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
@@ -0,0 +1,276 @@
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<%
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has_rhs = (/trs$/ =~ name)
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has_trans = (/^.(g|l|t).trs$/ =~ name)
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has_uplo = (/^.(g|pt)/ !~ name)
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has_ipiv = (/p[bfopt]tr.$/ !~ name)
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ipiv_out = (has_ipiv && /trf$/ =~ name)
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ipiv_in = (has_ipiv && /tr[is]$/ =~ name)
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is_sym = (has_uplo || /getr[is]/=~name)
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%>
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#define RHS <%= has_rhs ? "1":"0" %>
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#define TRANS <%= has_trans ? "1":"0" %>
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#define UPLO <%= has_uplo ? "1":"0" %>
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#define IPIV <%= has_ipiv ? "1":"0" %>
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#define IPIV_OUT <%= ipiv_out ? "1":"0" %>
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#define IPIV_IN <%= ipiv_in ? "1":"0" %>
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#define SYM <%= is_sym ? "1":"0" %>
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#define args_t <%=func_name%>_args_t
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#define func_p <%=func_name%>_p
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typedef struct {
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int order;
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char uplo;
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char trans;
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} args_t;
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static <%=func_name%>_t func_p = 0;
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static void
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<%=c_iter%>(na_loop_t * const lp)
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{
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dtype *a;
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#if RHS
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dtype *b;
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int nb, nrhs, ldb;
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#endif
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#if IPIV
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int *pv;
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#endif
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int *info;
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int m, n, lda;
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args_t *g;
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a = (dtype*)NDL_PTR(lp,0);
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#if IPIV
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pv = (int*)NDL_PTR(lp,1);
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#endif
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#if RHS
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b = (dtype*)NDL_PTR(lp,1+IPIV);
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#endif
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info = (int*)NDL_PTR(lp,1+IPIV+RHS);
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g = (args_t*)(lp->opt_ptr);
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n = NDL_SHAPE(lp,0)[0];
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m = NDL_SHAPE(lp,0)[1];
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lda = NDL_STEP(lp,0) / sizeof(dtype);
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#if RHS
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// same as gels.c
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if (lp->args[1+IPIV].ndim == 1) {
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nrhs = 1;
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nb = NDL_SHAPE(lp,1+IPIV)[0];
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ldb = (g->order==LAPACK_COL_MAJOR) ? nb : 1;
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} else {
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nb = NDL_SHAPE(lp,1+IPIV)[0];
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nrhs = NDL_SHAPE(lp,1+IPIV)[1];
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ldb = nrhs;
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{ int tmp; SWAP_IFCOL(g->order,nb,nrhs); }
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}
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//printf("order=%d m=%d n=%d nb=%d nrhs=%d lda=%d ldb=%d\n",g->order,m,n,nb,nrhs,lda,ldb);
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#else
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//printf("order=%d m=%d n=%d lda=%d \n",g->order,m,n,lda);
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#endif
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#if SYM
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n = min_(m,n);
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#else
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{ int tmp; SWAP_IFCOL(g->order,m,n); }
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#endif
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<%
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func_args = [ "g->order",
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has_uplo && "g->uplo",
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has_trans && "g->trans",
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"n",
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has_rhs ? "nrhs" : (!is_sym && "m"),
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"a, lda",
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has_ipiv && "pv",
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has_rhs && "b, ldb",
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].select{|x| x}.join(", ")
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%>
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*info = (*func_p)(<%=func_args%>);
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CHECK_ERROR(*info);
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}
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/*<%
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args_v = [
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"a",
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ipiv_in && "ipiv",
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has_rhs && "b",
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].select{|x| x}.join(", ")
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args_opt = [
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has_uplo && "uplo:'U'",
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has_trans && "trans:'N'",
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"order:'R'",
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].select{|x| x}.join(", ")
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trf = name.sub(/.$/,"f")
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params = [
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has_rhs ? "@param a [#{class_name}] LU matrix computed by "+trf :
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mat("a",:inplace),
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ipiv_in && "@param ipiv [Numo::Int] pivot computed by "+trf,
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has_rhs && mat("b",:inplace),
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has_uplo && opt("uplo"),
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has_trans && opt("trans"),
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opt("order"),
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].select{|x| x}.join("\n ")
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return_type = [
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class_name,
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ipiv_out && "Numo::Int",
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"Integer"
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].select{|x| x}.join(", ")
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return_name = [
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has_rhs ? "b" : "a",
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ipiv_out && "ipiv",
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"info"
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].select{|x| x}.join(", ")
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%>
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@overload <%=name%>(<%=args_v%>, [<%=args_opt%>])
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<%=params%>
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@return [[<%=return_name%>]] Array<<%=return_type%>>
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<%=outparam(return_name)%>
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<%=description%>
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*/
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static VALUE
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<%=c_func(-1)%>(int argc, VALUE const argv[], VALUE UNUSED(mod))
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{
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<% %>
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VALUE a, ans;
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#if IPIV_IN
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VALUE ipiv;
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#endif
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#if RHS
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VALUE b;
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size_t n, nb, nrhs;
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narray_t *na2;
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#endif
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narray_t *na1;
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<%
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aout = [
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ipiv_out && "{cInt,1,shape_piv}",
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"{cInt,0}",
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].select{|x| x}.join(",")
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%>
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#if IPIV_OUT
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size_t shape_piv[1];
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#endif
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#if IPIV_IN
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# if RHS
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ndfunc_arg_in_t ain[3] = {{cT,2},{cInt,1},{OVERWRITE,2}};
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# else
