numo-linalg 0.1.1 → 0.1.6
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- checksums.yaml +4 -4
- data/README.md +13 -9
- data/Rakefile +17 -0
- data/ext/numo/linalg/blas/blas.c +20 -6
- data/ext/numo/linalg/blas/depend.erb +2 -2
- data/ext/numo/linalg/blas/extconf.rb +15 -42
- data/ext/numo/linalg/blas/numo_blas.h +6 -0
- data/ext/numo/linalg/blas/tmpl/mv.c +3 -2
- data/ext/numo/linalg/lapack/depend.erb +2 -2
- data/ext/numo/linalg/lapack/extconf.rb +14 -19
- data/ext/numo/linalg/lapack/gen/spec.rb +5 -0
- data/ext/numo/linalg/lapack/lapack.c +49 -6
- data/ext/numo/linalg/lapack/numo_lapack.h +3 -0
- data/ext/numo/linalg/lapack/tmpl/gqr.c +1 -1
- data/ext/numo/linalg/lapack/tmpl/sygvx.c +130 -0
- data/ext/numo/linalg/mkmf_linalg.rb +84 -0
- data/lib/numo/linalg/autoloader.rb +18 -3
- data/lib/numo/linalg/function.rb +317 -92
- data/lib/numo/linalg/loader.rb +70 -77
- data/lib/numo/linalg/version.rb +1 -1
- data/numo-linalg.gemspec +5 -3
- data/spec/linalg/autoloader_spec.rb +10 -0
- data/spec/linalg/function/cho_fact_spec.rb +31 -0
- data/spec/linalg/function/cho_inv_spec.rb +39 -0
- data/spec/linalg/function/cho_solve_spec.rb +66 -0
- data/spec/linalg/function/cholesky_spec.rb +43 -0
- data/spec/linalg/function/cond_spec.rb +57 -0
- data/spec/linalg/function/det_spec.rb +21 -0
- data/spec/linalg/function/dot_spec.rb +84 -0
- data/spec/linalg/function/eig_spec.rb +53 -0
- data/spec/linalg/function/eigh_spec.rb +81 -0
- data/spec/linalg/function/eigvals_spec.rb +27 -0
- data/spec/linalg/function/eigvalsh_spec.rb +60 -0
- data/spec/linalg/function/expm_spec.rb +36 -0
- data/spec/linalg/function/inv_spec.rb +57 -0
- data/spec/linalg/function/ldl_spec.rb +51 -0
- data/spec/linalg/function/lstsq_spec.rb +80 -0
- data/spec/linalg/function/lu_fact_spec.rb +34 -0
- data/spec/linalg/function/lu_inv_spec.rb +21 -0
- data/spec/linalg/function/lu_solve_spec.rb +40 -0
- data/spec/linalg/function/lu_spec.rb +46 -0
- data/spec/linalg/function/matmul_spec.rb +41 -0
- data/spec/linalg/function/matrix_power_spec.rb +31 -0
- data/spec/linalg/function/matrix_rank_spec.rb +33 -0
- data/spec/linalg/function/norm_spec.rb +81 -0
- data/spec/linalg/function/null_space_spec.rb +41 -0
- data/spec/linalg/function/orth_spec.rb +43 -0
- data/spec/linalg/function/pinv_spec.rb +48 -0
- data/spec/linalg/function/qr_spec.rb +82 -0
- data/spec/linalg/function/slogdet_spec.rb +21 -0
- data/spec/linalg/function/solve_spec.rb +98 -0
- data/spec/linalg/function/svd_spec.rb +88 -0
- data/spec/linalg/function/svdvals_spec.rb +40 -0
- data/spec/spec_helper.rb +55 -0
- metadata +107 -14
- data/spec/lapack_spec.rb +0 -13
checksums.yaml
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@@ -1,7 +1,7 @@
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---
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SHA256:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 8315eaaebc86b1e549f1dd1132ba0e25e895c10f6a68b7b461c734bb3fd7612e
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data.tar.gz: ead727d78cff037a15476917751d0373e08abe1cce5cb14931ea8a82628ab8a1
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metadata.gz: a228a21cc9e6cc3b44f7c11b66b1dcea76dbdc22e51b09e35ca62118a721dea4d4a6dcc729a0603f0aec64411d2c9c72d63ff922a2bb57ea0d93b5363bdab50b
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data.tar.gz: d9651310d52d9f1c1e41caad01bb8f706fe1a631557eaed076cd355702a1ef1ea55e88fe9b2e29ba95476f55569410c5cc737230b67e0843b623844e61f3ece8
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data/README.md
CHANGED
@@ -1,7 +1,7 @@
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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/numo-linalg)
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[![Build Status](https://
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[![Build Status](https://github.com/ruby-numo/numo-linalg/workflows/build/badge.svg)](https://github.com/ruby-numo/numo-linalg/actions)
