numo-linalg-alt 0.4.1 → 0.6.0

data/lib/numo/linalg.rb

@@ -340,7 +340,9 @@ module Numo
       raise ArgumentError, "invalid array type: #{a.class}" if bchr == 'n'
 
       fnc = :"#{bchr}potrs"
-      x, _info = Numo::Linalg::Lapack.send(fnc, a, b.dup, uplo: uplo)
+      x, info = Numo::Linalg::Lapack.send(fnc, a, b.dup, uplo: uplo)
+      raise "the #{-info}-th argument of potrs had illegal value" if info.negative?
+
       x
     end
 
@@ -364,17 +366,13 @@ module Numo
 
       getrf = :"#{bchr}getrf"
       lu, piv, info = Numo::Linalg::Lapack.send(getrf, a.dup)
+      raise "the #{-info}-th argument of getrf had illegal value" if info.negative?
+      raise 'the factor U is singular, and the inverse matrix could not be computed.' if info.positive?
 
-      if info.zero?
-        det_l = 1
-        det_u = lu.diagonal.prod
-        det_p = piv.map_with_index { |v, i| v == i + 1 ? 1 : -1 }.prod
-        det_l * det_u * det_p
-      elsif info.positive?
-        raise 'the factor U is singular, and the inverse matrix could not be computed.'
-      else
-        raise "the #{-info}-th argument of getrf had illegal value"
-      end
+      det_l = 1
+      det_u = lu.diagonal.prod
+      det_p = piv.map_with_index { |v, i| v == i + 1 ? 1 : -1 }.prod
+      det_l * det_u * det_p
     end
 
     # Computes the inverse matrix of a square matrix.
@@ -407,13 +405,14 @@ module Numo
       getri = :"#{bchr}getri"
 
       lu, piv, info = Numo::Linalg::Lapack.send(getrf, a.dup)
-      if info.zero?
-        Numo::Linalg::Lapack.send(getri, lu, piv)[0]
-      elsif info.positive?
-        raise 'the factor U is singular, and the inverse matrix could not be computed.'
-      else
-        raise "the #{-info}-th argument of getrf had illegal value"
-      end
+      raise "the #{-info}-th argument of getrf had illegal value" if info.negative?
+      raise 'the factor U is singular, and the inverse matrix could not be computed.' if info.positive?
+
+      a_inv, info = Numo::Linalg::Lapack.send(getri, lu, piv)
+      raise "the #{-info}-th argument of getrf had illegal value" if info.negative?
+      raise 'the factor U is singular, and the inverse matrix could not be computed.' if info.positive?
+
+      a_inv
     end
 
     # Computes the (Moore-Penrose) pseudo-inverse of a matrix using singular value decomposition.
@@ -441,7 +440,7 @@ module Numo
       rank = s.gt(rcond * s[0]).count
 
       u = u[true, 0...rank] / s[0...rank]
-      u.dot(vh[0...rank, true]).conj.transpose
+      u.dot(vh[0...rank, true]).conj.transpose.dup
     end
 
