numo-linalg 0.1.2 → 0.1.3

data/spec/linalg/function/svd_spec.rb

@@ -0,0 +1,88 @@
+# frozen_string_literal: true
+
+require 'spec_helper'
+
+RSpec.describe Numo::Linalg do
+  describe 'svd' do
+    let(:m) { 5 }
+    let(:n) { 3 }
+    let(:mat_a) { rand_rect_real_mat(m, n) }
+    let(:mat_b) { rand_rect_complex_mat(m, n) }
+
+    it 'raises ArgumentError given a invalid driver option' do
+      expect { described_class.svd(mat_a, driver: 'foo') }.to raise_error(ArgumentError)
+    end
+
+    it 'raises ArgumentError given a invalid job option' do
+      expect { described_class.svd(mat_a, job: '@') }.to raise_error(ArgumentError)
+    end
+
+    it 'perfoms the singular value decomposition of a rectangular real matrix' do
+      s, u, vt = described_class.svd(mat_a, driver: 'svd')
+      expect((u.transpose.dot(u) - Numo::DFloat.eye(m)).abs.max).to be < ERR_TOL
+      expect((vt.dot(vt.transpose) - Numo::DFloat.eye(n)).abs.max).to be < ERR_TOL
+      mat_a_rec = u.dot(Numo::NArray.vstack([s.diag.dot(vt), Numo::DFloat.zeros(m - n, n)]))
+      expect((mat_a - mat_a_rec).abs.max).to be < ERR_TOL
+    end
+
+    it 'perfoms the singular value decomposition of a rectangular complex matrix' do
+      s, u, vt = described_class.svd(mat_b, driver: 'svd')
+      expect((u.transpose.conj.dot(u) - Numo::DFloat.eye(m)).abs.max).to be < ERR_TOL
+      expect((vt.dot(vt.transpose.conj) - Numo::DFloat.eye(n)).abs.max).to be < ERR_TOL
+      mat_b_rec = u.dot(Numo::NArray.vstack([s.diag.dot(vt), Numo::DFloat.zeros(m - n, n)]))
+      expect((mat_b - mat_b_rec).abs.max).to be < ERR_TOL
+    end
+
+    it 'perfoms the singular value decomposition of a rectangular real matrix with S job option' do
+      s, u, vt = described_class.svd(mat_a, driver: 'svd', job: 'S')
+      expect(u.shape[0]).to eq(m)
+      expect(u.shape[1]).to eq(n)
+      expect((u.transpose.dot(u) - Numo::DFloat.eye(n)).abs.max).to be < ERR_TOL
+      expect((vt.dot(vt.transpose) - Numo::DFloat.eye(n)).abs.max).to be < ERR_TOL
+      mat_a_rec = u.dot(s.diag.dot(vt))
+      expect((mat_a - mat_a_rec).abs.max).to be < ERR_TOL
+    end
+
+    it 'perfoms the singular value decomposition of a rectangular complex matrix with S job option' do
+      s, u, vt = described_class.svd(mat_b, driver: 'svd', job: 'S')
+      expect(u.shape[0]).to eq(m)
+      expect(u.shape[1]).to eq(n)
+      expect((u.transpose.conj.dot(u) - Numo::DFloat.eye(n)).abs.max).to be < ERR_TOL
+      expect((vt.dot(vt.transpose.conj) - Numo::DFloat.eye(n)).abs.max).to be < ERR_TOL
+      mat_b_rec = u.dot(s.diag.dot(vt))
+      expect((mat_b - mat_b_rec).abs.max).to be < ERR_TOL
+    end
+
+    it 'calculates the singular values of a rectangular real matrix' do
+      s1, = described_class.svd(mat_a, driver: 'svd')
+      s2, u, vt = described_class.svd(mat_a, driver: 'svd', job: 'N')
+      expect(u).to be_nil
+      expect(vt).to be_nil
+      expect((s1 - s2).abs.max).to be < ERR_TOL
+    end
+
+    it 'calculates the singular values of a rectangular complex matrix' do
+      s1, = described_class.svd(mat_b, driver: 'svd')
+      s2, u, vt = described_class.svd(mat_b, driver: 'svd', job: 'N')
+      expect(u).to be_nil
+      expect(vt).to be_nil
+      expect((s1 - s2).abs.max).to be < ERR_TOL
+    end
+
+    it 'perfoms the singular value decomposition of a rectangular real matrix with divide and conquer algorithm' do
+      s, u, vt = described_class.svd(mat_a, driver: 'sdd')
+      mat_a_rec = u.dot(Numo::NArray.vstack([s.diag.dot(vt), Numo::DFloat.zeros(m - n, n)]))
+      expect((u.dot(u.transpose) - Numo::DFloat.eye(m)).abs.max).to be < ERR_TOL
+      expect((vt.transpose.dot(vt) - Numo::DFloat.eye(n)).abs.max).to be < ERR_TOL
+      expect((mat_a - mat_a_rec).abs.max).to be < ERR_TOL
+    end
+
+    it 'perfoms the singular value decomposition of a rectangular complex matrix with divide and conquer algorithm' do
+      s, u, vt = described_class.svd(mat_b, driver: 'sdd')
+      mat_b_rec = u.dot(Numo::NArray.vstack([s.diag.dot(vt), Numo::DFloat.zeros(m - n, n)]))
+      expect((u.dot(u.transpose.conj) - Numo::DFloat.eye(m)).abs.max).to be < ERR_TOL
+      expect((vt.transpose.conj.dot(vt) - Numo::DFloat.eye(n)).abs.max).to be < ERR_TOL
+      expect((mat_b - mat_b_rec).abs.max).to be < ERR_TOL
+    end
+  end
+end