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[GitHub](https://github.com/ruby-numo/numo-linalg) |
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[RubyGems](https://rubygems.org/gems/numo-linalg)
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@@ -11,15 +11,15 @@ 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
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This design 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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### [Numo::Linalg API](http://ruby-numo.github.io/numo-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
|
21
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+
* lu, lu\_fact, lu\_inv, lu\_solve, ldl, cholesky, cho\_fact, cho\_inv, cho\_solve,
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qr, svd, svdvals, orth, null_space
|
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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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@@ -29,8 +29,8 @@ This desgin allows you to change backend libraries without re-compiling.
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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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* [Numo::Linalg::Blas](http://ruby-numo.github.io/numo-linalg/yard/Numo/Linalg/Blas.html) - Low-level BLAS functions
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* [Numo::Linalg::Lapack](http://ruby-numo.github.io/numo-linalg/yard/Numo/Linalg/Lapack.html) - Low-level LAPACK functions
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## Installation
|
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@@ -78,8 +78,12 @@ require "numo/linalg"
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## Authors
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-
* Masahiro
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-
* Makoto
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* Masahiro Tanaka
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* Makoto Kishimoto
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* Atsushi Tatsuma
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## Acknowledgments
|
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* This work is partly supported by 2016 Ruby Association Grant.
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## ToDo
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data/Rakefile
CHANGED
@@ -16,3 +16,20 @@ 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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require 'rake/extensiontask'
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Rake::ExtensionTask.new 'numo/linalg/blas'
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+
Rake::ExtensionTask.new 'numo/linalg/lapack'
|
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+
|
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+
CLOBBER.include('lib/numo/linalg/site_conf.rb')
|
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task :compile do
|
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+
site_conf = Dir['./tmp/**/numo/linalg/blas/**/lib/site_conf.rb'].first
|
27
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+
cp site_conf, 'lib/numo/linalg'
|
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+
end
|
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+
|
30
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+
require 'rspec/core/rake_task'
|
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RSpec::Core::RakeTask.new(:spec) do |t|
|
32
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+
t.rspec_opts = '--color --format documentation --require spec_helper'
|
33
|
+
end
|
34
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+
|
35
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+