     # Computes the polar decomposition of a matrix.
@@ -740,6 +739,63 @@ module Numo
       [b, v, sdim]
     end
 
+    # Computes the Hessenberg decomposition of a square matrix.
+    # The Hessenberg decomposition is given by `A = Q * H * Q^H`,
+    # where `A` is the input matrix, `Q` is a unitary matrix,
+    # and `H` is an upper Hessenberg matrix.
+    #
+    # @example
+    #   require 'numo/linalg'
+    #
+    #   a = Numo::DFloat[[1, 2, 3], [4, 5, 6], [7, 8, 9]] * 0.5
+    #   h, q = Numo::Linalg.hessenberg(a, calc_q: true)
+    #
+    #   pp h
+    #   # => Numo::DFloat#shape=[3,3]
+    #   # [[0.5, -1.7985, -0.124035],
+    #   #  [-4.03113, 7.02308, 1.41538],
+    #   #  [0, 0.415385, -0.0230769]]
+    #   pp q
+    #   # => Numo::DFloat#shape=[3,3]
+    #   # [[1, 0, 0],
+    #   #  [0, -0.496139, -0.868243],
+    #   #  [0, -0.868243, 0.496139]]
+    #   pp (a - q.dot(h).dot(q.transpose)).abs.max
+    #   # => 1.7763568394002505e-15
+    #
+    # @param a [Numo::NArray] The n-by-n square matrix.
+    # @param calc_q [Boolean] The flag indicating whether to calculate the unitary matrix `Q`.
+    # @return [Numo::NArray] if calc_q=false, the Hessenberg form `H`.
+    # @return [Array<Numo::NArray, Numo::NArray>] if calc_q=true,
+    #   the Hessenberg form `H` and the unitary matrix `Q`.
+    def hessenberg(a, calc_q: false)
+      raise Numo::NArray::ShapeError, 'input array a must be 2-dimensional' if a.ndim != 2
+      raise Numo::NArray::ShapeError, 'input array a must be square' if a.shape[0] != a.shape[1]
+
+      bchr = blas_char(a)
+      raise ArgumentError, "invalid array type: #{a.class}" if bchr == 'n'
+
+      func = :"#{bchr}gebal"
+      b, ilo, ihi, _, info = Numo::Linalg::Lapack.send(func, a.dup)
+
+      raise "the #{-info}-th argument of #{func} had illegal value" if info.negative?
+
+      func = :"#{bchr}gehrd"
+      hq, tau, info = Numo::Linalg::Lapack.send(func, b, ilo: ilo, ihi: ihi)
+
+      raise "the #{-info}-th argument of #{func} had illegal value" if info.negative?
+
+      h = hq.triu(-1)
+      return h unless calc_q
+
+      func = %w[d s].include?(bchr) ? :"#{bchr}orghr" : :"#{bchr}unghr"
+      q, info = Numo::Linalg::Lapack.send(func, hq, tau, ilo: ilo, ihi: ihi)
+
+      raise "the #{-info}-th argument of #{func} had illegal value" if info.negative?
+
+      [h, q]
+    end
+
     # Solves linear equation `A * x = b` or `A * X = B` for `x` from square matrix `A`.
     #
     # @example
@@ -773,7 +829,11 @@ module Numo
       raise ArgumentError, "invalid array type: #{a.class}, #{b.class}" if bchr == 'n'
 
       gesv = :"#{bchr}gesv"
-      Numo::Linalg::Lapack.send(gesv, a.dup, b.dup)[1]
+      _lu, x, _ipiv, info = Numo::Linalg::Lapack.send(gesv, a.dup, b.dup)
+      raise "the #{-info}-th argument of getrf had illegal value" if info.negative?
+      raise 'the factor U is singular, and the solution could not be computed.' if info.positive?
+
+      x
     end
 
     # Solves linear equation `A * x = b` or `A * X = B` for `x` assuming `A` is a triangular matrix.
@@ -1559,6 +1619,22 @@ module Numo
       a_expm
     end
 
+    # Computes the matrix logarithm using its eigenvalue decomposition.
+    #
+    # @param a [Numo::NArray] The n-by-n square matrix.
+    # @return [Numo::NArray] The matrix logarithm of `a`.
+    def logm(a)
+      raise Numo::NArray::ShapeError, 'input array a must be 2-dimensional' if a.ndim != 2
+      raise Numo::NArray::ShapeError, 'input array a must be square' if a.shape[0] != a.shape[1]
+
+      ev, vl, = eig(a, left: true, right: false)
+      v = vl.transpose.conj
+      inv_v = Numo::Linalg.inv(v)
+      log_ev = Numo::NMath.log(ev)
+
+      inv_v.dot(log_ev.diag).dot(v)
+    end
+
     # Computes the matrix sine using the matrix exponential.
     #
     # @param a [Numo::NArray] The n-by-n square matrix.
@@ -1613,6 +1689,70 @@ module Numo
       a_sin.dot(Numo::Linalg.inv(a_cos))
     end
 