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ndfunc_arg_in_t ain[2] = {{OVERWRITE,2},{cInt,1}};
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# endif
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#else
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# if RHS
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ndfunc_arg_in_t ain[2] = {{cT,2},{OVERWRITE,2}};
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# else
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ndfunc_arg_in_t ain[1] = {{OVERWRITE,2}};
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# endif
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#endif
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ndfunc_arg_out_t aout[1+IPIV_OUT] = {<%=aout%>};
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ndfunc_t ndf = {&<%=c_iter%>, NO_LOOP|NDF_EXTRACT,
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1+IPIV_IN+RHS, IPIV_OUT+1, ain,aout};
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args_t g = {0,0};
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VALUE opts[2] = {Qundef,Qundef};
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VALUE kw_hash = Qnil;
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ID kw_table[2] = {id_order,id_uplo};
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CHECK_FUNC(func_p,"<%=func_name%>");
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#if IPIV_IN
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# if RHS
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rb_scan_args(argc, argv, "3:", &a, &ipiv, &b, &kw_hash);
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# else
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rb_scan_args(argc, argv, "2:", &a, &ipiv, &kw_hash);
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# endif
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#else
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# if RHS
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rb_scan_args(argc, argv, "2:", &a, &b, &kw_hash);
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# else
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rb_scan_args(argc, argv, "1:", &a, &kw_hash);
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# endif
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#endif
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#if TRANS
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kw_table[1] = id_trans;
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rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
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g.trans = option_trans(opts[1]);
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#elif UPLO
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rb_get_kwargs(kw_hash, kw_table, 0, 2, opts);
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g.uplo = option_uplo(opts[1]);
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#else
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rb_get_kwargs(kw_hash, kw_table, 0, 1, opts);
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#endif
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g.order = option_order(opts[0]);
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#if !RHS
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COPY_OR_CAST_TO(a,cT);
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#endif
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GetNArray(a, na1);
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CHECK_DIM_GE(na1, 2);
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#if IPIV_OUT
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shape_piv[0] = min_(ROW_SIZE(na1),COL_SIZE(na1));
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#endif
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#if RHS
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COPY_OR_CAST_TO(b,cT);
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GetNArray(b, na2);
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CHECK_DIM_GE(na2, 1);
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n = COL_SIZE(na1);
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#if SYM
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n = min_(n,ROW_SIZE(na1));
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#endif
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// same as gesv.c
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if (NA_NDIM(na2) == 1) {
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ain[1+IPIV_IN].dim = 1;
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nb = COL_SIZE(na2);
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nrhs = 1;
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} else {
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nb = ROW_SIZE(na2);
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nrhs = COL_SIZE(na2);
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{ int tmp; SWAP_IFCOL(g.order,nb,nrhs); }
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}
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if (n != nb) {
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rb_raise(nary_eShapeError, "matrix dimension mismatch: "
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"a.col(or a.row)=%"SZF"u b.row=%"SZF"u", n, nb);
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}
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#endif
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#if IPIV_IN
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# if RHS
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ans = na_ndloop3(&ndf, &g, 3, a, ipiv, b);
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return rb_assoc_new(b, ans);
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# else
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ans = na_ndloop3(&ndf, &g, 2, a, ipiv);
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return rb_assoc_new(a, ans);
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# endif
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#else
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# if RHS
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ans = na_ndloop3(&ndf, &g, 2, a, b);
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return rb_assoc_new(b, ans);
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# else
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ans = na_ndloop3(&ndf, &g, 1, a);
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# if IPIV_OUT
|
260
|
+
return rb_ary_unshift(ans, a);
|
261
|
+
# else
|
262
|
+
return rb_assoc_new(a, ans);
|
263
|
+
# endif
|
264
|
+
# endif
|
265
|
+
#endif
|
266
|
+
}
|
267
|
+
|
268
|
+
#undef args_t
|
269
|
+
#undef func_p
|
270
|
+
#undef RHS
|
271
|
+
#undef TRANS
|
272
|
+
#undef UPLO
|
273
|
+
#undef IPIV
|
274
|
+
#undef IPIV_OUT
|
275
|
+
#undef IPIV_IN
|
276
|
+
#undef SYM
|
@@ -0,0 +1,115 @@
|
|
1
|
+
#if defined __clang__
|
2
|
+
# define UNUSED(name) __unused name
|
3
|
+
#else
|
4
|
+
# define UNUSED(name) name
|
5
|
+
#endif
|
6
|
+
|
7
|
+
#if SIZEOF_INT == 4
|
8
|
+
#define cI numo_cInt32
|
9
|
+
#define cUI numo_cUInt32
|
10
|
+
#elif SIZEOF_INT==8
|
11
|
+
#define cI numo_cInt64
|
12
|
+
#define cUI numo_cUInt64
|
13
|
+
#endif
|
14
|
+
|
15
|
+
#if SIZEOF_SIZE_T == 4
|
16
|
+
#define cSZ numo_cUInt32
|
17
|
+
#define cSSZ numo_cInt32
|
18
|
+
#elif SIZEOF_SIZE_T == 8
|
19
|
+
#define cSZ numo_cUInt64
|
20
|
+
#define cSSZ numo_cInt64
|
21
|
+
#endif
|
22
|
+
|
23
|
+
#define cDF numo_cDFloat
|
24
|
+
#define cDC numo_cDComplex
|
25
|
+
#define cSF numo_cSFloat
|
26
|
+
#define cSC numo_cSComplex
|
27
|
+
#define cInt cI
|
28
|
+
#define cUInt cUI
|
29
|
+
|
30
|
+
extern VALUE na_expand_dims(VALUE self, VALUE vdim);
|
31
|
+
|
32
|
+
#define max_(m,n) (((m)>(n)) ? (m):(n))
|
33
|
+
#define min_(m,n) (((m)<(n)) ? (m):(n))
|
34
|
+
|
35
|
+
#define ROW_SIZE(na) ((na)->shape[(na)->ndim-2])
|
36
|
+
#define COL_SIZE(na) ((na)->shape[(na)->ndim-1])
|
37
|
+
|
38
|
+
#define CHECK_NARRAY_TYPE(x,t) \
|
39
|
+
if (CLASS_OF(x)!=(t)) { \
|
40
|
+
rb_raise(rb_eTypeError,"invalid NArray type (class)"); \
|
41
|
+
}
|
42
|
+
|
43
|
+
// Error Class ??
|
44
|
+
#define CHECK_DIM_GE(na,nd) \
|
45
|
+
if ((na)->ndim<(nd)) { \
|
46
|
+
rb_raise(nary_eShapeError, \
|
47
|
+
"n-dimension=%d, but >=%d is expected", \
|
48
|
+
(na)->ndim, (nd)); \
|
49
|
+
}
|
50
|
+
|
51
|
+
#define CHECK_DIM_EQ(na1,nd) \
|
52
|
+
if ((na1)->ndim != (nd)) { \
|
53
|
+
rb_raise(nary_eShapeError, \
|
54
|
+
"dimention mismatch: %d != %d", \
|
55
|
+
(na1)->ndim, (nd)); \
|
56
|
+
}
|
57
|
+
|
58
|
+
#define CHECK_SQUARE(name,na) \
|
59
|
+
if ((na)->shape[(na)->ndim-1] != (na)->shape[(na)->ndim-2]) { \
|
60
|
+
rb_raise(nary_eShapeError,"%s is not square matrix",name); \
|
61
|
+
}
|
62
|
+
|
63
|
+
#define CHECK_SIZE_GE(na,sz) \
|
64
|
+
if ((na)->size < (size_t)(sz)) { \
|
65
|
+
rb_raise(nary_eShapeError, \
|
66
|
+
"NArray size must be >= %"SZF"u",(size_t)(sz));\
|
67
|
+
}
|
68
|
+
|
69
|
+
#define CHECK_NON_EMPTY(na) \
|
70
|
+
if ((na)->size==0) { \
|
71
|
+
rb_raise(nary_eShapeError,"empty NArray"); \
|
72
|
+
}
|
73
|
+
|
74
|
+
#define CHECK_SIZE_EQ(n,m) \
|
75
|
+
if ((n)!=(m)) { \
|
76
|
+
rb_raise(nary_eShapeError, \
|
77
|
+
"size mismatch: %"SZF"d != %"SZF"d", \
|
78
|
+
(size_t)(n),(size_t)(m)); \
|
79
|
+
}
|
80
|
+
|
81
|
+
#define CHECK_SAME_SHAPE(na1,na2) \
|
82
|
+
{ int i; \
|
83
|
+
CHECK_DIM_EQ(na1,na2->ndim); \
|
84
|
+
for (i=0; i<na1->ndim; i++) { \
|
85
|
+
CHECK_SIZE_EQ(na1->shape[i],na2->shape[i]); \
|
86
|
+
} \
|
87
|
+
}
|
88
|
+
|
89
|
+
#define CHECK_INT_EQ(sm,m,sn,n) \
|
90
|
+
if ((m) != (n)) { \
|
91
|
+
rb_raise(nary_eShapeError, \
|
92
|
+
"%s must be == %s: %s=%d %s=%d", \
|
93
|
+
sm,sn,sm,m,sn,n); \
|
94
|
+
}
|
95
|
+
|
96
|
+
// Error Class ??
|
97
|
+
#define CHECK_LEADING_GE(sld,ld,sn,n) \
|
98
|
+
if ((ld) < (n)) { \
|
99
|
+
rb_raise(nary_eShapeError, \
|
100
|
+
"%s must be >= max(%s,1): %s=%d %s=%d", \
|
101
|
+
sld,sn,sld,ld,sn,n); \
|
102
|
+
}
|
103
|
+
|
104
|
+
#define COPY_OR_CAST_TO(a,T) \
|
105
|
+
{ \
|
106
|
+
if (CLASS_OF(a) == (T)) { \
|
107
|
+
if (!TEST_INPLACE(a)) { \
|
108
|
+
a = na_copy(a); \
|
109
|
+
} \
|
110
|
+
} else { \
|
111
|
+
a = rb_funcall(T,rb_intern("cast"),1,a); \
|
112
|
+
} \
|
113
|
+
}
|
114
|
+
|
115
|
+
#define swap(a,b) {tmp=a;a=b;b=tmp;}
|
data/lib/numo/linalg.rb
ADDED
@@ -0,0 +1,1008 @@
|
|
1
|
+
module Numo; module Linalg
|
2
|
+
|
3
|
+
module Blas
|
4
|
+
|
5
|
+
FIXNAME =
|
6
|
+
{
|
7
|
+
cnrm2: :csnrm2,
|
8
|
+
znrm2: :dznrm2,
|
9
|
+
}
|
10
|
+
|
11
|
+
# Call BLAS function prefixed with BLAS char ([sdcz])
|
12
|
+
# defined from data-types of arguments.
|
13
|
+
# @param [Symbol] func function name without BLAS char.
|
14
|
+
# @param args arguments passed to Blas function.
|
15
|
+
# @example
|
16
|
+
# c = Numo::Linalg::Blas.call(:gemm, a, b)
|
17
|
+
def self.call(func,*args)
|
18
|
+
fn = (Linalg.blas_char(*args) + func.to_s).to_sym
|
19
|
+
fn = FIXNAME[fn] || fn
|
20
|
+
send(fn,*args)
