numo-linalg 0.0.1
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- checksums.yaml +7 -0
- data/Gemfile +4 -0
- data/README.md +80 -0
- data/Rakefile +18 -0
- data/ext/numo/linalg/blas/blas.c +352 -0
- data/ext/numo/linalg/blas/cblas.h +575 -0
- data/ext/numo/linalg/blas/cblas_t.h +563 -0
- data/ext/numo/linalg/blas/depend.erb +23 -0
- data/ext/numo/linalg/blas/extconf.rb +67 -0
- data/ext/numo/linalg/blas/gen/cogen.rb +72 -0
- data/ext/numo/linalg/blas/gen/decl.rb +203 -0
- data/ext/numo/linalg/blas/gen/desc.rb +8138 -0
- data/ext/numo/linalg/blas/gen/erbpp2.rb +339 -0
- data/ext/numo/linalg/blas/gen/replace_cblas_h.rb +27 -0
- data/ext/numo/linalg/blas/gen/spec.rb +93 -0
- data/ext/numo/linalg/blas/numo_blas.h +41 -0
- data/ext/numo/linalg/blas/tmpl/axpy.c +75 -0
- data/ext/numo/linalg/blas/tmpl/copy.c +57 -0
- data/ext/numo/linalg/blas/tmpl/def_c.c +3 -0
- data/ext/numo/linalg/blas/tmpl/def_d.c +3 -0
- data/ext/numo/linalg/blas/tmpl/def_s.c +3 -0
- data/ext/numo/linalg/blas/tmpl/def_z.c +3 -0
- data/ext/numo/linalg/blas/tmpl/dot.c +68 -0
- data/ext/numo/linalg/blas/tmpl/ger.c +114 -0
- data/ext/numo/linalg/blas/tmpl/init_class.c +20 -0
- data/ext/numo/linalg/blas/tmpl/init_module.c +12 -0
- data/ext/numo/linalg/blas/tmpl/lib.c +40 -0
- data/ext/numo/linalg/blas/tmpl/mm.c +214 -0
- data/ext/numo/linalg/blas/tmpl/module.c +9 -0
- data/ext/numo/linalg/blas/tmpl/mv.c +194 -0
- data/ext/numo/linalg/blas/tmpl/nrm2.c +79 -0
- data/ext/numo/linalg/blas/tmpl/rot.c +65 -0
- data/ext/numo/linalg/blas/tmpl/rotm.c +82 -0
- data/ext/numo/linalg/blas/tmpl/scal.c +69 -0
- data/ext/numo/linalg/blas/tmpl/sdsdot.c +77 -0
- data/ext/numo/linalg/blas/tmpl/set_prefix.c +16 -0
- data/ext/numo/linalg/blas/tmpl/swap.c +57 -0
- data/ext/numo/linalg/blas/tmpl/syr.c +102 -0
- data/ext/numo/linalg/blas/tmpl/syr2.c +110 -0
- data/ext/numo/linalg/blas/tmpl/syr2k.c +129 -0
- data/ext/numo/linalg/blas/tmpl/syrk.c +132 -0
- data/ext/numo/linalg/lapack/depend.erb +23 -0
- data/ext/numo/linalg/lapack/extconf.rb +45 -0
- data/ext/numo/linalg/lapack/gen/cogen.rb +74 -0
- data/ext/numo/linalg/lapack/gen/desc.rb +151278 -0
- data/ext/numo/linalg/lapack/gen/replace_lapacke_h.rb +32 -0
- data/ext/numo/linalg/lapack/gen/spec.rb +104 -0
- data/ext/numo/linalg/lapack/lapack.c +387 -0
- data/ext/numo/linalg/lapack/lapacke.h +16425 -0
- data/ext/numo/linalg/lapack/lapacke_config.h +119 -0
- data/ext/numo/linalg/lapack/lapacke_mangling.h +17 -0
- data/ext/numo/linalg/lapack/lapacke_t.h +10550 -0
- data/ext/numo/linalg/lapack/numo_lapack.h +42 -0
- data/ext/numo/linalg/lapack/tmpl/def_c.c +3 -0
- data/ext/numo/linalg/lapack/tmpl/def_d.c +7 -0
- data/ext/numo/linalg/lapack/tmpl/def_s.c +7 -0
- data/ext/numo/linalg/lapack/tmpl/def_z.c +3 -0
- data/ext/numo/linalg/lapack/tmpl/fact.c +179 -0
- data/ext/numo/linalg/lapack/tmpl/geev.c +123 -0