+    # Computes the matrix hyperbolic sine using the matrix exponential.
+    #
+    # @param a [Numo::NArray] The n-by-n square matrix.
+    # @return [Numo::NArray] The matrix hyperbolic sine of `a`.
+    def sinhm(a)
+      raise Numo::NArray::ShapeError, 'input array a must be 2-dimensional' if a.ndim != 2
+      raise Numo::NArray::ShapeError, 'input array a must be square' if a.shape[0] != a.shape[1]
+
+      0.5 * (expm(a) - expm(-a))
+    end
+
+    # Computes the matrix hyperbolic cosine using the matrix exponential.
+    #
+    # @param a [Numo::NArray] The n-by-n square matrix.
+    # @return [Numo::NArray] The matrix hyperbolic cosine of `a`.
+    def coshm(a)
+      raise Numo::NArray::ShapeError, 'input array a must be 2-dimensional' if a.ndim != 2
+      raise Numo::NArray::ShapeError, 'input array a must be square' if a.shape[0] != a.shape[1]
+
+      0.5 * (expm(a) + expm(-a))
+    end
+
+    # Computes the matrix hyperbolic tangent.
+    #
+    # @param a [Numo::NArray] The n-by-n square matrix.
+    # @return [Numo::NArray] The matrix hyperbolic tangent of `a`.
+    def tanhm(a)
+      raise Numo::NArray::ShapeError, 'input array a must be 2-dimensional' if a.ndim != 2
+      raise Numo::NArray::ShapeError, 'input array a must be square' if a.shape[0] != a.shape[1]
+
+      a_sinh = sinhm(a)
+      a_cosh = coshm(a)
+      a_sinh.dot(Numo::Linalg.inv(a_cosh))
+    end
+
+    # Computes the square root of a matrix using its eigenvalue decomposition.
+    #
+    # @param a [Numo::NArray] The n-by-n square matrix.
+    # @return [Numo::NArray] The matrix square root of `a`.
+    def sqrtm(a)
+      raise Numo::NArray::ShapeError, 'input array a must be 2-dimensional' if a.ndim != 2
+      raise Numo::NArray::ShapeError, 'input array a must be square' if a.shape[0] != a.shape[1]
+
+      ev, vl, = eig(a, left: true, right: false)
+      v = vl.transpose.conj
+      inv_v = Numo::Linalg.inv(v)
+      sqrt_ev = Numo::NMath.sqrt(ev)
+
+      inv_v.dot(sqrt_ev.diag).dot(v)
+    end
+
+    # Computes the matrix sign function using its inverse and square root matrices.
+    #
+    # @param a [Numo::NArray] The n-by-n square matrix.
+    # @return [Numo::NArray] The matrix sign function of `a`.
+    def signm(a)
+      raise Numo::NArray::ShapeError, 'input array a must be 2-dimensional' if a.ndim != 2
+      raise Numo::NArray::ShapeError, 'input array a must be square' if a.shape[0] != a.shape[1]
+
+      a_sqrt = sqrtm(a.dot(a))
+      a_inv = Numo::Linalg.inv(a)
+      a_inv.dot(a_sqrt)
+    end
+
     # Computes the inverse of a matrix using its LU decomposition.
     #
     # @param lu [Numo::NArray] The LU decomposition of the n-by-n matrix `A`.

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: numo-linalg-alt
 version: !ruby/object:Gem::Version
-  version: 0.4.1
+  version: 0.6.0
 platform: ruby
 authors:
 - yoshoku
@@ -37,6 +37,11 @@ files:
 - CODE_OF_CONDUCT.md
 - LICENSE.txt
 - README.md
+- ext/numo/linalg/blas/blas_common.h
+- ext/numo/linalg/blas/blas_util.c
+- ext/numo/linalg/blas/blas_util.h
+- ext/numo/linalg/blas/converter.c
+- ext/numo/linalg/blas/converter.h
 - ext/numo/linalg/blas/dot.c
 - ext/numo/linalg/blas/dot.h
 - ext/numo/linalg/blas/dot_sub.c
@@ -47,8 +52,6 @@ files:
 - ext/numo/linalg/blas/gemv.h
 - ext/numo/linalg/blas/nrm2.c
 - ext/numo/linalg/blas/nrm2.h
-- ext/numo/linalg/converter.c
-- ext/numo/linalg/converter.h
 - ext/numo/linalg/extconf.rb
 - ext/numo/linalg/lapack/gebal.c
 - ext/numo/linalg/lapack/gebal.h
@@ -56,6 +59,8 @@ files:
 - ext/numo/linalg/lapack/gees.h
 - ext/numo/linalg/lapack/geev.c
 - ext/numo/linalg/lapack/geev.h
+- ext/numo/linalg/lapack/gehrd.c
+- ext/numo/linalg/lapack/gehrd.h
 - ext/numo/linalg/lapack/gelsd.c
 - ext/numo/linalg/lapack/gelsd.h
 - ext/numo/linalg/lapack/geqrf.c
@@ -92,6 +97,10 @@ files:
 - ext/numo/linalg/lapack/hetrf.h
 - ext/numo/linalg/lapack/lange.c
 - ext/numo/linalg/lapack/lange.h
+- ext/numo/linalg/lapack/lapack_util.c
+- ext/numo/linalg/lapack/lapack_util.h
+- ext/numo/linalg/lapack/orghr.c
+- ext/numo/linalg/lapack/orghr.h
 - ext/numo/linalg/lapack/orgqr.c
 - ext/numo/linalg/lapack/orgqr.h
 - ext/numo/linalg/lapack/orgrq.c
@@ -118,14 +127,14 @@ files:
 - ext/numo/linalg/lapack/sytrf.h
 - ext/numo/linalg/lapack/trtrs.c
 - ext/numo/linalg/lapack/trtrs.h
+- ext/numo/linalg/lapack/unghr.c
+- ext/numo/linalg/lapack/unghr.h
 - ext/numo/linalg/lapack/ungqr.c
 - ext/numo/linalg/lapack/ungqr.h
 - ext/numo/linalg/lapack/ungrq.c
 - ext/numo/linalg/lapack/ungrq.h
 - ext/numo/linalg/linalg.c
 - ext/numo/linalg/linalg.h
-- ext/numo/linalg/util.c
-- ext/numo/linalg/util.h
 - lib/numo/linalg.rb
 - lib/numo/linalg/version.rb
 - vendor/tmp/.gitkeep
@@ -136,7 +145,7 @@ metadata:
   homepage_uri: https://github.com/yoshoku/numo-linalg-alt
   source_code_uri: https://github.com/yoshoku/numo-linalg-alt
   changelog_uri: https://github.com/yoshoku/numo-linalg-alt/blob/main/CHANGELOG.md
-  documentation_uri: https://gemdocs.org/gems/numo-linalg-alt/0.4.1/
+  documentation_uri: https://gemdocs.org/gems/numo-linalg-alt/0.6.0/
   rubygems_mfa_required: 'true'
 rdoc_options: []
 require_paths:

