numo-linalg 0.1.3 → 0.1.7

checksums.yaml

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data/README.md

@@ -1,7 +1,7 @@
 # Numo::Linalg : Linear Algebra library with BLAS/LAPACK binding to Numo::NArray
 
 [![Binder](http://mybinder.org/badge.svg)](http://mybinder.org/repo/ruby-numo/numo-linalg)
-[![Build Status](https://travis-ci.org/ruby-numo/numo-linalg.svg?branch=master)](https://travis-ci.org/ruby-numo/numo-linalg)
+[![Build Status](https://github.com/ruby-numo/numo-linalg/workflows/build/badge.svg)](https://github.com/ruby-numo/numo-linalg/actions)
 
 [GitHub](https://github.com/ruby-numo/numo-linalg) |
 [RubyGems](https://rubygems.org/gems/numo-linalg)
@@ -11,15 +11,15 @@ Under development!
 ## Introduction
 
 This is a binding of BLAS/LAPACK for Numo::NArray using dynamic linking loader.
-This desgin allows you to change backend libraries without re-compiling.
+This design allows you to change backend libraries without re-compiling.
 
-### [Numo::Linalg API](http://ruby-numo.github.io/linalg/yard/Numo/Linalg.html)
+### [Numo::Linalg API](http://ruby-numo.github.io/numo-linalg/yard/Numo/Linalg.html)
 
 * Matrix and vector products
     * dot, matmul
 * Decomposition
     * lu, lu\_fact, lu\_inv, lu\_solve, ldl, cholesky, cho\_fact, cho\_inv, cho\_solve,
-      qr, svd, svdvals
+      qr, svd, svdvals, orth, null_space
 * Matrix eigenvalues
     * eig, eigh, eigvals, eigvalsh
 * Norms and other numbers
@@ -29,8 +29,8 @@ This desgin allows you to change backend libraries without re-compiling.
 
 ### Low-level modules
 
-* [Numo::Linalg::Blas](http://ruby-numo.github.io/linalg/yard/Numo/Linalg/Blas.html) - Low-level BLAS functions
-* [Numo::Linalg::Lapack](http://ruby-numo.github.io/linalg/yard/Numo/Linalg/Lapack.html) - Low-level LAPACK functions
+* [Numo::Linalg::Blas](http://ruby-numo.github.io/numo-linalg/yard/Numo/Linalg/Blas.html) - Low-level BLAS functions
+* [Numo::Linalg::Lapack](http://ruby-numo.github.io/numo-linalg/yard/Numo/Linalg/Lapack.html) - Low-level LAPACK functions
 
 ## Installation
 
@@ -82,7 +82,7 @@ require "numo/linalg"
 * Makoto Kishimoto
 * Atsushi Tatsuma
 
-## Acknowledgement
+## Acknowledgments
 
 * This work is partly supported by 2016 Ruby Association Grant.
 

data/Rakefile

@@ -16,3 +16,20 @@ end
 task :cleandoc do
   sh "rm -r yard .yardoc"
 end
+
+require 'rake/extensiontask'
+Rake::ExtensionTask.new 'numo/linalg/blas'
+Rake::ExtensionTask.new 'numo/linalg/lapack'
+
+CLOBBER.include('lib/numo/linalg/site_conf.rb')
+task :compile do
+  site_conf = Dir['./tmp/**/numo/linalg/blas/**/lib/site_conf.rb'].first
+  cp site_conf, 'lib/numo/linalg'
+end
+
+require 'rspec/core/rake_task'
+RSpec::Core::RakeTask.new(:spec) do |t|
+  t.rspec_opts = '--color --format documentation --require spec_helper'
+end
+
+task :default => [:clobber, :compile, :spec]

data/ext/numo/linalg/blas/depend.erb

@@ -1,5 +1,5 @@
-COGEN=ruby gen/cogen.rb -l
-GENDEPS=gen/*.rb tmpl/*.c
+COGEN=<%= "ruby #{__dir__}/gen/cogen.rb -l" %>
+GENDEPS=<%= "#{__dir__}/gen/*.rb #{__dir__}/tmpl/*.c" %>
 