- data/ext/numo/linalg/lapack/tmpl/gels.c +232 -0
- data/ext/numo/linalg/lapack/tmpl/gesv.c +149 -0
- data/ext/numo/linalg/lapack/tmpl/gesvd.c +189 -0
- data/ext/numo/linalg/lapack/tmpl/ggev.c +138 -0
- data/ext/numo/linalg/lapack/tmpl/gqr.c +121 -0
- data/ext/numo/linalg/lapack/tmpl/init_class.c +20 -0
- data/ext/numo/linalg/lapack/tmpl/init_module.c +12 -0
- data/ext/numo/linalg/lapack/tmpl/lange.c +79 -0
- data/ext/numo/linalg/lapack/tmpl/lib.c +40 -0
- data/ext/numo/linalg/lapack/tmpl/module.c +9 -0
- data/ext/numo/linalg/lapack/tmpl/syev.c +91 -0
- data/ext/numo/linalg/lapack/tmpl/sygv.c +104 -0
- data/ext/numo/linalg/lapack/tmpl/trf.c +276 -0
- data/ext/numo/linalg/numo_linalg.h +115 -0
- data/lib/numo/linalg.rb +3 -0
- data/lib/numo/linalg/function.rb +1008 -0
- data/lib/numo/linalg/linalg.rb +7 -0
- data/lib/numo/linalg/loader.rb +174 -0
- data/lib/numo/linalg/use/atlas.rb +3 -0
- data/lib/numo/linalg/use/lapack.rb +3 -0
- data/lib/numo/linalg/use/mkl.rb +3 -0
- data/lib/numo/linalg/use/openblas.rb +3 -0
- data/lib/numo/linalg/version.rb +5 -0
- data/numo-linalg.gemspec +26 -0
- data/spec/lapack_spec.rb +13 -0
- metadata +172 -0
checksums.yaml
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metadata.gz: a5f5428ade2504c871f78f77e76a74efaad30853
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data.tar.gz: 002524df9a6acb2c6701c234cc4216fde88a7e2e
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metadata.gz: dfb994654259edc522233e5196bf461797fa0aa9d552e7530c3657da826c3e1ad8ca280e9fade6b3413bc961c81c39ce86314e31f2c37b7d3a282e476611fe49
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data.tar.gz: 1ec749584936a93a62717aa9073cd1b391d3fd64b9858b28fcefd3973c4f0c63cb2fe9ba429ed30e492ecff8af7d183aa35029bd9e9c06be3eaf82ff3f9ad597
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data/Gemfile
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data/README.md
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# Numo::Linalg : Linear Algebra library with BLAS/LAPACK binding to Numo::NArray
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[![Binder](http://mybinder.org/badge.svg)](http://mybinder.org/repo/ruby-numo/linalg)
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[![Build Status](https://travis-ci.org/ruby-numo/linalg.svg?branch=master)](https://travis-ci.org/ruby-numo/linalg)
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[GitHub](https://github.com/ruby-numo/linalg)
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Under development!
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## Introduction
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This is a binding of BLAS/LAPACK for Numo::NArray using dynamic linking loader.
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This desgin allows you to change backend libraries without re-compiling.