data/spec/linalg/function/svdvals_spec.rb

@@ -0,0 +1,40 @@
+# frozen_string_literal: true
+
+require 'spec_helper'
+
+RSpec.describe Numo::Linalg do
+  describe 'svdvals' do
+    let(:m) { 5 }
+    let(:n) { 3 }
+    let(:mat_a) { rand_rect_real_mat(m, n) }
+    let(:mat_b) { rand_rect_complex_mat(m, n) }
+
+    it 'raises ArgumentError given a invalid driver option' do
+      expect { described_class.svdvals(mat_a, driver: 'foo') }.to raise_error(ArgumentError)
+    end
+
+    it 'calculates the singular values of a rectangular real matrix' do
+      s1, = described_class.svd(mat_a, driver: 'svd', job: 'N')
+      s2 = described_class.svdvals(mat_a, driver: 'svd')
+      expect((s1 - s2).abs.max).to be < ERR_TOL
+    end
+
+    it 'calculates the singular values of a rectangular complex matrix' do
+      s1, = described_class.svd(mat_b, driver: 'svd', job: 'N')
+      s2 = described_class.svdvals(mat_b, driver: 'svd')
+      expect((s1 - s2).abs.max).to be < ERR_TOL
+    end
+
+    it 'calculates the singular values of a rectangular real matrix with divide and conquer algorithm' do
+      s1, = described_class.svd(mat_a, driver: 'sdd', job: 'N')
+      s2 = described_class.svdvals(mat_a, driver: 'sdd')
+      expect((s1 - s2).abs.max).to be < ERR_TOL
+    end
+
+    it 'calculates the singular values of a rectangular complex matrix with divide and conquer algorithm' do
+      s1, = described_class.svd(mat_b, driver: 'sdd', job: 'N')
+      s2 = described_class.svdvals(mat_b, driver: 'sdd')
+      expect((s1 - s2).abs.max).to be < ERR_TOL
+    end
+  end
+end