|
21
|
+
end
|
22
|
+
|
23
|
+
end
|
24
|
+
|
25
|
+
module Lapack
|
26
|
+
|
27
|
+
FIXNAME =
|
28
|
+
{
|
29
|
+
corgqr: :cungqr,
|
30
|
+
zorgqr: :zungqr,
|
31
|
+
}
|
32
|
+
|
33
|
+
# Call LAPACK function prefixed with BLAS char ([sdcz])
|
34
|
+
# defined from data-types of arguments.
|
35
|
+
# @param [Symbol,String] func function name without BLAS char.
|
36
|
+
# @param args arguments passed to Lapack function.
|
37
|
+
# @example
|
38
|
+
# s = Numo::Linalg::Lapack.call(:gesv, a)
|
39
|
+
def self.call(func,*args)
|
40
|
+
fn = (Linalg.blas_char(*args) + func.to_s).to_sym
|
41
|
+
fn = FIXNAME[fn] || fn
|
42
|
+
send(fn,*args)
|
43
|
+
end
|
44
|
+
|
45
|
+
end
|
46
|
+
|
47
|
+
BLAS_CHAR =
|
48
|
+
{
|
49
|
+
SFloat => "s",
|
50
|
+
DFloat => "d",
|
51
|
+
SComplex => "c",
|
52
|
+
DComplex => "z",
|
53
|
+
}
|
54
|
+
|
55
|
+
module_function
|
56
|
+
|
57
|
+
def blas_char(*args)
|
58
|
+
t = Float
|
59
|
+
args.each do |a|
|
60
|
+
k =
|
61
|
+
case a
|
62
|
+
when NArray
|
63
|
+
a.class
|
64
|
+
when Array
|
65
|
+
NArray.array_type(a)
|
66
|
+
end
|
67
|
+
if k && k < NArray
|
68
|
+
t = k::UPCAST[t]
|
69
|
+
end
|
70
|
+
end
|
71
|
+
BLAS_CHAR[t] || raise(TypeError,"invalid data type for BLAS/LAPACK")
|
72
|
+
end
|
73
|
+
|
74
|
+
# module methods
|
75
|
+
|
76
|
+
## Matrix and vector products
|
77
|
+
|
78
|
+
# Dot product.
|
79
|
+
# @param a [Numo::NArray] matrix or vector (>= 1-dimensinal NArray)
|
80
|
+
# @param b [Numo::NArray] matrix or vector (>= 1-dimensinal NArray)
|
81
|
+
# @return [Numo::NArray] result of dot product
|
82
|
+
def dot(a, b)
|
83
|
+
a = NArray.asarray(a)
|
84
|
+
b = NArray.asarray(b)
|
85
|
+
case a.ndim
|
86
|
+
when 1
|
87
|
+
case b.ndim
|
88
|
+
when 1
|
89
|
+
Blas.call(:dot, a, b)
|
90
|
+
else
|
91
|
+
Blas.call(:gemv, b, a, trans:'t')
|
92
|
+
end
|
93
|
+
else
|
94
|
+
case b.ndim
|
95
|
+
when 1
|
96
|
+
Blas.call(:gemv, a, b)
|
97
|
+
else
|
98
|
+
Blas.call(:gemm, a, b)
|
99
|
+
end
|
100
|
+
end
|
101
|
+
end
|
102
|
+
|
103
|
+
# Matrix product.
|
104
|
+
# @param a [Numo::NArray] matrix (>= 2-dimensinal NArray)
|
105
|
+
# @param b [Numo::NArray] matrix (>= 2-dimensinal NArray)
|
106
|
+
# @return [Numo::NArray] result of matrix product
|
107
|
+
def matmul(a, b)
|
108
|
+
Blas.call(:gemm, a, b)
|
109
|
+
end
|
110
|
+
|
111
|
+
# Compute a square matrix `a` to the power `n`.
|
112
|
+
#
|
113
|
+
# * If n > 0: return `a**n`.
|
114
|
+
# * If n == 0: return identity matrix.
|
115
|
+
# * If n < 0: return `(a*\*-1)*\*n.abs`.
|
116
|
+
#
|
117
|
+
# @param a [Numo::NArray] square matrix (>= 2-dimensinal NArray).
|
118
|
+
# @param n [Integer] the exponent.
|
119
|
+
# @example
|
120
|
+
# i = Numo::DFloat[[0, 1], [-1, 0]]
|
121
|
+
# => Numo::DFloat#shape=[2,2]
|
122
|
+
# [[0, 1],
|
123
|
+
# [-1, 0]]
|
124
|
+
# Numo::Linalg.matrix_power(i,3)
|
125
|
+
# => Numo::DFloat#shape=[2,2]
|
126
|
+
# [[0, -1],
|
127
|
+
# [1, 0]]
|
128
|
+
# Numo::Linalg.matrix_power(i,0)
|
129
|
+
# => Numo::DFloat#shape=[2,2]
|
130
|
+
# [[1, 0],
|
131
|
+
# [0, 1]]
|
132
|
+
# Numo::Linalg.matrix_power(i,-3)
|
133
|
+
# => Numo::DFloat#shape=[2,2]
|
134
|
+
# [[0, 1],
|
135
|
+
# [-1, 0]]
|
136
|
+
#
|
137
|
+
# q = Numo::DFloat.zeros(4,4)
|
138
|
+
# q[0..1,0..1] = -i
|
139
|
+
# q[2..3,2..3] = i
|
140
|
+
# q
|
141
|
+
# => Numo::DFloat#shape=[4,4]
|
142
|
+
# [[-0, -1, 0, 0],
|
143
|
+
# [1, -0, 0, 0],
|
144
|
+
# [0, 0, 0, 1],
|
145
|
+
# [0, 0, -1, 0]]
|
146
|
+
# Numo::Linalg.matrix_power(q,2)
|
147
|
+
# => Numo::DFloat#shape=[4,4]
|
148
|
+
# [[-1, 0, 0, 0],
|
149
|
+
# [0, -1, 0, 0],
|
150
|
+
# [0, 0, -1, 0],
|
151
|
+
# [0, 0, 0, -1]]
|
152
|
+
|
153
|
+
def matrix_power(a, n)
|
154
|
+
a = NArray.asarray(a)
|
155
|
+
m,k = a.shape[-2..-1]
|
156
|
+
unless m==k
|
157
|
+
raise NArray::ShapeError, "input must be a square array"
|
158
|
+
end
|
159
|
+
unless Integer===n
|
160
|
+
raise ArgumentError, "exponent must be an integer"
|
161
|
+
end
|
162
|
+
if n == 0
|
163
|
+
return a.class.eye(m)
|
164
|
+
elsif n < 0
|
165
|
+
a = inv(a)
|
166
|
+
n = n.abs
|
167
|
+
end
|
168
|
+
if n <= 3
|
169
|
+
r = a
|
170
|
+
(n-1).times do
|
171
|
+
r = matmul(r,a)
|
172
|
+
end
|
173
|
+
else
|
174
|
+
while (n & 1) == 0
|
175
|
+
a = matmul(a,a)
|
176
|
+
n >>= 1
|
177
|
+
end
|
178
|
+
r = a
|
179
|
+
while n != 0
|
180
|
+
a = matmul(a,a)
|
181
|
+
n >>= 1
|
182
|
+
if (n & 1) != 0
|
183
|
+
r = matmul(r,a)
|
184
|
+
end
|
185
|
+
end
|
186
|
+
end
|
187
|
+
r
|
188
|
+
end
|
189
|
+
|
190
|
+
|
191
|
+
## factorization
|
192
|
+
|
193
|
+
# Computes a QR factorization of a complex M-by-N matrix A: A = Q \* R.
|
194
|
+
#
|
195
|
+
# @param a [Numo::NArray] m-by-n matrix A (>= 2-dimensinal NArray)
|
196
|
+
# @param mode [String]
|
197
|
+
# - "reduce" -- returns both Q and R,
|
198
|
+
# - "r" -- returns only R,
|
199
|
+
# - "economy" -- returns both Q and R but computed in economy-size,
|
200
|
+
# - "raw" -- returns QR and TAU used in LAPACK.
|
201
|
+
# @return [r] if mode:"r"
|
202
|
+
# @return [[q,r]] if mode:"reduce" or "economic"
|
203
|
+
# @return [[qr,tau]] if mode:"raw" (LAPACK geqrf result)
|
204
|
+
|
205
|
+
def qr(a, mode:"reduce")
|
206
|
+
qr,tau, = Lapack.call(:geqrf, a)
|
207
|
+
*shp,m,n = qr.shape
|
208
|
+
r = (m >= n && %w[economic raw].include?(mode)) ?