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### [Numo::Linalg API](http://ruby-numo.github.io/linalg/yard/Numo/Linalg.html)
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* Matrix and vector products
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* dot, matmul
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* Decomposition
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* lu\_fact, lu\_inv, lu\_solve, cho\_fact, cho\_inv, cho\_solve
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qr, svd, svdvals
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* Matrix eigenvalues
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* eig, eigh, eigvals, eigvalsh
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* Norms and other numbers
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* norm, cond, det, slogdet, matrix\_rank, matrix\_power
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* Solving equations and inverting matrices
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* solve, lstsq, inv, pinv
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### Low-level modules
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* [Numo::Linalg::Blas](http://ruby-numo.github.io/linalg/yard/Numo/Linalg/Blas.html) - Low-level BLAS functions
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* [Numo::Linalg::Lapack](http://ruby-numo.github.io/linalg/yard/Numo/Linalg/Lapack.html) - Low-level LAPACK functions
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## Installation
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* Install [Numo::NArray](https://github.com/ruby-numo/narray)
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* Install [LAPACK](http://www.netlib.org/lapack/) or alternative package.
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* Numo::Linalg requires C-interface
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[CBLAS](http://www.netlib.org/blas/#_cblas) and
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[LAPACKE](http://www.netlib.org/lapack/lapacke.html) interface.
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These are included in LAPACK package.
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* Recommended: use one of following faster libraries:
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* [ATLAS](https://sourceforge.net/projects/math-atlas/)
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* [OpenBLAS](http://www.openblas.net/)
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* [Intel MKL](https://software.intel.com/intel-mkl)
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* Note that the performance depends on the backend library as shown in
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[benchmark](https://github.com/ruby-numo/linalg/tree/master/bench).
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* Install Numo::Linalg
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```shell
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$ gem install numo-linalg
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```
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or
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```shell
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$ git clone https://github.com/ruby-numo/linalg.git
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$ cd linalg
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$ rake build
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$ gem install pkg/numo-linalg-*.gem
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```
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* Read also instruction for [Selecting Backend Library](https://github.com/ruby-numo/linalg/tree/master/doc/select-backend.md).
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## Authors
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* Masahiro TANAKA
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* Makoto KISHIMOTO
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* This work is partly supported by 2016 Ruby Association Grant.
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## ToDo
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* More functions
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* write test
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* Documentation
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data/Rakefile
ADDED
@@ -0,0 +1,18 @@
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require "bundler/gem_tasks"
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task :doc do
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srcs = []
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Dir.glob("ext/numo/linalg/*").each do |d|
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if File.exist?(d+"/extconf.rb")
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sh "cd #{d}; ruby extconf.rb; make clean; make src"
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srcs << d+"/*.c"
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end
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end
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srcs << "lib/numo/linalg.rb"
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srcs << "lib/numo/linalg/*.rb"
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sh "yard -m markdown -o yard -r README.md #{srcs.join(' ')}"
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end
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task :cleandoc do
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sh "rm -r yard .yardoc"
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end
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/*
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blas.c
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BLAS wrapper for Ruby/Numo
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(C) Copyright 2017 by Masahiro TANAKA
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This program is free software.
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NO WARRANTY.