 <%
 srcs = %w[s d c z].map{|c| [c, "blas_#{c}.c"]}

data/ext/numo/linalg/blas/extconf.rb

@@ -36,5 +36,5 @@ elsif have_header("windows.h")
 end
 
 create_site_conf
-create_depend
+create_depend(__dir__)
 create_makefile('numo/linalg/blas')

data/ext/numo/linalg/lapack/depend.erb

@@ -1,5 +1,5 @@
-COGEN=ruby gen/cogen.rb -l
-GENDEPS=gen/*.rb tmpl/*.c
+COGEN=<%= "ruby #{__dir__}/gen/cogen.rb -l" %>
+GENDEPS=<%= "#{__dir__}/gen/*.rb #{__dir__}/tmpl/*.c" %>
 
 <%
 srcs = %w[s d c z].map{|c| [c, "lapack_#{c}.c"]}

data/ext/numo/linalg/lapack/extconf.rb

@@ -36,5 +36,5 @@ elsif have_header("windows.h")
   exit(1) unless have_func("LoadLibrary")
 end
 
-create_depend
+create_depend(__dir__)
 create_makefile('numo/linalg/lapack')

data/ext/numo/linalg/mkmf_linalg.rb

@@ -69,12 +69,12 @@ def find_libnarray_a
   end
 end
 
-def create_depend
+def create_depend(base_dir)
   require 'erb'
   message "creating depend\n"
-  dep_path = File.join(Dir.pwd, "depend")
+  dep_path = "#{base_dir}/depend"
   File.open(dep_path, "w") do |dep|
-    dep_erb_path = File.join(Dir.pwd, "depend.erb")
+    dep_erb_path = "#{base_dir}/depend.erb"
     File.open(dep_erb_path, "r") do |dep_erb|
       erb = ERB.new(dep_erb.read)
       erb.filename = dep_erb_path

data/lib/numo/linalg/autoloader.rb

@@ -19,15 +19,23 @@ module Numo
       # @return [String] name of loaded backend library (mkl/openblas/lapack)
       def load_library
         mkl_dirs = ['/opt/intel/lib', '/opt/intel/lib64', '/opt/intel/mkl/lib', '/opt/intel/mkl/lib64']
-        openblas_dirs = ['/opt/openblas/lib', '/opt/openblas/lib64', '/usr/local/opt/openblas/lib']
+        openblas_dirs = ['/opt/OpenBLAS/lib', '/opt/OpenBLAS/lib64', '/opt/openblas/lib', '/opt/openblas/lib64',
+                         '/usr/local/opt/openblas/lib']
         atlas_dirs = ['/opt/atlas/lib', '/opt/atlas/lib64',
                       '/usr/lib/atlas', '/usr/lib64/atlas', '/usr/local/opt/atlas/lib']
         lapacke_dirs = ['/opt/lapack/lib', '/opt/lapack/lib64', '/opt/local/lib/lapack',
                         '/usr/local/opt/lapack/lib']
         opt_dirs =  ['/opt/local/lib', '/opt/local/lib64', '/opt/lib', '/opt/lib64']
         base_dirs = ['/usr/local/lib', '/usr/local/lib64', '/usr/lib', '/usr/lib64']
+        base_dirs.concat(Dir["/usr/lib/#{RbConfig::CONFIG['host_cpu']}-*"])
         base_dirs.unshift(*ENV['LD_LIBRARY_PATH'].split(':')) unless ENV['LD_LIBRARY_PATH'].nil?
 
+        select_dirs(base_dirs)
+        select_dirs(opt_dirs)
+        select_dirs(lapacke_dirs)
+        select_dirs(atlas_dirs)
+        select_dirs(mkl_dirs)
+
         mkl_libs = find_mkl_libs([*base_dirs, *opt_dirs, *mkl_dirs])
         openblas_libs = find_openblas_libs([*base_dirs, *opt_dirs, *openblas_dirs])
         atlas_libs = find_atlas_libs([*base_dirs, *opt_dirs, *atlas_dirs, *lapacke_dirs])
@@ -56,9 +64,14 @@ module Numo
       end
 
       def detect_library_extension
-        case RbConfig::CONFIG['host_os']
-        when /mswin|msys|mingw|cygwin/
-          'dll'
+        # Ruby >= 2.5 provides SOEXT in rbconfig
+        so_ext = RbConfig::CONFIG["SOEXT"]
+        return so_ext if so_ext
+
+        return 'dll' if windows?
+
+        # For Ruby < 2.5, we use RUBY_PLATFORM
+        case RUBY_PLATFORM
         when /darwin|mac os/
           'dylib'
         else
@@ -66,11 +79,55 @@ module Numo
         end
       end
 