|
209
|
+
qr[false, 0...n, true].triu : qr.triu
|
210
|
+
mode = mode.to_s.downcase
|
211
|
+
case mode
|
212
|
+
when "r"
|
213
|
+
return r
|
214
|
+
when "raw"
|
215
|
+
return [qr,tau]
|
216
|
+
when "reduce","economic"
|
217
|
+
# skip
|
218
|
+
else
|
219
|
+
raise ArgumentError, "invalid mode:#{mode}"
|
220
|
+
end
|
221
|
+
if m < n
|
222
|
+
q, = Lapack.call(:orgqr, qr[false, 0...m], tau)
|
223
|
+
elsif mode == "economic"
|
224
|
+
q, = Lapack.call(:orgqr, qr, tau)
|
225
|
+
else
|
226
|
+
qqr = qr.class.zeros(*(shp+[m,m]))
|
227
|
+
qqr[false,0...n] = qr
|
228
|
+
q, = Lapack.call(:orgqr, qqr, tau)
|
229
|
+
end
|
230
|
+
return [q,r]
|
231
|
+
end
|
232
|
+
|
233
|
+
|
234
|
+
# Computes the Singular Value Decomposition (SVD) of a M-by-N matrix A,
|
235
|
+
# and the left and/or right singular vectors. The SVD is written
|
236
|
+
#
|
237
|
+
# A = U * SIGMA * transpose(V)
|
238
|
+
#
|
239
|
+
# where SIGMA is an M-by-N matrix which is zero except for its
|
240
|
+
# min(m,n) diagonal elements, U is an M-by-M orthogonal matrix, and
|
241
|
+
# V is an N-by-N orthogonal matrix. The diagonal elements of SIGMA
|
242
|
+
# are the singular values of A; they are real and non-negative, and
|
243
|
+
# are returned in descending order. The first min(m,n) columns of U
|
244
|
+
# and V are the left and right singular vectors of A. Note that the
|
245
|
+
# routine returns V**T, not V.
|
246
|
+
#
|
247
|
+
# @param a [Numo::NArray] m-by-n matrix A (>= 2-dimensinal NArray)
|
248
|
+
# @param driver [String or Symbol] choose LAPACK solver from 'svd',
|
249
|
+
# 'sdd'. (optional, default='svd')
|
250
|
+
# @param job [String or Symbol]
|
251
|
+
# - 'A': all M columns of U and all N rows of V\*\*T are returned in
|
252
|
+
# the arrays U and VT.
|
253
|
+
# - 'S': the first min(M,N) columns of U and the first min(M,N)
|
254
|
+
# rows of V\*\*T are returned in the arrays U and VT.
|
255
|
+
# - 'N': no columns of U or rows of V\*\*T are computed.
|
256
|
+
# @return [[sigma,u,vt]] SVD result. Array<Numo::NArray>
|
257
|
+
|
258
|
+
def svd(a, driver:'svd', job:'A')
|
259
|
+
unless /^[ASN]/i =~ job
|
260
|
+
raise ArgumentError, "invalid job: #{job.inspect}"
|
261
|
+
end
|
262
|
+
case driver.to_s
|
263
|
+
when /^(ge)?sdd$/i, "turbo"
|
264
|
+
Lapack.call(:gesdd, a, jobz:job)[0..2]
|
265
|
+
when /^(ge)?svd$/i
|
266
|
+
Lapack.call(:gesvd, a, jobu:job, jobvt:job)[0..2]
|
267
|
+
else
|
268
|
+
raise ArgumentError, "invalid driver: #{driver}"
|
269
|
+
end
|
270
|
+
end
|
271
|
+
|
272
|
+
# Computes the Singular Values of a M-by-N matrix A.
|
273
|
+
# The SVD is written
|
274
|
+
#
|
275
|
+
# A = U * SIGMA * transpose(V)
|
276
|
+
#
|
277
|
+
# where SIGMA is an M-by-N matrix which is zero except for its
|
278
|
+
# min(m,n) diagonal elements. The diagonal elements of SIGMA
|
279
|
+
# are the singular values of A; they are real and non-negative, and
|
280
|
+
# are returned in descending order.
|
281
|
+
#
|
282
|
+
# @param a [Numo::NArray] m-by-n matrix A (>= 2-dimensinal NArray)
|
283
|
+
# @param driver [String or Symbol] choose LAPACK solver from 'svd',
|
284
|
+
# 'sdd'. (optional, default='svd')
|
285
|
+
# @return [Numo::NArray] returns SIGMA (singular values).
|
286
|
+
|
287
|
+
def svdvals(a, driver:'svd')
|
288
|
+
case driver.to_s
|
289
|
+
when /^(ge)?sdd$/i, "turbo"
|
290
|
+
Lapack.call(:gesdd, a, jobz:'N')[0]
|
291
|
+
when /^(ge)?svd$/i
|
292
|
+
Lapack.call(:gesvd, a, jobu:'N', jobvt:'N')[0]
|
293
|
+
else
|
294
|
+
raise ArgumentError, "invalid driver: #{driver}"
|
295
|
+
end
|
296
|
+
end
|
297
|
+
|
298
|
+
|
299
|
+
# Computes an LU factorization of a M-by-N matrix A
|
300
|
+
# using partial pivoting with row interchanges.
|
301
|
+
#
|
302
|
+
# The factorization has the form
|
303
|
+
#
|
304
|
+
# A = P * L * U
|
305
|
+
#
|
306
|
+
# where P is a permutation matrix, L is lower triangular with unit
|
307
|
+
# diagonal elements (lower trapezoidal if m > n), and U is upper
|
308
|
+
# triangular (upper trapezoidal if m < n).
|
309
|
+
#
|
310
|
+
# @param a [Numo::NArray] m-by-n matrix A (>= 2-dimensinal NArray)
|
311
|
+
# @param driver [String or Symbol] choose LAPACK diriver from
|
312
|
+
# 'gen','sym','her'. (optional, default='gen')
|
313
|
+
# @param uplo [String or Symbol] optional, default='U'. Access upper
|
314
|
+
# or ('U') lower ('L') triangle. (omitted when driver:"gen")
|
315
|
+
# @return [[lu, ipiv]]
|
316
|
+
# - **lu** [Numo::NArray] -- The factors L and U from the factorization
|
317
|
+
# `A = P*L*U`; the unit diagonal elements of L are not stored.
|
318
|
+
# - **ipiv** [Numo::NArray] -- The pivot indices; for 1 <= i <= min(M,N),
|
319
|
+
# row i of the matrix was interchanged with row IPIV(i).
|
320
|
+
|
321
|
+
def lu_fact(a, driver:"gen", uplo:"U")
|
322
|
+
case driver.to_s
|
323
|
+
when /^gen?(trf)?$/i
|
324
|
+
Lapack.call(:getrf, a)[0..1]
|
325
|
+
when /^(sym?|her?)(trf)?$/i
|
326
|
+
func = driver[0..2].downcase+"trf"
|
327
|
+
Lapack.call(func, a, uplo:uplo)[0..1]
|
328
|
+
else
|
329
|
+
raise ArgumentError, "invalid driver: #{driver}"
|
330
|
+
end
|
331
|
+
end
|
332
|
+
|
333
|
+
# Computes the inverse of a matrix using the LU factorization
|
334
|
+
# computed by Numo::Linalg.lu_fact.
|
335
|
+
#
|
336
|
+
# This method inverts U and then computes inv(A) by solving the system
|
337
|
+
#
|
338
|
+
# inv(A)*L = inv(U)
|
339
|
+
#
|
340
|
+
# for inv(A).
|
341
|
+
#
|
342
|
+
# @param lu [Numo::NArray] matrix containing the factors L and U
|
343
|
+
# from the factorization `A = P*L*U` as computed by
|
344
|
+
# Numo::Linalg.lu_fact.
|
345
|
+
# @param ipiv [Numo::NArray] The pivot indices from
|
346
|
+
# Numo::Linalg.lu_fact; for 1<=i<=N, row i of the matrix was
|
347
|
+
# interchanged with row IPIV(i).
|
348
|
+
# @param driver [String or Symbol] choose LAPACK diriver from
|
349
|
+
# 'gen','sym','her'. (optional, default='gen')
|
350
|
+
# @param uplo [String or Symbol] optional, default='U'. Access upper
|
351
|
+
# or ('U') lower ('L') triangle. (omitted when driver:"gen")
|
352
|
+
# @return [Numo::NArray] the inverse of the original matrix A.
|
353
|
+
|
354
|
+
def lu_inv(lu, ipiv, driver:"gen", uplo:"U")
|
355
|
+
case driver.to_s
|
356
|
+
when /^gen?(tri)?$/i
|
357
|
+
Lapack.call(:getri, lu, ipiv)[0]
|
358
|
+
when /^(sym?|her?)(tri)?$/i
|
359
|
+
func = driver[0..2].downcase+"tri"
|
360
|
+
Lapack.call(func, lu, ipiv, uplo:uplo)[0]
|
361
|
+
else
|
362
|
+
raise ArgumentError, "invalid driver: #{driver}"