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*/
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#include <assert.h>
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#include <ruby.h>
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#include "numo/narray.h"
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#include "numo/template.h"
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#include "cblas.h"
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// from ruby/ext/fiddle/fiddle.h
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#if defined(HAVE_DLFCN_H)
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# include <dlfcn.h>
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# /* some stranger systems may not define all of these */
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#ifndef RTLD_LAZY
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#define RTLD_LAZY 0
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#endif
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#ifndef RTLD_GLOBAL
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#define RTLD_GLOBAL 0
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#endif
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#ifndef RTLD_NOW
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#define RTLD_NOW 0
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#endif
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#else
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# if defined(_WIN32)
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# include <windows.h>
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# define dlopen(name,flag) ((void*)LoadLibrary(name))
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# define dlerror() strerror(rb_w32_map_errno(GetLastError()))
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# define dlsym(handle,name) ((void*)GetProcAddress((handle),(name)))
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# define RTLD_LAZY -1
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# define RTLD_NOW -1
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# define RTLD_GLOBAL -1
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# endif
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#endif
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static void *blas_handle = 0;
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static char *blas_prefix = 0;
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VALUE
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numo_cblas_option_value(VALUE order, VALUE default_value)
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{
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switch(TYPE(order)) {
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case T_NIL:
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case T_UNDEF:
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return default_value;
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}
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return order;
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}
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enum CBLAS_ORDER
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numo_cblas_option_order(VALUE order)
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{
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int opt;
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char *ptr;
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switch(TYPE(order)) {
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case T_NIL:
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case T_UNDEF:
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case T_FALSE:
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return CblasRowMajor;
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case T_TRUE:
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return CblasColMajor;
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case T_FIXNUM:
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opt = FIX2INT(order);
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if (opt >= CblasRowMajor && opt <= CblasColMajor) {
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return opt;
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}
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break;
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case T_SYMBOL:
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order = rb_sym2str(order);
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case T_STRING:
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ptr = RSTRING_PTR(order);
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if (RSTRING_LEN(order) > 0) {
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switch(ptr[0]){
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case 'R': case 'r':
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return CblasRowMajor;
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case 'C': case 'c':
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return CblasColMajor;
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}
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}
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break;