+      def windows?
+        case RUBY_PLATFORM
+        when /mswin|msys|mingw|cygwin/
+          true
+        else
+          false
+        end
+      end
+
+      def select_dirs(dirs)
+        dirs.select!{|d| Dir.exist?(d)}
+      end
+
       def find_libs(lib_names, lib_dirs)
         lib_ext = detect_library_extension
         lib_arr = lib_names.map do |l|
-          [l.to_sym, lib_dirs.map { |d| "#{d}/lib#{l}.#{lib_ext}" }
-                             .keep_if { |f| File.exist?(f) }.first]
+          x = nil
+          if windows?
+            # On Windows, try to search the default DLL search path at first
+            [
+              "lib#{l}.#{lib_ext}",
+              "lib#{l}64.#{lib_ext}"
+            ].each do |filename|
+              begin
+                Fiddle.dlopen(filename).close
+              rescue Fiddle::DLError
+                x = nil
+              else
+                x = filename
+                break
+              end
+            end
+          end
+          if x.nil?
+            # Search in the candidate directories
+            lib_dirs.find do |d|
+              x = Dir.glob("#{d}/lib#{l}{,64}.#{lib_ext}{,.*}").find do |lib|
+                begin
+                  Fiddle.dlopen(lib).close
+                rescue Fiddle::DLError
+                  false
+                else
+                  true
+                end
+              end
+              break if x
+            end
+          end
+          [l.to_sym, x]
         end
         Hash[*lib_arr.flatten]
       end

data/lib/numo/linalg/function.rb

@@ -12,12 +12,19 @@ module Numo; module Linalg
     # defined from data-types of arguments.
     # @param [Symbol] func  function name without BLAS char.
     # @param args  arguments passed to Blas function.
+    # @param kwargs  keyword arguments passed to Blas function.
     # @example
     #      c = Numo::Linalg::Blas.call(:gemm, a, b)
-    def self.call(func,*args)
+    def self.call(func, *args, **kwargs)
       fn = (Linalg.blas_char(*args) + func.to_s).to_sym
       fn = FIXNAME[fn] || fn
-      send(fn,*args)
+      if kwargs.empty?
+        # This conditional branch is necessary to prevent ArgumentError
+        # that occurs in Ruby 2.6 or earlier.
+        send(fn, *args)
+      else
+        send(fn, *args, **kwargs)
+      end
     end
 
   end
@@ -34,12 +41,19 @@ module Numo; module Linalg
     # defined from data-types of arguments.
     # @param [Symbol,String] func  function name without BLAS char.
     # @param args  arguments passed to Lapack function.
+    # @param kwargs  keyword arguments passed to Lapack function.
     # @example
     #      s = Numo::Linalg::Lapack.call(:gesv, a)
-    def self.call(func,*args)
+    def self.call(func, *args, **kwargs)
       fn = (Linalg.blas_char(*args) + func.to_s).to_sym
       fn = FIXNAME[fn] || fn
-      send(fn,*args)
+      if kwargs.empty?
+        # This conditional branch is necessary to prevent ArgumentError
+        # that occurs in Ruby 2.6 or earlier.
+        send(fn, *args)
+      else
+        send(fn, *args, **kwargs)
+      end
     end
 