|
363
|
+
end
|
364
|
+
end
|
365
|
+
|
366
|
+
# Solves a system of linear equations
|
367
|
+
#
|
368
|
+
# A * X = B or A**T * X = B
|
369
|
+
#
|
370
|
+
# with a N-by-N matrix A using the LU factorization computed by
|
371
|
+
# Numo::Linalg.lu_fact
|
372
|
+
#
|
373
|
+
# @param lu [Numo::NArray] matrix containing the factors L and U
|
374
|
+
# from the factorization `A = P*L*U` as computed by
|
375
|
+
# Numo::Linalg.lu_fact.
|
376
|
+
# @param ipiv [Numo::NArray] The pivot indices from
|
377
|
+
# Numo::Linalg.lu_fact; for 1<=i<=N, row i of the matrix was
|
378
|
+
# interchanged with row IPIV(i).
|
379
|
+
# @param b [Numo::NArray] the right hand side matrix B.
|
380
|
+
# @param driver [String or Symbol] choose LAPACK diriver from
|
381
|
+
# 'gen','sym','her'. (optional, default='gen')
|
382
|
+
# @param uplo [String or Symbol] optional, default='U'. Access upper
|
383
|
+
# or ('U') lower ('L') triangle. (omitted when driver:"gen")
|
384
|
+
# @param trans [String or Symbol]
|
385
|
+
# Specifies the form of the system of equations
|
386
|
+
# (omitted if not driver:"gen"):
|
387
|
+
#
|
388
|
+
# - If 'N': `A * X = B` (No transpose).
|
389
|
+
# - If 'T': `A*\*T* X = B` (Transpose).
|
390
|
+
# - If 'C': `A*\*T* X = B` (Conjugate transpose = Transpose).
|
391
|
+
# @return [Numo::NArray] the solution matrix X.
|
392
|
+
|
393
|
+
def lu_solve(lu, ipiv, b, driver:"gen", uplo:"U", trans:"N")
|
394
|
+
case driver.to_s
|
395
|
+
when /^gen?(trs)?$/i
|
396
|
+
Lapack.call(:getrs, lu, ipiv, b, trans:trans)[0]
|
397
|
+
when /^(sym?|her?)(trs)?$/i
|
398
|
+
func = driver[0..2].downcase+"trs"
|
399
|
+
Lapack.call(func, lu, ipiv, b, uplo:uplo)[0]
|
400
|
+
else
|
401
|
+
raise ArgumentError, "invalid driver: #{driver}"
|
402
|
+
end
|
403
|
+
end
|
404
|
+
|
405
|
+
|
406
|
+
# Computes the Cholesky factorization of a symmetric/Hermitian
|
407
|
+
# positive definite matrix A. The factorization has the form
|
408
|
+
#
|
409
|
+
# A = U**H * U, if UPLO = 'U', or
|
410
|
+
# A = L * L**H, if UPLO = 'L',
|
411
|
+
#
|
412
|
+
# where U is an upper triangular matrix and L is lower triangular
|
413
|
+
# @param a [Numo::NArray] n-by-n symmetric matrix A (>= 2-dimensinal NArray)
|
414
|
+
# @param uplo [String or Symbol] optional, default='U'. Access upper
|
415
|
+
# or ('U') lower ('L') triangle.
|
416
|
+
# @return [Numo::NArray] the factor U or L.
|
417
|
+
|
418
|
+
def cho_fact(a, uplo:'U')
|
419
|
+
Lapack.call(:potrf, a, uplo:uplo)[0]
|
420
|
+
end
|
421
|
+
#alias cholesky cho_fact
|
422
|
+
|
423
|
+
# Computes the inverse of a symmetric/Hermitian
|
424
|
+
# positive definite matrix A using the Cholesky factorization
|
425
|
+
# `A = U**T*U` or `A = L*L**T` computed by Linalg.cho_fact.
|
426
|
+
#
|
427
|
+
# @param a [Numo::NArray] the triangular factor U or L from the
|
428
|
+
# Cholesky factorization, as computed by Linalg.cho_fact.
|
429
|
+
# @param uplo [String or Symbol] optional, default='U'. Access upper
|
430
|
+
# or ('U') lower ('L') triangle.
|
431
|
+
# @return [Numo::NArray] the upper or lower triangle of the
|
432
|
+
# (symmetric) inverse of A.
|
433
|
+
|
434
|
+
def cho_inv(a, uplo:'U')
|
435
|
+
Lapack.call(:potri, a, uplo:uplo)[0]
|
436
|
+
end
|
437
|
+
|
438
|
+
# Solves a system of linear equations
|
439
|
+
# A*X = B
|
440
|
+
# with a symmetric/Hermitian positive definite matrix A
|
441
|
+
# using the Cholesky factorization
|
442
|
+
# `A = U**T*U` or `A = L*L**T` computed by Linalg.cho_fact.
|
443
|
+
# @param a [Numo::NArray] the triangular factor U or L from the
|
444
|
+
# Cholesky factorization, as computed by Linalg.cho_fact.
|
445
|
+
# @param b [Numo::NArray] the right hand side matrix B.
|
446
|
+
# @param uplo [String or Symbol] optional, default='U'. Access upper
|
447
|
+
# or ('U') lower ('L') triangle.
|
448
|
+
# @return [Numo::NArray] the solution matrix X.
|
449
|
+
|
450
|
+
def cho_solve(a, b, uplo:'U')
|
451
|
+
Lapack.call(:potrs, a, b, uplo:uplo)[0]
|
452
|
+
end
|
453
|
+
|
454
|
+
|
455
|
+
## Matrix eigenvalues
|
456
|
+
|
457
|
+
# Computes the eigenvalues and, optionally, the left and/or right
|
458
|
+
# eigenvectors for a square nonsymmetric matrix A.
|
459
|
+
#
|
460
|
+
# @param a [Numo::NArray] square nonsymmetric matrix (>= 2-dimensinal NArray)
|
461
|
+
# @param left [Bool] (optional) If true, left eigenvectors are computed.
|
462
|
+
# @param right [Bool] (optional) If true, right eigenvectors are computed.
|
463
|
+
# @return [[w,vl,vr]]
|
464
|
+
# - **w** [Numo::NArray] -- The eigenvalues.
|
465
|
+
# - **vl** [Numo::NArray] -- The left eigenvectors if left is true, otherwise nil.
|
466
|
+
# - **vr** [Numo::NArray] -- The right eigenvectors if right is true, otherwise nil.
|
467
|
+
|
468
|
+
def eig(a, left:false, right:true)
|
469
|
+
jobvl, jobvr = left, right
|
470
|
+
case blas_char(a)
|
471
|
+
when /c|z/
|
472
|
+
w, vl, vr, info = Lapack.call(:geev, a, jobvl:jobvl, jobvr:jobvr)
|
473
|
+
else
|
474
|
+
wr, wi, vl, vr, info = Lapack.call(:geev, a, jobvl:jobvl, jobvr:jobvr)
|
475
|
+
w = wr + wi * Complex::I
|
476
|
+
vl = _make_complex_eigvecs(w,vl) if left
|
477
|
+
vr = _make_complex_eigvecs(w,vr) if right
|
478
|
+
end
|
479
|
+
[w,vl,vr] #.compact
|
480
|
+
end
|
481
|
+
|
482
|
+
# Computes the eigenvalues and, optionally, the left and/or right
|
483
|
+
# eigenvectors for a square symmetric/hermitian matrix A.
|
484
|
+
#
|
485
|
+
# @param a [Numo::NArray] square nonsymmetric matrix (>= 2-dimensinal NArray)
|
486
|
+
# @param values_only [Bool] (optional) If false, eigenvectors are computed.
|
487
|
+
# @param uplo [String or Symbol] (optional, default='U')
|
488
|
+
# Access upper ('U') or lower ('L') triangle.
|
489
|
+
# @return [[w,v]]
|
490
|
+
# - **w** [Numo::NArray] -- The eigenvalues.
|
491
|
+
# - **v** [Numo::NArray] -- The eigenvectors if vals_only is false, otherwise nil.
|
492
|
+
|
493
|
+
def eigh(a, vals_only:false, uplo:false, turbo:false)
|
494
|
+
jobz = vals_only ? 'N' : 'V' # jobz: Compute eigenvalues and eigenvectors.
|
495
|
+
case blas_char(a)
|
496
|
+
when /c|z/
|
497
|
+
func = turbo ? :hegv : :heev
|
498
|
+
else
|
499
|
+
func = turbo ? :sygv : :syev
|
500
|
+
end
|
501
|
+
w, v, = Lapack.call(func, a, uplo:uplo, jobz:jobz)
|
502
|
+
[w,v] #.compact
|
503
|
+
end
|
504
|
+
|
505
|
+
# Computes the eigenvalues only for a square nonsymmetric matrix A.
|
506
|
+
#
|
507
|
+
# @param a [Numo::NArray] square nonsymmetric matrix (>= 2-dimensinal NArray)
|
508
|
+
# @return [Numo::NArray] eigenvalues
|
509
|
+
|
510
|
+
def eigvals(a)
|
511
|
+
jobvl, jobvr = 'N','N'
|
512
|
+
case blas_char(a)
|
513
|
+
when /c|z/
|
514
|
+
w, = Lapack.call(:geev, a, jobvl:jobvl, jobvr:jobvr)
|
515
|
+
else
|
516
|
+
wr, wi, = Lapack.call(:geev, a, jobvl:jobvl, jobvr:jobvr)
|
517
|
+
w = wr + wi * Complex::I
|
518
|
+
end
|
519
|
+
w
|
520
|
+
end
|
521
|
+
|
522
|
+
# Computes the eigenvalues for a square symmetric/hermitian matrix A.
|
523
|
+
#
|
524
|
+
# @param a [Numo::NArray] square symmetric/hermitian matrix
|
525
|
+
# (>= 2-dimensinal NArray)
|
526
|
+
# @param uplo [String or Symbol] (optional, default='U')
|
527
|
+
# Access upper ('U') or lower ('L') triangle.
|
528
|
+
# @return [Numo::NArray] eigenvalues
|
529
|
+
|
530
|
+
def eigvalsh(a, uplo:false, turbo:false)
|
531
|
+
jobz = 'N' # jobz: Compute eigenvalues and eigenvectors.
