exposes clapack_potrf" do
99
- # first do upper
100
- begin
101
- a = NMatrix.new(:dense, 3, [25,15,-5, 0,18,0, 0,0,11], dtype)
102
- NMatrix::LAPACK::clapack_potrf(:row, :upper, 3, a, 3)
103
- b = NMatrix.new(:dense, 3, [5,3,-1, 0,3,1, 0,0,3], dtype)
104
- expect(a).to eq(b)
105
- rescue NotImplementedError => e
106
- pending e.to_s
107
- end
108
-
109
- # then do lower
110
- a = NMatrix.new(:dense, 3, [25,0,0, 15,18,0,-5,0,11], dtype)
111
- NMatrix::LAPACK::clapack_potrf(:row, :lower, 3, a, 3)
112
- b = NMatrix.new(:dense, 3, [5,0,0, 3,3,0, -1,1,3], dtype)
113
- expect(a).to eq(b)
114
- end
115
-
116
- # Together, these calls are basically xGESV from LAPACK: http://www.netlib.org/lapack/double/dgesv.f
117
- it "exposes clapack_getrs" do
118
- a = NMatrix.new(3, [-2,4,-3,3,-2,1,0,-4,3], dtype: dtype)
119
- ipiv = NMatrix::LAPACK::clapack_getrf(:row, 3, 3, a, 3)
120
- b = NMatrix.new([3,1], [-1, 17, -9], dtype: dtype)
121
-
122
- NMatrix::LAPACK::clapack_getrs(:row, false, 3, 1, a, 3, ipiv, b, 3)
123
-
124
- expect(b[0]).to eq(5)
125
- expect(b[1]).to eq(-15.quo(2))
126
- expect(b[2]).to eq(-13)
127
- end
128
-
129
- it "exposes clapack_getri" do
130
- a = NMatrix.new(:dense, 3, [1,0,4,1,1,6,-3,0,-10], dtype)
131
- ipiv = NMatrix::LAPACK::clapack_getrf(:row, 3, 3, a, 3) # get pivot from getrf, use for getri
132
-
133
- begin
134
- NMatrix::LAPACK::clapack_getri(:row, 3, a, 3, ipiv)
135
-
136
- b = NMatrix.new(:dense, 3, [-5,0,-2,-4,1,-1,1.5,0,0.5], dtype)
137
- expect(a).to eq(b)
138
- rescue NotImplementedError => e
139
- pending e.to_s
140
- end
141
- end
142
-
143
- it "exposes lapack_gesdd" do
144
- if [:float32, :float64].include? dtype
145
- a = NMatrix.new([5,6], %w|8.79 9.93 9.83 5.45 3.16
146
- 6.11 6.91 5.04 -0.27 7.98
147
- -9.15 -7.93 4.86 4.85 3.01
148
- 9.57 1.64 8.83 0.74 5.80
149
- -3.49 4.02 9.80 10.00 4.27
150
- 9.84 0.15 -8.99 -6.02 -5.31|.map(&:to_f), dtype: dtype)
151
- s_true = NMatrix.new([1,5], [27.468732418221848, 22.643185009774697, 8.558388228482576, 5.985723201512133, 2.014899658715756], dtype: dtype)
152
- 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)
153
- #right_true = NMatrix.new([5,6],
154
- # %w|-0.59 0.26 0.36 0.31 0.23
155
- # -0.40 0.24 -0.22 -0.75 -0.36
156
- # -0.03 -0.60 -0.45 0.23 -0.31
157
- # -0.43 0.24 -0.69 0.33 0.16
158
- # -0.47 -0.35 0.39 0.16 -0.52
159
- # 0.29 0.58 -0.02 0.38 -0.65|.map(&:to_f),
160
- # dtype)
161
- 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)
162
- #left_true = NMatrix.new([5,5],
163
- # %w|-0.25 -0.40 -0.69 -0.37 -0.41
164
- # 0.81 0.36 -0.25 -0.37 -0.10
165
- # -0.26 0.70 -0.22 0.39 -0.49
166
- # 0.40 -0.45 0.25 0.43 -0.62
167
- # -0.22 0.14 0.59 -0.63 -0.44|.map(&:to_f),
168
- # dtype)
169
- s = NMatrix.new([5,1], 0, dtype: dtype)
170
- u = NMatrix.new([5,5], 0, dtype: dtype)
171
- ldu = 5
172
- vt = NMatrix.new([6,6], 0, dtype: dtype)
173
- 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
- else
178
- pending "Not implemented for non-LAPACK dtypes"
179
- a = NMatrix.new([4,3], dtype: dtype)
180
- end
181
- err = case dtype
182
- when :float32, :complex64
183
- 1e-6
184
- 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