   end
@@ -89,14 +103,58 @@ module Numo; module Linalg
         func = blas_char(a, b) =~ /c|z/ ? :dotu : :dot
         Blas.call(func, a, b)
       else
-        Blas.call(:gemv, b, a, trans:'t')
+        if b.contiguous?
+          trans = 't'
+        else
+          if b.fortran_contiguous?
+            trans = 'n'
+            b = b.transpose
+          else
+            trans = 't'
+            b = b.dup
+          end
+        end
+        Blas.call(:gemv, b, a, trans:trans)
       end
     else
       case b.ndim
       when 1
-        Blas.call(:gemv, a, b)
+        if a.contiguous?
+          trans = 'n'
+        else
+          if a.fortran_contiguous?
+            trans = 't'
+            a = a.transpose
+          else
+            trans = 'n'
+            a = a.dup
+          end
+        end
+        Blas.call(:gemv, a, b, trans:trans)
       else
-        Blas.call(:gemm, a, b)
+        if a.contiguous?
+          transa = 'n'
+        else
+          if a.fortran_contiguous?
+            transa = 't'
+            a = a.transpose
+          else
+            transa = 'n'
+            a = a.dup
+          end
+        end
+        if b.contiguous?
+          transb = 'n'
+        else
+          if b.fortran_contiguous?
+            transb='t'
+            b = b.transpose
+          else
+            transb='n'
+            b = b.dup
+          end
+        end
+        Blas.call(:gemm, a, b, transa:transa, transb:transb)
       end
     end
   end
@@ -296,6 +354,42 @@ module Numo; module Linalg
     end
   end
 
+  # Computes an orthonormal basis for the range of matrix A.
+  #
+  # @param a [Numo::NArray] m-by-n matrix A (>= 2-dimensional NArray).
+  # @param rcond [Float] (optional)
+  #   rcond is used to determine the effective rank of A.
+  #   Singular values `s[i] <= rcond * s.max` are treated as zero.
+  #   If rcond < 0, machine precision is used instead.
+  # @return [Numo::NArray] The orthonormal basis for the range of matrix A.
+
+  def orth(a, rcond: -1)
+    raise NArray::ShapeError, '2-d array is required' if a.ndim < 2
+    s, u, = svd(a)
+    tol = s.max * (rcond.nil? || rcond < 0 ? a.class::EPSILON * a.shape.max : rcond)
+    k = (s > tol).count
+    u[true, 0...k]
+  end
+
+  # Computes an orthonormal basis for the null space of matrix A.
+  #
+  # @param a [Numo::NArray] m-by-n matrix A (>= 2-dimensional NArray).
+  # @param rcond [Float] (optional)
+  #   rcond is used to determine the effective rank of A.
+  #   Singular values `s[i] <= rcond * s.max` are treated as zero.
+  #   If rcond < 0, machine precision is used instead.
+  # @return [Numo::NArray] The orthonormal basis for the null space of matrix A.
+
+  def null_space(a, rcond: -1)
+    raise NArray::ShapeError, '2-d array is required' if a.ndim < 2
+    s, _u, vh = svd(a)
+    tol = s.max * (rcond.nil? || rcond < 0 ? a.class::EPSILON * a.shape.max : rcond)
+    k = (s > tol).count
+    return a.class.new if k == vh.shape[0]
+    r = vh[k..-1, true].transpose.dup
+    blas_char(vh) =~ /c|z/ ? r.conj : r
+  end
+
   # Computes an LU factorization of a M-by-N matrix A
   # using partial pivoting with row interchanges.
   #
@@ -1004,14 +1098,11 @@ module Numo; module Linalg
         when n
           resids = (x[n..-1,true].abs**2).sum(axis:0)
         when NArray
-          if true
-            resids = (x[false,n..-1,true].abs**2).sum(axis:-2)
-          else
-            resids = x[false,0,true].new_zeros
-            mask = rank.eq(n)
-            # NArray does not suppurt this yet.
-            resids[mask,true] = (x[mask,n..-1,true].abs**2).sum(axis:-2)
-          end
+          resids = (x[false,n..-1,true].abs**2).sum(axis:-2)
+          ## NArray does not suppurt this yet.
+          # resids = x[false,0,true].new_zeros
+          # mask = rank.eq(n)
+          # resids[mask,true] = (x[mask,n..-1,true].abs**2).sum(axis:-2)
         end
       end
       x = x[false,0...n,true]
@@ -1083,6 +1174,49 @@ module Numo; module Linalg
     end
   end
 