|
532
|
+
case blas_char(a)
|
533
|
+
when /c|z/
|
534
|
+
func = turbo ? :hegv : :heev
|
535
|
+
else
|
536
|
+
func = turbo ? :sygv : :syev
|
537
|
+
end
|
538
|
+
Lapack.call(func, a, uplo:uplo, jobz:jobz)[0]
|
539
|
+
end
|
540
|
+
|
541
|
+
|
542
|
+
## Norms and other numbers
|
543
|
+
|
544
|
+
# Compute matrix or vector norm.
|
545
|
+
#
|
546
|
+
# | ord | matrix norm | vector norm |
|
547
|
+
# | ----- | ---------------------- | --------------------------- |
|
548
|
+
# | nil | Frobenius norm | 2-norm |
|
549
|
+
# | 'fro' | Frobenius norm | - |
|
550
|
+
# | 'inf' | x.abs.sum(axis:-1).max | x.abs.max |
|
551
|
+
# | 0 | - | (x.ne 0).sum |
|
552
|
+
# | 1 | x.abs.sum(axis:-2).max | same as below |
|
553
|
+
# | 2 | 2-norm (max sing_vals) | same as below |
|
554
|
+
# | other | - | (x.abs**ord).sum**(1.0/ord) |
|
555
|
+
#
|
556
|
+
# @param a [Numo::NArray] matrix or vector (>= 1-dimensinal NArray)
|
557
|
+
# @param ord [String or Symbol] Order of the norm .
|
558
|
+
# @param axis [Integer or Array] Applied axes (optional).
|
559
|
+
# @param keepdims [Bool] If true, the applied axes are left in
|
560
|
+
# result with size one (optional).
|
561
|
+
# @return [Numo::NArray] norm result
|
562
|
+
|
563
|
+
def norm(a, ord=nil, axis:nil, keepdims:false)
|
564
|
+
a = Numo::NArray.asarray(a)
|
565
|
+
|
566
|
+
# check axis
|
567
|
+
if axis
|
568
|
+
case axis
|
569
|
+
when Integer
|
570
|
+
axis = [axis]
|
571
|
+
when Array
|
572
|
+
if axis.size < 1 || axis.size > 2
|
573
|
+
raise ArgmentError, "axis option should be 1- or 2-element array"
|
574
|
+
end
|
575
|
+
else
|
576
|
+
raise ArgumentError, "invalid option for axis: #{axis}"
|
577
|
+
end
|
578
|
+
# swap axes
|
579
|
+
if a.ndim > 1
|
580
|
+
idx = (0...a.ndim).to_a
|
581
|
+
tmp = []
|
582
|
+
axis.each do |i|
|
583
|
+
x = idx[i]
|
584
|
+
if x.nil?
|
585
|
+
raise ArgmentError, "axis contains same dimension"
|
586
|
+
end
|
587
|
+
tmp << x
|
588
|
+
idx[i] = nil
|
589
|
+
end
|
590
|
+
idx.compact!
|
591
|
+
idx.concat(tmp)
|
592
|
+
a = a.transpose(*idx)
|
593
|
+
end
|
594
|
+
else
|
595
|
+
case a.ndim
|
596
|
+
when 0
|
597
|
+
raise ArgumentError, "zero-dimensional array"
|
598
|
+
when 1
|
599
|
+
axis = [-1]
|
600
|
+
else
|
601
|
+
axis = [-2,-1]
|
602
|
+
end
|
603
|
+
end
|
604
|
+
|
605
|
+
# calculate norm
|
606
|
+
case axis.size
|
607
|
+
|
608
|
+
when 1 # vector
|
609
|
+
k = keepdims
|
610
|
+
ord ||= 2 # default
|
611
|
+
case ord.to_s
|
612
|
+
when "0"
|
613
|
+
r = a.class.cast(a.ne(0)).sum(axis:-1, keepdims:k)
|
614
|
+
when "1"
|
615
|
+
r = a.abs.sum(axis:-1, keepdims:k)
|
616
|
+
when "2"
|
617
|
+
r = Blas.call(:nrm2, a, keepdims:k)
|
618
|
+
when /^-?\d+$/
|
619
|
+
o = ord.to_i
|
620
|
+
r = (a.abs**o).sum(axis:-1, keepdims:k)**(1.0/o)
|
621
|
+
when /^inf(inity)?$/i
|
622
|
+
r = a.abs.max(axis:-1, keepdims:k)
|
623
|
+
when /^-inf(inity)?$/i
|
624
|
+
r = a.abs.min(axis:-1, keepdims:k)
|
625
|
+
else
|
626
|
+
raise ArgumentError, "ord (#{ord}) is invalid for vector norm"
|
627
|
+
end
|
628
|
+
|
629
|
+
when 2 # matrix
|
630
|
+
if keepdims
|
631
|
+
fixdims = [true] * a.ndim
|
632
|
+
axis.each do |i|
|
633
|
+
if i < -a.ndim || i >= a.ndim
|
634
|
+
raise ArgmentError, "axis (%d) is out of range", i
|
635
|
+
end
|
636
|
+
fixdims[i] = :new
|
637
|
+
end
|
638
|
+
end
|
639
|
+
ord ||= "fro" # default
|
640
|
+
case ord.to_s
|
641
|
+
when "1"
|
642
|
+
r, = Lapack.call(:lange, a, '1')
|
643
|
+
when "-1"
|
644
|
+
r = a.abs.sum(axis:-2).min(axis:-1)
|
645
|
+
when "2"
|
646
|
+
svd, = Lapack.call(:gesvd, a, jobu:'N', jobvt:'N')
|
647
|
+
r = svd.max(axis:-1)
|
648
|
+
when "-2"
|
649
|
+
svd, = Lapack.call(:gesvd, a, jobu:'N', jobvt:'N')
|
650
|
+
r = svd.min(axis:-1)
|
651
|
+
when /^f(ro)?$/i
|
652
|
+
r, = Lapack.call(:lange, a, 'F')
|
653
|
+
when /^inf(inity)?$/i
|
654
|
+
r, = Lapack.call(:lange, a, 'I')
|
655
|
+
when /^-inf(inity)?$/i
|
656
|
+
r = a.abs.sum(axis:-1).min(axis:-1)
|
657
|
+
else
|
658
|
+
raise ArgumentError, "ord (#{ord}) is invalid for matrix norm"
|
659
|
+
end
|
660
|
+
if keepdims
|
661
|
+
if NArray===r
|
662
|
+
r = r[*fixdims]
|
663
|
+
else
|
664
|
+
r = a.class.new(1,1).store(r)
|
665
|
+
end
|
666
|
+
end
|
667
|
+
end
|
668
|
+
return r
|
669
|
+
end
|
670
|
+
|
671
|
+
# Compute the condition number of a matrix
|
672
|
+
# using the norm with one of the following order.
|
673
|
+
#
|
674
|
+
# | ord | matrix norm |
|
675
|
+
# | ----- | ---------------------- |
|
676
|
+
# | nil | 2-norm using SVD |
|
677
|
+
# | 'fro' | Frobenius norm |
|
678
|
+
# | 'inf' | x.abs.sum(axis:-1).max |
|
679
|
+
# | 1 | x.abs.sum(axis:-2).max |
|
680
|
+
# | 2 | 2-norm (max sing_vals) |
|
681
|
+
#
|
682
|
+
# @param a [Numo::NArray] matrix or vector (>= 1-dimensinal NArray)
|
683
|
+
# @param ord [String or Symbol] Order of the norm.
|
684
|
+
# @return [Numo::NArray] cond result
|
685
|
+
# @example
|
686
|
+
# a = Numo::DFloat[[1, 0, -1], [0, 1, 0], [1, 0, 1]]
|
687
|
+
# => Numo::DFloat#shape=[3,3]
|
688
|
+
# [[1, 0, -1],
|
689
|
+
# [0, 1, 0],
|
690
|
+
# [1, 0, 1]]
|
691
|
+
# LA = Numo::Linalg
|
692
|
+
# LA.cond(a)
|
693
|
+
# => 1.4142135623730951
|
694
|
+
# LA.cond(a, 'fro')
|
695
|
+
# => 3.1622776601683795
|
696
|
+
# LA.cond(a, 'inf')
|
697
|
+
# => 2.0
|
698
|
+
# LA.cond(a, '-inf')
|
699
|
+
# => 1.0
|
700
|
+
# LA.cond(a, 1)
|
701
|
+
# => 2.0
|
702
|
+
# LA.cond(a, -1)
|
703
|
+
# => 1.0
|
704
|
+
# LA.cond(a, 2)
|
705
|
+
# => 1.4142135623730951
|
706
|
+
# LA.cond(a, -2)
|
707
|
+
# => 0.7071067811865475
|
708
|
+
# (LA.svdvals(a)).min*(LA.svdvals(LA.inv(a))).min
|
709
|
+
# => 0.7071067811865475
|
710
|
+
|
711
|
+
def cond(a,ord=nil)
|
712
|
+
if ord.nil?