data/spec/spec_helper.rb

@@ -0,0 +1,55 @@
+# frozen_string_literal: true
+
+require 'numo/linalg/autoloader'
+
+ERR_TOL = 1e-6
+
+def rand_symmetric_mat(n)
+  a = Numo::DFloat.new(n, n).rand
+  0.5 * (a + a.transpose) - 0.5
+end
+
+def rand_hermitian_mat(n)
+  a = rand_symmetric_mat(n)
+  b = Numo::DFloat.new(n, n).rand
+  b = 0.5 * (b + b.transpose)
+  b = (b.triu - b.tril)
+  b[b.diag_indices] = 0.0
+  a + b * Complex::I
+end
+
+def rand_square_real_mat(m)
+  Numo::DFloat.new(m, m).rand - 0.5
+end
+
+def rand_square_complex_mat(m)
+  rand_rect_real_mat(m, m) + Complex::I * (rand_rect_real_mat(m, m) - 0.5)
+end
+
+def rand_rect_real_mat(m, n)
+  Numo::DFloat.new(m, n).rand - 0.5
+end
+
+def rand_rect_complex_mat(m, n)
+  rand_rect_real_mat(m, n) + Complex::I * (rand_rect_real_mat(m, n) - 0.5)
+end
+
+def rand_real_vec(m)
+  Numo::DFloat.new(m).rand - 0.5
+end
+
+def rand_complex_vec(m)
+  rand_real_vec(m) + Complex::I * (rand_real_vec(m) - 0.5)
+end
+
+RSpec.configure do |config|
+  # Enable flags like --only-failures and --next-failure
+  config.example_status_persistence_file_path = '.rspec_status'
+
+  # Disable RSpec exposing methods globally on `Module` and `main`
+  config.disable_monkey_patching!
+
+  config.expect_with :rspec do |c|
+    c.syntax = :expect
+  end
+end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: numo-linalg
 version: !ruby/object:Gem::Version
-  version: 0.1.2
+  version: 0.1.3
 platform: ruby
 authors:
 - Masahiro TANAKA
@@ -9,7 +9,7 @@ authors:
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2018-03-25 00:00:00.000000000 Z
+date: 2018-08-23 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -31,14 +31,28 @@ dependencies:
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '0'
+        version: '12.0'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '0'
+        version: '12.0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
 - !ruby/object:Gem::Dependency
   name: numo-narray
   requirement: !ruby/object:Gem::Requirement
@@ -133,6 +147,7 @@ files:
 - ext/numo/linalg/lapack/tmpl/module.c
 - ext/numo/linalg/lapack/tmpl/syev.c
 - ext/numo/linalg/lapack/tmpl/sygv.c
+- ext/numo/linalg/lapack/tmpl/sygvx.c
 - ext/numo/linalg/lapack/tmpl/trf.c
 - ext/numo/linalg/mkmf_linalg.rb
 - ext/numo/linalg/numo_linalg.h
@@ -147,7 +162,36 @@ files:
 - lib/numo/linalg/use/openblas.rb
 - lib/numo/linalg/version.rb
 - numo-linalg.gemspec
-- spec/lapack_spec.rb
+- spec/linalg/autoloader_spec.rb
+- spec/linalg/function/cho_fact_spec.rb
+- spec/linalg/function/cho_inv_spec.rb
+- spec/linalg/function/cho_solve_spec.rb
+- spec/linalg/function/cholesky_spec.rb
+- spec/linalg/function/cond_spec.rb
+- spec/linalg/function/det_spec.rb
+- spec/linalg/function/dot_spec.rb
+- spec/linalg/function/eig_spec.rb
+- spec/linalg/function/eigh_spec.rb
+- spec/linalg/function/eigvals_spec.rb
+- spec/linalg/function/eigvalsh_spec.rb
+- spec/linalg/function/inv_spec.rb
+- spec/linalg/function/ldl_spec.rb
+- spec/linalg/function/lstsq_spec.rb
+- spec/linalg/function/lu_fact_spec.rb
+- spec/linalg/function/lu_inv_spec.rb
+- spec/linalg/function/lu_solve_spec.rb
+- spec/linalg/function/lu_spec.rb
+- spec/linalg/function/matmul_spec.rb
+- spec/linalg/function/matrix_power_spec.rb
+- spec/linalg/function/matrix_rank_spec.rb
+- spec/linalg/function/norm_spec.rb
+- spec/linalg/function/pinv_spec.rb
+- spec/linalg/function/qr_spec.rb
+- spec/linalg/function/slogdet_spec.rb
+- spec/linalg/function/solve_spec.rb
+- spec/linalg/function/svd_spec.rb
+- spec/linalg/function/svdvals_spec.rb
+- spec/spec_helper.rb
 homepage: https://github.com/ruby-numo/numo-linalg
 licenses:
 - BSD-3-Clause
@@ -173,4 +217,33 @@ signing_key:
 specification_version: 4
 summary: Ruby/Numo Linear Algebra library with BLAS/LAPACK
 test_files:
-- spec/lapack_spec.rb
+- spec/linalg/autoloader_spec.rb
+- spec/linalg/function/cho_fact_spec.rb
+- spec/linalg/function/cho_inv_spec.rb
+- spec/linalg/function/cho_solve_spec.rb
+- spec/linalg/function/cholesky_spec.rb
+- spec/linalg/function/cond_spec.rb
+- spec/linalg/function/det_spec.rb
+- spec/linalg/function/dot_spec.rb
+- spec/linalg/function/eig_spec.rb
+- spec/linalg/function/eigh_spec.rb
+- spec/linalg/function/eigvals_spec.rb
+- spec/linalg/function/eigvalsh_spec.rb
+- spec/linalg/function/inv_spec.rb
+- spec/linalg/function/ldl_spec.rb
+- spec/linalg/function/lstsq_spec.rb
+- spec/linalg/function/lu_fact_spec.rb
+- spec/linalg/function/lu_inv_spec.rb
+- spec/linalg/function/lu_solve_spec.rb
+- spec/linalg/function/lu_spec.rb
+- spec/linalg/function/matmul_spec.rb
+- spec/linalg/function/matrix_power_spec.rb
+- spec/linalg/function/matrix_rank_spec.rb
+- spec/linalg/function/norm_spec.rb
+- spec/linalg/function/pinv_spec.rb
+- spec/linalg/function/qr_spec.rb
+- spec/linalg/function/slogdet_spec.rb
+- spec/linalg/function/solve_spec.rb
+- spec/linalg/function/svd_spec.rb
+- spec/linalg/function/svdvals_spec.rb
+- spec/spec_helper.rb

data/spec/lapack_spec.rb

@@ -1,13 +0,0 @@
-require 'numo/narray'
-require File.join(File.dirname(__FILE__), "../ext/numo/lapack/lapack")
-#Numo::NArray.debug = true
-
-RSpec.configure do |config|
-  config.filter_run :focus
-  config.run_all_when_everything_filtered = true
-end
-#context :focus=>true do ... end
-
-describe 'something' do
-  it{expect(Numo::LAPACK).to be_a(Module)}
-end