+  # Compute the matrix exponential using Pade approximation method.
+  #
+  # @param a [Numo::NArray] square matrix (>= 2-dimensinal NArray)
+  # @param ord [Integer] order of approximation
+  # @return [Numo::NArray]
+  # @example
+  #   a = Numo::Linalg.expm(Numo::DFloat.zeros([2,2]))
+  #   => Numo::DFloat#shape=[2,2]
+  #   [[1, 0],
+  #    [0, 1]]
+  #   b = Numo::Linalg.expm(Numo::DFloat[[1, 2], [-1, 3]] * Complex::I)
+  #   => Numo::DComplex#shape=[2,2]
+  #   [[0.426459+1.89218i, -2.13721-0.978113i],
+  #    [1.06861+0.489056i, -1.71076+0.914063i]]
+
+  def expm(a, ord=8)
+    raise NArray::ShapeError, 'matrix a is not square matrix' if a.shape[0] != a.shape[1]
+
+    inf_norm = norm(a, 'inf')
+    n_squarings = inf_norm.zero? ? 0 : [0, Math.log2(inf_norm).ceil.to_i].max
+    a = a / (2**n_squarings)
+
+    sz_mat = a.shape[0]
+    c = 1
+    s = -1
+    x = Numo::DFloat.eye(sz_mat)
+    n = Numo::DFloat.eye(sz_mat)
+    d = Numo::DFloat.eye(sz_mat)
+
+    (1..ord).each do |k|
+      c *= (ord - k + 1).fdiv((2 * ord - k + 1) * k)
+      x = a.dot(x)
+      cx = c * x
+      n += cx
+      d += s * cx
+      s *= -1
+    end
+
+    res = solve(d, n)
+    n_squarings.times { res = res.dot(res) }
+    res
+  end
+
   # @!visibility private
   def _make_complex_eigvecs(w, vin) # :nodoc:
     v = w.class.cast(vin)

data/lib/numo/linalg/version.rb

@@ -1,5 +1,5 @@
 module Numo
   module Linalg
-    VERSION = "0.1.3"
+    VERSION = "0.1.7"
   end
 end

data/numo-linalg.gemspec

@@ -20,8 +20,9 @@ Gem::Specification.new do |spec|
   spec.extensions    = ["ext/numo/linalg/blas/extconf.rb",
                         "ext/numo/linalg/lapack/extconf.rb"]
 
-  spec.add_development_dependency "bundler", "~> 1.3"
-  spec.add_development_dependency "rake", "~> 12.0"
-  spec.add_development_dependency "rspec", "~> 3.0"
-  spec.add_runtime_dependency "numo-narray", ">= 0.9.0.7"
+  spec.add_development_dependency "bundler"
+  spec.add_development_dependency "rake"
+  spec.add_development_dependency "rake-compiler"
+  spec.add_development_dependency "rspec"
+  spec.add_runtime_dependency "numo-narray", ">= 0.9.1.4"
 end

data/spec/linalg/autoloader_spec.rb

@@ -7,21 +7,4 @@ RSpec.describe Numo::Linalg::Autoloader do
     expect { described_class.load_library }.to_not raise_error
     expect(described_class.libs).to_not be_nil
   end
-
-  describe 'private method' do
-    let(:autoloader) do
-      class DummyLoader
-        include Numo::Linalg::Autoloader
-      end
-      DummyLoader.new
-    end
-
-    it 'finds BLAS/LAPACK libraries' do
-      lapack_libs = autoloader.send(:find_lapack_libs, ['/usr/lib', '/usr/local/lib', '/usr/local/opt/lapack/lib'])
-      expect(lapack_libs[:blas]).to_not be_nil
-      expect(lapack_libs[:cblas]).to_not be_nil
-      expect(lapack_libs[:lapack]).to_not be_nil
-      expect(lapack_libs[:lapacke]).to_not be_nil
-    end
-  end
 end