task :default => [:clobber, :compile, :spec]
|
data/ext/numo/linalg/blas/blas.c
CHANGED
@@ -259,11 +259,17 @@ numo_cblas_check_func(void **func, const char *name)
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259
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s = alloca(strlen(blas_prefix)+strlen(name)+1);
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strcpy(s,blas_prefix);
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strcat(s,name);
|
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+
#if defined(HAVE_DLFCN_H)
|
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263
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dlerror();
|
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+
#endif
|
263
265
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*func = dlsym(blas_handle, s);
|
264
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-
|
265
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-
if (error !=
|
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-
|
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+
#if defined(HAVE_DLFCN_H)
|
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+
if ((error = dlerror()) != 0) {
|
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func = 0;
|
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+
}
|
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+
#endif
|
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+
if ( !func ) {
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rb_raise(rb_eRuntimeError, "unknown symbol \"%s\"", s);
|
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273
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}
|
268
274
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}
|
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275
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}
|
@@ -291,14 +297,22 @@ blas_s_dlopen(int argc, VALUE *argv, VALUE mod)
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291
297
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if (i==2) {
|
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298
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f = NUM2INT(flag);
|
293
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} else {
|
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-
f = RTLD_LAZY
|
300
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+
f = RTLD_LAZY;
|
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301
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}
|
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+
#if defined(HAVE_DLFCN_H)
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dlerror();
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+
#endif
|
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305
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handle = dlopen(StringValueCStr(lib), f);
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-
|
299
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-
if (error
|
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+
#if defined(HAVE_DLFCN_H)
|
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+
if ( !handle && (error = dlerror()) ) {
|
300
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rb_raise(rb_eRuntimeError, "%s", error);
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}
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#else
|
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+
if ( !handle ) {
|
312
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error = dlerror();
|
313
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+
rb_raise(rb_eRuntimeError, "%s", error);
|
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+
}
|
315
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+
#endif
|
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blas_handle = handle;
