numo-linalg-randsvd 0.1.1 → 0.2.0

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@@ -1,7 +1,7 @@
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data/CHANGELOG.md

@@ -1,3 +1,9 @@
+## [0.2.0] - 2022-11-12
+
+**Breaking Changes**
+
+- Change to use numo-random gem for generating random matrix.
+
 ## [0.1.1] - 2022-10-23
 
 - Fix documentation uri.

data/lib/numo/linalg/randsvd.rb

@@ -1,6 +1,7 @@
 # frozen_string_literal: true
 
 require 'numo/narray'
+require 'numo/random'
 
 # Ruby/Numo (NUmerical MOdules)
 module Numo
@@ -15,24 +16,25 @@ module Numo
     # @param t [Integer] The number of iterations for orthogonalization.
     # @param driver [String] The driver parameter of Numo::Linalg.svd.
     # @param job [String] The job parameter of Numo::Linalg.svd.
-    def randsvd(a, k, t = 0, driver: 'svd', job: 'A')
+    # @param seed [Integer] The seed of random number generator.
+    def randsvd(a, k, t = 0, driver: 'svd', job: 'A', seed: nil)
       n = a.shape[1]
-      q = _orthonormal_mat(a, [k + 10, n].min, t)
+      q = _orthonormal_mat(a, [k + 10, n].min, t, seed)
       b = a.dot(q)
       s, u, vt = Numo::Linalg.svd(b, driver: driver, job: job)
       vtqt = vt.dot(q.transpose)
       _truncated_mat(s, u, vtqt, k)
     end
 
-    def _rand_normal(shape, dtype = Numo::DFloat, mu = 0.0, sigma = 1.0)
-      a = dtype.new(shape).rand
-      b = dtype.new(shape).rand
-      ((Numo::NMath.sqrt(Numo::NMath.log(a) * -2.0) * Numo::NMath.sin(b * 2.0 * Math::PI)) * sigma) + mu
+    def _rand_normal(shape, dtype = Numo::DFloat, seed = nil, mu = 0.0, sigma = 1.0)
+      Numo::Random::Generator.new(seed: seed).normal(
+        shape: shape, dtype: dtype.name.split('::')[-1].downcase.to_sym, loc: mu, scale: sigma
+      )
     end
 
-    def _orthonormal_mat(a, l, t)
+    def _orthonormal_mat(a, l, t, seed)
       m = a.shape[0]
-      r = _rand_normal([m, l], a.class)
+      r = _rand_normal([m, l], a.class, seed)
       q, = Numo::Linalg.qr(a.transpose.dot(r), mode: 'economic')
       t.times do
         r, = Numo::Linalg.qr(a.dot(q), mode: 'economic')

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: numo-linalg-randsvd
 version: !ruby/object:Gem::Version
-  version: 0.1.1
+  version: 0.2.0
 platform: ruby
 authors:
 - yoshoku
 autorequire:
 bindir: exe
 cert_chain: []
-date: 2022-10-23 00:00:00.000000000 Z
+date: 2022-11-12 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: numo-linalg
@@ -38,6 +38,20 @@ dependencies:
     - - ">="
       - !ruby/object:Gem::Version
         version: 0.9.1
+- !ruby/object:Gem::Dependency
+  name: numo-random
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 0.4.0
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 0.4.0
 description: |
   Numo::Linalg.randsvd is a module function on Numo::Linalg for
   truncated singular value decomposition with randomized algorithm.