|
713
|
+
s = svdvals(a)
|
714
|
+
s[false, 0]/s[false, -1]
|
715
|
+
else
|
716
|
+
norm(a, ord, axis:[-2,-1]) * norm(inv(a), ord, axis:[-2,-1])
|
717
|
+
end
|
718
|
+
end
|
719
|
+
|
720
|
+
# Determinant of a matrix
|
721
|
+
#
|
722
|
+
# @param a [Numo::NArray] matrix (>= 2-dimensional NArray)
|
723
|
+
# @return [Float or Complex or Numo::NArray]
|
724
|
+
|
725
|
+
def det(a)
|
726
|
+
lu, piv, = Lapack.call(:getrf, a)
|
727
|
+
idx = piv.new_narray.store(piv.class.new(piv.shape[-1]).seq(1))
|
728
|
+
m = piv.eq(idx).count_false(axis:-1) % 2
|
729
|
+
sign = m * -2 + 1
|
730
|
+
lu.diagonal.prod(axis:-1) * sign
|
731
|
+
end
|
732
|
+
|
733
|
+
# Natural logarithm of the determinant of a matrix
|
734
|
+
#
|
735
|
+
# @param a [Numo::NArray] matrix (>= 2-dimensional NArray)
|
736
|
+
# @return [[sign,logdet]]
|
737
|
+
# - **sign** -- A number representing the sign of the determinant.
|
738
|
+
# - **logdet** -- The natural log of the absolute value of the determinant.
|
739
|
+
|
740
|
+
def slogdet(a)
|
741
|
+
lu, piv, = Lapack.call(:getrf, a)
|
742
|
+
idx = piv.new_narray.store(piv.class.new(piv.shape[-1]).seq(1))
|
743
|
+
m = piv.eq(idx).count_false(axis:-1) % 2
|
744
|
+
sign = m * -2 + 1
|
745
|
+
|
746
|
+
lud = lu.diagonal
|
747
|
+
if (lud.eq 0).any?
|
748
|
+
return 0, (-Float::INFINITY)
|
749
|
+
end
|
750
|
+
lud_abs = lud.abs
|
751
|
+
sign *= (lud/lud_abs).prod
|
752
|
+
[sign, NMath.log(lud_abs).sum(axis:-1)]
|
753
|
+
end
|
754
|
+
|
755
|
+
# Compute matrix rank of array using SVD
|
756
|
+
# *Rank* is the number of singular values greater than *tol*.
|
757
|
+
#
|
758
|
+
# @param m [Numo::NArray] matrix (>= 2-dimensional NArray)
|
759
|
+
# @param tol [Float] threshold below which singular values are
|
760
|
+
# considered to be zero. If *tol* is nil,
|
761
|
+
# `tol = sing_vals.max() * m.shape.max * EPSILON`.
|
762
|
+
# @param driver [String or Symbol] choose LAPACK solver from 'svd',
|
763
|
+
# 'sdd'. (optional, default='svd')
|
764
|
+
|
765
|
+
def matrix_rank(m, tol:nil, driver:'svd')
|
766
|
+
m = Numo::NArray.asarray(m)
|
767
|
+
if m.ndim < 2
|
768
|
+
m.ne(0).any? ? 1 : 0
|
769
|
+
else
|
770
|
+
case driver.to_s
|
771
|
+
when /^(ge)?sdd$/, "turbo"
|
772
|
+
s = Lapack.call(:gesdd, m, jobz:'N')[0]
|
773
|
+
when /^(ge)?svd$/
|
774
|
+
s = Lapack.call(:gesvd, m, jobu:'N', jobvt:'N')[0]
|
775
|
+
else
|
776
|
+
raise ArgumentError, "invalid driver: #{driver}"
|
777
|
+
end
|
778
|
+
tol ||= s.max(axis:-1, keepdims:true) *
|
779
|
+
(m.shape[-2..-1].max * s.class::EPSILON)
|
780
|
+
(s > tol).count(axis:-1)
|
781
|
+
end
|
782
|
+
end
|
783
|
+
|
784
|
+
|
785
|
+
## Solving equations and inverting matrices
|
786
|
+
|
787
|
+
# Solves linear equation `a * x = b` for `x`
|
788
|
+
# from square matrix `a`
|
789
|
+
# @param a [Numo::NArray] n-by-n square matrix (>= 2-dimensinal NArray)
|
790
|
+
# @param b [Numo::NArray] n-by-nrhs right-hand-side matrix (>=
|
791
|
+
# 1-dimensinal NArray)
|
792
|
+
# @param driver [String or Symbol] choose LAPACK diriver from
|
793
|
+
# 'gen','sym','her' or 'pos'. (optional, default='gen')
|
794
|
+
# @param uplo [String or Symbol] optional, default='U'. Access upper
|
795
|
+
# or ('U') lower ('L') triangle. (omitted when driver:"gen")
|
796
|
+
# @return [Numo::NArray] The solusion matrix/vector X.
|
797
|
+
|
798
|
+
def solve(a, b, driver:"gen", uplo:'U')
|
799
|
+
case driver.to_s
|
800
|
+
when /^gen?(sv)?$/i
|
801
|
+
# returns lu, x, ipiv, info
|
802
|
+
Lapack.call(:gesv, a, b)[1]
|
803
|
+
when /^(sym?|her?|pos?)(sv)?$/i
|
804
|
+
func = driver[0..2].downcase+"sv"
|
805
|
+
Lapack.call(func, a, b, uplo:uplo)[1]
|
806
|
+
else
|
807
|
+
raise ArgumentError, "invalid driver: #{driver}"
|
808
|
+
end
|
809
|
+
end
|
810
|
+
|
811
|
+
# Inverse matrix from square matrix `a`
|
812
|
+
# @param a [Numo::NArray] n-by-n square matrix (>= 2-dimensinal NArray)
|
813
|
+
# @param driver [String or Symbol] choose LAPACK diriver
|
814
|
+
# ('ge'|'sy'|'he'|'po') + ("sv"|"trf")
|
815
|
+
# (optional, default='getrf')
|
816
|
+
# @param uplo [String or Symbol] optional, default='U'. Access upper
|
817
|
+
# or ('U') lower ('L') triangle. (omitted when driver:"ge")
|
818
|
+
# @return [Numo::NArray] The inverse matrix.
|
819
|
+
# @example
|
820
|
+
# Numo::Linalg.inv(a,driver:'getrf')
|
821
|
+
# => Numo::DFloat#shape=[2,2]
|
822
|
+
# [[-2, 1],
|
823
|
+
# [1.5, -0.5]]
|
824
|
+
# a.dot(Numo::Linalg.inv(a,driver:'getrf'))
|
825
|
+
# => Numo::DFloat#shape=[2,2]
|
826
|
+
# [[1, 0],
|
827
|
+
# [8.88178e-16, 1]]
|
828
|
+
|
829
|
+
def inv(a, driver:"getrf", uplo:'U')
|
830
|
+
case driver
|
831
|
+
when /(ge|sy|he|po)sv$/
|
832
|
+
d = $1
|
833
|
+
b = a.new_zeros.eye
|
834
|
+
solve(a, b, driver:d, uplo:uplo)
|
835
|
+
when /(ge|sy|he)tr[fi]$/
|
836
|
+
d = $1
|
837
|
+
lu, piv = lu_fact(a, driver:d, uplo:uplo)
|
838
|
+
lu_inv(lu, piv, driver:d, uplo:uplo)
|
839
|
+
when /potr[fi]$/
|
840
|
+
lu = cho_fact(a, uplo:uplo)
|
841
|
+
cho_inv(lu, uplo:uplo)
|
842
|
+
else
|
843
|
+
raise ArgumentError, "invalid driver: #{driver}"