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return Qnil;
|
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318
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}
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@@ -1,35 +1,5 @@
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require 'mkmf'
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-
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require 'erb'
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-
|
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ldirs = [
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-
dir_config("mkl")[1],
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-
dir_config("openblas")[1],
|
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-
dir_config("atlas")[1],
|
9
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-
dir_config("blas")[1],
|
10
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-
dir_config("lapack")[1],
|
11
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-
]
|
12
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-
bked = with_config("backend")
|
13
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-
|
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FileUtils.mkdir_p "lib"
|
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-
open("lib/site_conf.rb","w"){|f| f.write "
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module Numo
|
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-
module Linalg
|
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-
BACKEND = #{bked.inspect}
|
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-
MKL_LIBPATH = #{ldirs[0].inspect}
|
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-
OPENBLAS_LIBPATH = #{ldirs[1].inspect}
|
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-
ATLAS_LIBPATH = #{ldirs[2].inspect}
|
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|
-
BLAS_LIBPATH = #{ldirs[3].inspect}
|
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-
LAPACK_LIBPATH = #{ldirs[4].inspect}
|
24
|
-
end
|
25
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-
end"}
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-
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-
$LOAD_PATH.each do |x|
|
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-
if File.exist? File.join(x,'numo/numo/narray.h')
|
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$INCFLAGS = "-I#{x}/numo " + $INCFLAGS
|
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-
break
|
31
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-
end
|
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-
end
|
2
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+
require_relative '../mkmf_linalg'
|
33
3
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34
4
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srcs = %w(
|
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blas
|
@@ -40,13 +10,24 @@ blas_z
|
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40
10
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)
|
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11
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$objs = srcs.collect{|i| i+".o"}
|
42
12
|
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43
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-
|
13
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+
dir_config("narray")
|
14
|
+
|
15
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+
find_narray_h
|
16
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+
if !have_header("numo/narray.h")
|
44
17
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puts "
|
45
18
|
Header numo/narray.h was not found. Give pathname as follows:
|
46
19
|
% ruby extconf.rb --with-narray-include=narray_h_dir"
|
47
20
|
exit(1)
|
48
21
|
end
|
49
22
|
|
23
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+