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}
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rb_raise(rb_eArgError,"invalid value for CBLAS_ORDER");
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return 0;
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}
|
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|
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enum CBLAS_TRANSPOSE
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numo_cblas_option_trans(VALUE trans)
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{
|
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int opt;
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char *ptr;
|
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|
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switch(TYPE(trans)) {
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case T_NIL:
|
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case T_UNDEF:
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case T_FALSE:
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return CblasNoTrans;
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case T_TRUE:
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return CblasTrans;
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case T_FIXNUM:
|
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opt = FIX2INT(trans);
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if (opt >= CblasNoTrans && opt <= CblasConjTrans) {
|
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return opt;
|
108
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}
|
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break;
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110
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case T_SYMBOL:
|
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trans = rb_sym2str(trans);
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case T_STRING:
|
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ptr = RSTRING_PTR(trans);
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if (RSTRING_LEN(trans) > 0) {
|
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switch(ptr[0]){
|
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case 'N': case 'n':
|
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return CblasNoTrans;
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case 'T': case 't':
|
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return CblasTrans;
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case 'C': case 'c':
|
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return CblasConjTrans;
|
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}
|
123
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}
|
124
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break;
|
125
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}
|
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rb_raise(rb_eArgError,"invalid value for CBLAS_TRANSPOSE");
|
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return 0;
|
128
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}
|
129
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|
130
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enum CBLAS_UPLO
|
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numo_cblas_option_uplo(VALUE uplo)
|
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{
|
133
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int opt;
|
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char *ptr;
|
135
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+
|
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switch(TYPE(uplo)) {
|
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case T_NIL:
|
138
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case T_UNDEF:
|
139
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case T_FALSE:
|
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return CblasUpper;
|
141
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case T_TRUE:
|
142
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return CblasLower;
|
143
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case T_FIXNUM:
|
144
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opt = FIX2INT(uplo);
|
145
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switch(opt){
|
146
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case CblasUpper:
|
147
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case CblasLower:
|
148
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return opt;
|
149
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}
|
150
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+
break;
|
151
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case T_SYMBOL:
|
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uplo = rb_sym2str(uplo);
|
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case T_STRING:
|
154
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ptr = RSTRING_PTR(uplo);
|
155
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if (RSTRING_LEN(uplo) > 0) {
|
156
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switch(ptr[0]){
|
157
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case 'U': case 'u':
|
158
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return CblasUpper;
|
159