|
844
|
+
end
|
845
|
+
end
|
846
|
+
|
847
|
+
# Computes the minimum-norm solution to a linear least squares
|
848
|
+
# problem:
|
849
|
+
#
|
850
|
+
# minimize 2-norm(| b - A*x |)
|
851
|
+
#
|
852
|
+
# using the singular value decomposition (SVD) of A.
|
853
|
+
# A is an M-by-N matrix which may be rank-deficient.
|
854
|
+
# @param a [Numo::NArray] m-by-n matrix A (>= 2-dimensinal NArray)
|
855
|
+
# @param b [Numo::NArray] m-by-nrhs right-hand-side matrix b
|
856
|
+
# (>= 1-dimensinal NArray)
|
857
|
+
# @param driver [String or Symbol] choose LAPACK driver from
|
858
|
+
# 'lsd','lss','lsy' (optional, default='lsd')
|
859
|
+
# @param rcond [Float] (optional, default=-1)
|
860
|
+
# RCOND is used to determine the effective rank of A.
|
861
|
+
# Singular values `S(i) <= RCOND*S(1)` are treated as zero.
|
862
|
+
# If RCOND < 0, machine precision is used instead.
|
863
|
+
# @return [[x, resids, rank, s]]
|
864
|
+
# - **x** -- The solution matrix/vector X.
|
865
|
+
# - **resids** -- Sums of residues, squared 2-norm for each column in
|
866
|
+
# `b - a x`. If matrix_rank(a) < N or > M, or 'gelsy' is used,
|
867
|
+
# this is an empty array.
|
868
|
+
# - **rank** -- The effective rank of A, i.e.,
|
869
|
+
# the number of singular values which are greater than RCOND*S(1).
|
870
|
+
# - **s** -- The singular values of A in decreasing order.
|
871
|
+
# Returns nil if 'gelsy' is used.
|
872
|
+
|
873
|
+
def lstsq(a, b, driver:'lsd', rcond:-1)
|
874
|
+
a = NArray.asarray(a)
|
875
|
+
b = NArray.asarray(b)
|
876
|
+
b_orig = nil
|
877
|
+
if b.shape.size==1
|
878
|
+
b_orig = b
|
879
|
+
b = b_orig[true,:new]
|
880
|
+
end
|
881
|
+
m = a.shape[-2]
|
882
|
+
n = a.shape[-1]
|
883
|
+
#nrhs = b.shape[-1]
|
884
|
+
if m != b.shape[-2]
|
885
|
+
raise NArray::ShapeError, "size mismatch: A-row and B-row"
|
886
|
+
end
|
887
|
+
if m < n # need to extend b matrix
|
888
|
+
shp = b.shape
|
889
|
+
shp[-2] = n
|
890
|
+
b2 = b.class.zeros(*shp)
|
891
|
+
b2[false,0...m,true] = b
|
892
|
+
b = b2
|
893
|
+
end
|
894
|
+
case driver.to_s
|
895
|
+
when /^(ge)?lsd$/i
|
896
|
+
# x, s, rank, info
|
897
|
+
x, s, rank, = Lapack.call(:gelsd, a, b, rcond:rcond)
|
898
|
+
when /^(ge)?lss$/i
|
899
|
+
# v, x, s, rank, info
|
900
|
+
_, x, s, rank, = Lapack.call(:gelss, a, b, rcond:rcond)
|
901
|
+
when /^(ge)?lsy$/i
|
902
|
+
jpvt = Int32.zeros(*a[false,0,true].shape)
|
903
|
+
# v, x, jpvt, rank, info
|
904
|
+
_, x, _, rank, = Lapack.call(:gelsy, a, b, jpvt, rcond:rcond)
|
905
|
+
s = nil
|
906
|
+
else
|
907
|
+
raise ArgumentError, "invalid driver: #{driver}"
|
908
|
+
end
|
909
|
+
resids = nil
|
910
|
+
if m > n
|
911
|
+
if /ls(d|s)$/i =~ driver
|
912
|
+
case rank
|
913
|
+
when n
|
914
|
+
resids = (x[n..-1,true].abs**2).sum(axis:0)
|
915
|
+
when NArray
|
916
|
+
if true
|
917
|
+
resids = (x[false,n..-1,true].abs**2).sum(axis:-2)
|
918
|
+
else
|
919
|
+
resids = x[false,0,true].new_zeros
|
920
|
+
mask = rank.eq(n)
|
921
|
+
# NArray does not suppurt this yet.
|
922
|
+
resids[mask,true] = (x[mask,n..-1,true].abs**2).sum(axis:-2)
|
923
|
+
end
|
924
|
+
end
|
925
|
+
end
|
926
|
+
x = x[false,0...n,true]
|
927
|
+
end
|
928
|
+
if b_orig && b_orig.shape.size==1
|
929
|
+
x = x[true,0]
|
930
|
+
resids &&= resids[false,0]
|
931
|
+
end
|
932
|
+
[x, resids, rank, s]
|
933
|
+
end
|
934
|
+
|
935
|
+
# Compute the (Moore-Penrose) pseudo-inverse of a matrix
|
936
|
+
# using svd or lstsq.
|
937
|
+
#
|
938
|
+
# @param a [Numo::NArray] m-by-n matrix A (>= 2-dimensinal NArray)
|
939
|
+
# @param driver [String or Symbol] choose LAPACK driver from
|
940
|
+
# SVD ('svd', 'sdd') or Least square ('lsd','lss','lsy')
|
941
|
+
# (optional, default='svd')
|
942
|
+
# @param rcond [Float] (optional, default=-1)
|
943
|
+
# RCOND is used to determine the effective rank of A.
|
944
|
+
# Singular values `S(i) <= RCOND*S(1)` are treated as zero.
|
945
|
+
# If RCOND < 0, machine precision is used instead.
|
946
|
+
# @return [Numo::NArray]
|
947
|
+
# @example
|
948
|
+
# a = Numo::DFloat.new(5,3).rand_norm
|
949
|
+
# => Numo::DFloat#shape=[5,3]
|
950
|
+
# [[-0.581255, -0.168354, 0.586895],
|
951
|
+
# [-0.595142, -0.802802, -0.326106],
|
952
|
+
# [0.282922, 1.68427, 0.918499],
|
953
|
+
# [-0.0485384, -0.464453, -0.992194],
|
954
|
+
# [0.413794, -0.60717, -0.699695]]
|
955
|
+
# b = Numo::Linalg.pinv(a,driver:"svd")
|
956
|
+
# => Numo::DFloat(view)#shape=[3,5]
|
957
|
+
# [[-0.360863, -0.813125, -0.353367, -0.891963, 0.877253],
|
958
|
+
# [-0.227645, 0.162939, 0.696655, 0.787685, -0.469346],
|
959
|
+
# [0.408671, -0.308323, -0.337807, -1.13833, 0.228051]]
|
960
|
+
# (a-a.dot(b.dot(a))).abs.max
|
961
|
+
# => 5.551115123125783e-16
|
962
|
+
|
963
|
+
def pinv(a, driver:"svd", rcond:nil)
|
964
|
+
a = NArray.asarray(a)
|
965
|
+
if a.ndim < 2
|
966
|
+
raise NArray::ShapeError, "2-d array is required"
|
967
|
+
end
|
968
|
+
case driver
|
969
|
+
when /^(ge)?s[dv]d$/
|
970
|
+
s, u, vh = svd(a, driver:driver, job:'S')
|
971
|
+
if rcond.nil? || rcond < 0
|
972
|
+
rcond = ((SFloat===s) ? 1e3 : 1e6) * s.class::EPSILON
|
973
|
+
elsif ! Numeric === rcond
|
974
|
+
raise ArgumentError, "rcond must be Numeric"
|
975
|
+
end
|
976
|
+
cond = (s > rcond * s.max(axis:-1, keepdims:true))
|
977
|
+
if cond.all?
|
978
|
+
r = s.reciprocal
|
979
|
+
else
|
980
|
+
r = s.new_zeros
|
981
|
+
r[cond] = s[cond].reciprocal
|
982
|
+
end
|
983
|
+
u *= r[false,:new,true]
|
984
|
+
dot(u,vh).conj.swapaxes(-2,-1)
|
985
|
+
when /^(ge)?ls[dsy]$/
|
986
|
+
b = a.class.eye(a.shape[-2])
|
987
|
+
x, = lstsq(a, b, driver:driver, rcond:rcond)
|
988
|
+
x
|
989
|
+
else
|
990
|
+
raise ArgumentError, "#{driver.inspect} is not one of drivers: "+
|
991
|
+
"svd, sdd, lsd, lss, lsy"
|
992
|
+
end
|
993
|
+
end
|
994
|
+
|
995
|
+
private
|
996
|
+
|
997
|
+
# @!visibility private
|
998
|
+
def _make_complex_eigvecs(w, vin) # :nodoc:
|
999
|
+
v = w.class.cast(vin)
|
1000
|
+
# broadcast to vin.shape
|
1001
|
+
m = (w.imag > 0 | Bit.zeros(*vin.shape)).where
|
1002
|
+
v[m].imag = vin[m+1]
|
1003
|
+
v[m+1] = v[m].conj
|
1004
|
+
v
|
1005
|
+
end
|
1006
|
+
|
1007
|
+
end
|
1008
|
+
end
|