if RUBY_PLATFORM =~ /mswin|cygwin|mingw/
|
24
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+
find_libnarray_a
|
25
|
+
unless have_library("narray","nary_new")
|
26
|
+
puts "libnarray.a not found"
|
27
|
+
exit(1)
|
28
|
+
end
|
29
|
+
end
|
30
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+
|
50
31
|
if have_header("dlfcn.h")
|
51
32
|
exit(1) unless have_library("dl")
|
52
33
|
exit(1) unless have_func("dlopen")
|
@@ -54,14 +35,6 @@ elsif have_header("windows.h")
|
|
54
35
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exit(1) unless have_func("LoadLibrary")
|
55
36
|
end
|
56
37
|
|
57
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-
|
58
|
-
|
59
|
-
dep_erb_path = File.join(__dir__, "depend.erb")
|
60
|
-
File.open(dep_erb_path, "r") do |dep_erb|
|
61
|
-
erb = ERB.new(dep_erb.read)
|
62
|
-
erb.filename = dep_erb_path
|
63
|
-
dep.print(erb.result)
|
64
|
-
end
|
65
|
-
end
|
66
|
-
|
38
|
+
create_site_conf
|
39
|
+
create_depend(__dir__)
|
67
40
|
create_makefile('numo/linalg/blas')
|
@@ -31,6 +31,12 @@ extern void numo_cblas_check_func(void **func, const char *name);
|
|
31
31
|
#define SWAP_IFROW(order,a,b,tmp) \
|
32
32
|
{ if ((order)==CblasRowMajor) {(tmp)=(a);(a)=(b);(b)=(tmp);} }
|
33
33
|
|
34
|
+
#define SWAP_IFNOTRANS(trans,a,b,tmp) \
|
35
|
+
{ if ((trans)==CblasNoTrans) {(tmp)=(a);(a)=(b);(b)=(tmp);} }
|
36
|
+
|
37
|
+
#define SWAP_IFTRANS(trans,a,b,tmp) \
|
38
|
+
{ if ((trans)!=CblasNoTrans) {(tmp)=(a);(a)=(b);(b)=(tmp);} }
|
39
|
+
|
34
40
|
#define SWAP_IFCOLTR(order,trans,a,b,tmp) \
|
35
41
|
{ if (((order)==CblasRowMajor && (trans)!=CblasNoTrans) || \
|
36
42
|
((order)!=CblasRowMajor && (trans)==CblasNoTrans)) \
|
@@ -79,7 +79,7 @@ static void
|
|
79
79
|
opt("beta"),
|
80
80
|
!is_ge && opt("side"),
|
81
81
|
!is_ge && opt("uplo"),
|
82
|
-
is_ge || is_tr && opt("trans"),
|
82
|
+
(is_ge || is_tr) && opt("trans"),
|
83
83
|
opt("order")
|
84
84
|
].select{|x| x}.join("\n ")
|
85
85
|
%>
|
@@ -143,9 +143,10 @@ static VALUE
|
|
143
143
|
CHECK_DIM_GE(na2,1);
|
144
144
|
nx = COL_SIZE(na2);
|
145
145
|
#if GE
|
146
|
-
|
146
|
+
SWAP_IFCOL(g.order, ma, na, tmp);
|
147
147
|
g.m = ma;
|
148
148
|
g.n = na;
|
149
|
+
SWAP_IFTRANS(g.trans, ma, na, tmp);
|
149
150
|
#else
|
150
151
|
CHECK_SQUARE("a",na1);
|
151
152
|
#endif
|
@@ -1,13 +1,6 @@
|
|
1
1
|
require 'mkmf'
|
2
2
|
require 'numo/narray'
|
3
|
-
|
4
|
-
|
5
|
-
$LOAD_PATH.each do |x|
|
6
|
-
if File.exist? File.join(x,'numo/numo/narray.h')
|
7
|
-
$INCFLAGS = "-I#{x}/numo " + $INCFLAGS
|
8
|
-
break
|
9
|
-
end
|
10
|
-
end
|
3
|
+
require_relative '../mkmf_linalg'
|
11
4
|
|
12
5
|
srcs = %w(
|
13
6
|
lapack
|
@@ -18,13 +11,24 @@ lapack_z
|
|
18
11
|
)
|
19
12
|
$objs = srcs.collect{|i| i+".o"}
|
20
13
|
|
21
|
-
|
14
|
+
dir_config("narray")
|
15
|
+
|
16
|
+
find_narray_h
|
17
|
+
if !have_header("numo/narray.h")
|
22
18
|
puts "
|
23
19
|
Header numo/narray.h was not found. Give pathname as follows:
|
24
20
|
% ruby extconf.rb --with-narray-include=narray_h_dir"
|
25
21
|
exit(1)
|
26
22
|
end
|
27
23
|
|
24
|
+
if RUBY_PLATFORM =~ /cygwin|mingw/
|
25
|
+
find_libnarray_a
|
26
|
+
unless have_library("narray","nary_new")
|
27
|
+
puts "libnarray.a not found"
|
28
|
+
exit(1)
|
29
|
+
end
|
30
|
+
end
|
31
|
+
|
28
32
|
if have_header("dlfcn.h")
|
29
33
|
exit(1) unless have_library("dl")
|
30
34
|
exit(1) unless have_func("dlopen")
|
@@ -32,14 +36,5 @@ elsif have_header("windows.h")
|
|
32
36
|
exit(1) unless have_func("LoadLibrary")
|
33
37
|
end
|
34
38
|
|
35
|
-
|
36
|
-
File.open(dep_path, "w") do |dep|
|
37
|
-
dep_erb_path = File.join(__dir__, "depend.erb")
|
38
|
-
File.open(dep_erb_path, "r") do |dep_erb|
|
39
|
-
erb = ERB.new(dep_erb.read)
|
40
|
-
erb.filename = dep_erb_path
|
41
|
-
dep.print(erb.result)
|
42
|
-
end
|
43
|
-
end
|
44
|
-
|
39
|
+
create_depend(__dir__)
|
45
40