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case 'L': case 'l':
|
160
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return CblasLower;
|
161
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+
}
|
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|
+
}
|
163
|
+
break;
|
164
|
+
}
|
165
|
+
rb_raise(rb_eArgError,"invalid value for CBLAS_UPLO");
|
166
|
+
return 0;
|
167
|
+
}
|
168
|
+
|
169
|
+
enum CBLAS_DIAG
|
170
|
+
numo_cblas_option_diag(VALUE diag)
|
171
|
+
{
|
172
|
+
int opt;
|
173
|
+
char *ptr;
|
174
|
+
|
175
|
+
switch(TYPE(diag)) {
|
176
|
+
case T_NIL:
|
177
|
+
case T_UNDEF:
|
178
|
+
case T_FALSE:
|
179
|
+
return CblasNonUnit;
|
180
|
+
case T_TRUE:
|
181
|
+
return CblasUnit;
|
182
|
+
case T_FIXNUM:
|
183
|
+
opt = FIX2INT(diag);
|
184
|
+
switch(opt){
|
185
|
+
case CblasNonUnit:
|
186
|
+
case CblasUnit:
|
187
|
+
return opt;
|
188
|
+
}
|
189
|
+
break;
|
190
|
+
case T_SYMBOL:
|
191
|
+
diag = rb_sym2str(diag);
|
192
|
+
case T_STRING:
|
193
|
+
ptr = RSTRING_PTR(diag);
|
194
|
+
if (RSTRING_LEN(diag) > 0) {
|
195
|
+
switch(ptr[0]){
|
196
|
+
case 'N': case 'n':
|
197
|
+
return CblasNonUnit;
|
198
|
+
case 'U': case 'u':
|
199
|
+
return CblasUnit;
|
200
|
+
}
|
201
|
+
}
|
202
|
+
break;
|
203
|
+
}
|
204
|
+
rb_raise(rb_eArgError,"invalid value for CBLAS_DIAG");
|
205
|
+
return 0;
|
206
|
+
}
|
207
|
+
|
208
|
+
enum CBLAS_SIDE
|
209
|
+
numo_cblas_option_side(VALUE side)
|
210
|
+
{
|
211
|
+
int opt;
|
212
|
+
char *ptr;
|
213
|
+
|
214
|
+
switch(TYPE(side)) {
|
215
|
+
case T_NIL:
|
216
|
+
case T_UNDEF:
|
217
|
+
case T_FALSE:
|
218
|
+
return CblasLeft;
|
219
|
+
case T_TRUE:
|
220
|
+
return CblasRight;
|
221
|
+
case T_FIXNUM:
|
222
|
+
opt = FIX2INT(side);
|
223
|
+
switch(opt){
|
224
|
+
case CblasLeft:
|
225
|
+
case CblasRight:
|
226
|
+
return opt;
|
227
|
+
}
|
228
|
+
break;
|
229
|
+
case T_SYMBOL:
|
230
|
+
side = rb_sym2str(side);
|
231
|
+
case T_STRING:
|
232
|
+
ptr = RSTRING_PTR(side);
|
233
|
+
if (RSTRING_LEN(side) > 0) {
|
234
|
+
switch(ptr[0]){
|
235
|
+
case 'L': case 'l':
|
236
|
+
return CblasLeft;
|
237
|
+
case 'R': case 'r':
|
238
|
+
return CblasRight;
|
239
|
+
}
|
240
|
+
}
|
241
|
+
break;
|
242
|
+
}
|
243
|
+
rb_raise(rb_eArgError,"invalid value for CBLAS_SIDE");
|
244
|
+
return 0;
|
245
|
+
}
|
246
|
+
|
247
|
+
void
|
248
|
+
numo_cblas_check_func(void **func, const char *name)
|
249
|
+
{
|
250
|
+
char *s, *error;
|
251
|
+
|
252
|
+
if (*func==0) {
|
253
|
+
if (blas_handle==0) {
|
254
|
+
rb_raise(rb_eRuntimeError,"BLAS library is not loaded");
|
255
|
+
}
|
256
|
+
if (blas_prefix==0) {
|
257
|
+
rb_raise(rb_eRuntimeError,"CBLAS prefix is not set");
|
258
|
+
}
|
259
|
+
s = alloca(strlen(blas_prefix)+strlen(name)+1);
|
260
|
+
strcpy(s,blas_prefix);
|
261
|
+
strcat(s,name);
|
262
|
+
dlerror();
|
263
|
+
*func = dlsym(blas_handle, s);
|
264
|
+
error = dlerror();
|
265
|
+
if (error != NULL) {
|
266
|
+
rb_raise(rb_eRuntimeError, "%s", error);
|
267
|
+
}
|
268
|
+
}
|
269
|
+
}
|
270
|
+
|
271
|
+
/*
|
272
|
+
module definition: Numo::Linalg
|
273
|
+
*/
|
274
|
+
static VALUE mLinalg;
|
275
|
+
|
276
|
+
/*
|
277
|
+
module definition: Numo::Linalg::Blas
|
278
|
+
*/
|
279
|
+
static VALUE mBlas;
|
280
|
+
|
281
|
+
|
282
|
+
static VALUE
|
283
|
+
blas_s_dlopen(int argc, VALUE *argv, VALUE mod)
|
284
|
+
{
|
285
|
+
int i, f;
|
286
|
+
VALUE lib, flag;
|
287
|
+
char *error;
|
288
|
+
void *handle;
|
289
|
+
|
290
|
+
i = rb_scan_args(argc, argv, "11", &lib, &flag);
|
291
|
+
if (i==2) {
|
292
|
+
f = NUM2INT(flag);
|
293
|
+
} else {
|
294
|
+
f = RTLD_LAZY | RTLD_LOCAL;
|
295
|
+
}
|
296
|
+
dlerror();
|
297
|
+
handle = dlopen(StringValueCStr(lib), f);
|
298
|
+
error = dlerror();
|
299
|
+
if (error != NULL) {
|
300
|
+
rb_raise(rb_eRuntimeError, "%s", error);
|
301
|
+
}
|
302
|
+
blas_handle = handle;
|
303
|
+
return Qnil;
|
304
|
+
}
|
305
|
+
|
306
|
+
|
307
|
+
static VALUE
|
308
|
+
blas_s_prefix_set(VALUE mod, VALUE prefix)
|
309
|
+
{
|
310
|
+
long len;
|
311
|
+
|
312
|
+
if (TYPE(prefix) != T_STRING) {
|
313
|
+
rb_raise(rb_eTypeError,"argument must be string");
|
314
|
+
}
|
315
|
+
if (blas_prefix) {
|
316
|
+
free(blas_prefix);
|
317
|
+
}
|
318
|
+
len = RSTRING_LEN(prefix);
|
319
|
+
blas_prefix = malloc(len+1);
|
320
|
+
strcpy(blas_prefix, StringValueCStr(prefix));
|
321
|
+
return prefix;
|
322
|
+
}
|
323
|
+
|
324
|
+
|
325
|
+
void Init_numo_linalg_blas_s();
|
326
|
+
void Init_numo_linalg_blas_d();
|
327
|
+
void Init_numo_linalg_blas_c();
|
328
|
+
void Init_numo_linalg_blas_z();
|
329
|
+
|
330
|
+
void
|
331
|
+
Init_blas(void)
|
332
|
+
{
|
333
|
+
VALUE mN;
|
334
|
+
|
335
|
+
mN = rb_define_module("Numo");
|
336
|
+
/*
|
337
|
+
Document-module: Numo::Linalg
|
338
|
+
*/
|
339
|
+
mLinalg = rb_define_module_under(mN, "Linalg");
|
340
|
+
mBlas = rb_define_module_under(mLinalg, "Blas");
|
341
|
+
|
342
|
+
rb_define_module_function(mBlas, "dlopen", blas_s_dlopen, -1);
|
343
|
+
rb_define_module_function(mBlas, "prefix=", blas_s_prefix_set, 1);
|
344
|
+
|
345
|
+
blas_prefix = malloc(strlen("cblas_")+1); // default prefix
|
346
|
+
strcpy(blas_prefix,"cblas_");
|
347
|
+
|
348
|
+
Init_numo_linalg_blas_s();
|
349
|
+
Init_numo_linalg_blas_d();
|
350
|
+
Init_numo_linalg_blas_c();
|
351
|
+
Init_numo_linalg_blas_z();
|
352
|
+
}
|