data/ext/numo/linalg/util.c

@@ -1,103 +0,0 @@
-#include "util.h"
-
-lapack_int get_itype(VALUE val) {
-  const lapack_int itype = NUM2INT(val);
-
-  if (itype != 1 && itype != 2 && itype != 3) {
-    rb_raise(rb_eArgError, "itype must be 1, 2 or 3");
-  }
-
-  return itype;
-}
-
-char get_jobz(VALUE val) {
-  const char jobz = NUM2CHR(val);
-
-  if (jobz != 'N' && jobz != 'V') {
-    rb_raise(rb_eArgError, "jobz must be 'N' or 'V'");
-  }
-
-  return jobz;
-}
-
-char get_jobvs(VALUE val) {
-  const char jobvs = NUM2CHR(val);
-  if (jobvs != 'N' && jobvs != 'V') {
-    rb_raise(rb_eArgError, "jobvs must be 'N' or 'V'");
-  }
-  return jobvs;
-}
-
-char get_range(VALUE val) {
-  const char range = NUM2CHR(val);
-
-  if (range != 'A' && range != 'V' && range != 'I') {
-    rb_raise(rb_eArgError, "range must be 'A', 'V' or 'I'");
-  }
-
-  return range;
-}
-
-char get_uplo(VALUE val) {
-  const char uplo = NUM2CHR(val);
-
-  if (uplo != 'U' && uplo != 'L') {
-    rb_raise(rb_eArgError, "uplo must be 'U' or 'L'");
-  }
-
-  return uplo;
-}
-
-int get_matrix_layout(VALUE val) {
-  const char option = NUM2CHR(val);
-
-  switch (option) {
-  case 'r':
-  case 'R':
-    break;
-  case 'c':
-  case 'C':
-    rb_warn("Numo::Linalg does not support column major.");
-    break;
-  }
-
-  return LAPACK_ROW_MAJOR;
-}
-
-enum CBLAS_TRANSPOSE get_cblas_trans(VALUE val) {
-  const char option = NUM2CHR(val);
-  enum CBLAS_TRANSPOSE res = CblasNoTrans;
-
-  switch (option) {
-  case 'n':
-  case 'N':
-    res = CblasNoTrans;
-    break;
-  case 't':
-  case 'T':
-    res = CblasTrans;
-    break;
-  case 'c':
-  case 'C':
-    res = CblasConjTrans;
-    break;
-  }
-
-  return res;
-}
-
-enum CBLAS_ORDER get_cblas_order(VALUE val) {
-  const char option = NUM2CHR(val);
-
-  switch (option) {
-  case 'r':
-  case 'R':
-    break;
-  case 'c':
-  case 'C':
-    rb_warn("Numo::Linalg does not support column major.");
-    break;
-  }
-
-  return CblasRowMajor;
-}

data/ext/numo/linalg/util.h

@@ -1,18 +0,0 @@
-#ifndef NUMO_LINALG_ALT_UTIL_H
-#define NUMO_LINALG_ALT_UTIL_H 1
-
-#include <ruby.h>
-
-#include <cblas.h>
-#include <lapacke.h>
-
-lapack_int get_itype(VALUE val);
-char get_jobz(VALUE val);
-char get_jobvs(VALUE val);
-char get_range(VALUE val);
-char get_uplo(VALUE val);
-int get_matrix_layout(VALUE val);
-enum CBLAS_TRANSPOSE get_cblas_trans(VALUE val);
-enum CBLAS_ORDER get_cblas_order(VALUE val);
-
-#endif // NUMO_LINALG_ALT_UTIL_H