|
create_makefile('numo/linalg/lapack')
|
@@ -6,6 +6,9 @@ def_id "jobz"
|
|
6
6
|
def_id "jobvl"
|
7
7
|
def_id "jobvr"
|
8
8
|
def_id "trans"
|
9
|
+
def_id "range"
|
10
|
+
def_id "il"
|
11
|
+
def_id "iu"
|
9
12
|
def_id "rcond"
|
10
13
|
def_id "itype"
|
11
14
|
def_id "norm"
|
@@ -58,11 +61,13 @@ when /c|z/
|
|
58
61
|
decl "?heevd", "syev"
|
59
62
|
decl "?hegv", "sygv"
|
60
63
|
decl "?hegvd", "sygv"
|
64
|
+
decl "?hegvx", "sygvx"
|
61
65
|
else
|
62
66
|
decl "?syev"
|
63
67
|
decl "?syevd", "syev"
|
64
68
|
decl "?sygv"
|
65
69
|
decl "?sygvd", "sygv"
|
70
|
+
decl "?sygvx"
|
66
71
|
end
|
67
72
|
|
68
73
|
# factorize
|
@@ -124,6 +124,35 @@ numo_lapacke_option_job(VALUE job, char true_char, char false_char)
|
|
124
124
|
return 0;
|
125
125
|
}
|
126
126
|
|
127
|
+
char
|
128
|
+
numo_lapacke_option_range(VALUE job, char true_char, char false_char)
|
129
|
+
{
|
130
|
+
char *ptr, c;
|
131
|
+
|
132
|
+
switch(TYPE(job)) {
|
133
|
+
case T_NIL:
|
134
|
+
case T_UNDEF:
|
135
|
+
case T_TRUE:
|
136
|
+
return true_char;
|
137
|
+
case T_FALSE:
|
138
|
+
return false_char;
|
139
|
+
case T_SYMBOL:
|
140
|
+
job = rb_sym2str(job);
|
141
|
+
case T_STRING:
|
142
|
+
ptr = RSTRING_PTR(job);
|
143
|
+
if (RSTRING_LEN(job) > 0) {
|
144
|
+
c = ptr[0];
|
145
|
+
if (c >= 'a' && c <= 'z') {
|
146
|
+
c -= 'a'-'A';
|
147
|
+
}
|
148
|
+
return c;
|
149
|
+
}
|
150
|
+
break;
|
151
|
+
}
|
152
|
+
rb_raise(rb_eArgError,"invalid value for JOB option");
|
153
|
+
return 0;
|
154
|
+
}
|
155
|
+
|
127
156
|
char
|
128
157
|
numo_lapacke_option_trans(VALUE trans)
|
129
158
|
{
|
@@ -295,11 +324,17 @@ numo_lapacke_check_func(void **func, const char *name)
|
|
295
324
|
s = alloca(strlen(lapack_prefix)+strlen(name)+1);
|
296
325
|
strcpy(s,lapack_prefix);
|
297
326
|
strcat(s,name);
|
327
|
+
#if defined(HAVE_DLFCN_H)
|
298
328
|
dlerror();
|
329
|
+
#endif
|
299
330
|
*func = dlsym(lapack_handle, s);
|
300
|
-
|
301
|
-
if (error !=
|
302
|
-
|
331
|
+
#if defined(HAVE_DLFCN_H)
|
332
|
+
if ((error = dlerror()) != 0) {
|
333
|
+
func = 0;
|
334
|
+
}
|
335
|
+
#endif
|
336
|
+
if ( !func ) {
|
337
|
+
rb_raise(rb_eRuntimeError, "unknown symbol \"%s\"", s);
|
303
338
|
}
|
304
339
|
}
|
305
340
|
}
|
@@ -327,14 +362,22 @@ lapack_s_dlopen(int argc, VALUE *argv, VALUE mod)
|
|
327
362
|
if (i==2) {
|
328
363
|
f = NUM2INT(flag);
|
329
364
|
} else {
|
330
|
-
f = RTLD_LAZY
|
365
|
+
f = RTLD_LAZY;
|
331
366
|
}
|
367
|
+
#if defined(HAVE_DLFCN_H)
|
332
368
|
dlerror();
|
369
|
+
#endif
|
333
370
|
handle = dlopen(StringValueCStr(lib), f);
|
334
|
-
|
335
|
-
if (error
|
371
|
+
#if defined(HAVE_DLFCN_H)
|
372
|
+
if ( !handle && (error = dlerror()) ) {
|
336
373
|
rb_raise(rb_eRuntimeError, "%s", error);
|
337
374
|
}
|
375
|
+
#else
|
376
|
+
if ( !handle ) {
|
377
|
+
error = dlerror();
|
378
|
+
rb_raise(rb_eRuntimeError, "%s", error);
|
379
|
+
}
|
380
|
+
#endif
|
338
381
|
lapack_handle = handle;
|
339
382
|
return Qnil;
|
340
383
|
}
|
@@ -15,6 +15,9 @@ extern int numo_lapacke_option_order(VALUE order);
|
|
15
15
|
#define option_job numo_lapacke_option_job
|
16
16
|
extern char numo_lapacke_option_job(VALUE job, char true_char, char false_char);
|
17
17
|
|
18
|
+
#define option_range numo_lapacke_option_range
|
19
|
+
extern char numo_lapacke_option_range(VALUE range, char true_char, char false_char);
|
20
|
+
|
18
21
|
#define option_trans numo_lapacke_option_trans
|
19
22
|
extern char numo_lapacke_option_trans(VALUE trans);
|
20
23
|
|
@@ -30,7 +30,7 @@ static void
|
|
30
30
|
SWAP_IFCOL(g->order,m,n);
|
31
31
|
lda = NDL_STEP(lp,0) / sizeof(dtype);
|
32
32
|
|
33
|
-
printf("order=%d m=%d n=%d k=%d lda=%d \n",g->order,m,n,k,lda);
|
33
|
+
//printf("order=%d m=%d n=%d k=%d lda=%d \n",g->order,m,n,k,lda);
|
34
34
|
|
35
35
|
*info = (*func_p)(g->order, m, n, k, a, lda, tau);
|
36
36
|
CHECK_ERROR(*info);
|