data/spec/linalg/function/expm_spec.rb

@@ -0,0 +1,36 @@
+# frozen_string_literal: true
+
+require 'spec_helper'
+
+RSpec.describe Numo::Linalg do
+  describe 'det' do
+    it 'raises ShapeError given a rectangular matrix as matrix A' do
+      expect { described_class.expm(Numo::DFloat.new(2, 3).rand) }.to raise_error(Numo::NArray::ShapeError)
+    end
+
+    it 'calculates matrix exponential of matrix without full eigenvectors' do
+      e = Math.exp(1)
+      err = (described_class.expm(Numo::DFloat[[1, 2], [0, 1]]) - Numo::DFloat[[e, 2 * e], [0, e]]).abs.sum(1).max
+      expect(err).to be < 1e-6
+    end
+
+    it 'calculates matrix exponential for matrix with large norm' do
+      tmp = Numo::DFloat[[-0.0995741, 0.0746806], [-0.199148, 0.149361]]
+      err = (described_class.expm(Numo::DFloat[[-147, 72], [-192, 93]]) - tmp).abs.sum(1).max
+      expect(err).to be < 1e-6
+    end
+
+    it 'calculates matrix exponential for diagonal matrix' do
+      err = (described_class.expm(Numo::DFloat[2, 3].diag) - Numo::NMath.exp(Numo::DFloat[2, 3]).diag).abs.sum(1).max
+      expect(err).to be < 1e-6
+    end
+
+    it 'returns identity matrix when given zero matrix' do
+      expect(described_class.expm(Numo::DFloat.zeros([2, 2]))).to eq(Numo::DFloat.eye(2))
+    end
+
+    it 'returns complex matrix when given complex matrix' do
+      expect(described_class.expm(rand_rect_complex_mat(2, 2))).to be_a(Numo::DComplex)
+    end
+  end
+end

data/spec/linalg/function/null_space_spec.rb

@@ -0,0 +1,41 @@
+# frozen_string_literal: true
+
+require 'spec_helper'
+
+RSpec.describe Numo::Linalg do
+  describe 'null_space' do
+    let(:r) { 2 }
+    let(:m) { 6 }
+    let(:n) { 4 }
+    let(:mat_a) { rand_rect_real_mat(m, r).dot(rand_rect_real_mat(r, n)) }
+    let(:mat_b) { rand_rect_complex_mat(m, r).dot(rand_rect_complex_mat(r, n)) }
+    let(:mat_c) { mat_a + 1.0e-6 * Numo::DFloat.new(m, n).rand }
+
+    it 'raises ShapeError given a vector' do
+      expect { described_class.lu(Numo::DFloat.new(3).rand) }.to raise_error(Numo::NArray::ShapeError)
+    end
+
+    it 'calculates an orthonormal basis for the null space of a real matrix' do
+      basis = described_class.null_space(mat_a)
+      expect(basis.shape[0]).to eq(n)
+      expect(basis.shape[1]).to eq(r)
+      expect((basis.transpose.dot(basis) - Numo::DFloat.eye(r)).abs.max).to be < ERR_TOL
+    end
+
+    it 'calculates an orthonormal basis for the null space of a complex matrix' do
+      basis = described_class.null_space(mat_b)
+      expect(basis.shape[0]).to eq(n)
+      expect(basis.shape[1]).to eq(r)
+      expect((basis.transpose.conj.dot(basis) - Numo::DFloat.eye(r)).abs.max).to be < ERR_TOL
+    end
+
+    it 'calculates an orthonormal basis according to the given rcond value' do
+      basis = described_class.null_space(mat_c, rcond: 1.0e-4)
+      expect(basis.shape[0]).to eq(n)
+      expect(basis.shape[1]).to eq(r)
+      expect((basis.transpose.dot(basis) - Numo::DFloat.eye(r)).abs.max).to be < ERR_TOL
+      basis = described_class.null_space(mat_c, rcond: 1.0e-8)
+      expect(basis.shape).to be_empty
+    end
+  end
+end

data/spec/linalg/function/orth_spec.rb

@@ -0,0 +1,43 @@
+# frozen_string_literal: true
+
+require 'spec_helper'
+
+RSpec.describe Numo::Linalg do
+  describe 'orth' do
+    let(:r) { 2 }
+    let(:m) { 6 }
+    let(:n) { 3 }
+    let(:mat_a) { rand_rect_real_mat(m, r).dot(rand_rect_real_mat(r, n)) }
+    let(:mat_b) { rand_rect_complex_mat(m, r).dot(rand_rect_complex_mat(r, n)) }
+    let(:mat_c) { mat_a + 1.0e-6 * Numo::DFloat.new(m, n).rand }
+
+    it 'raises ShapeError given a vector' do
+      expect { described_class.lu(Numo::DFloat.new(3).rand) }.to raise_error(Numo::NArray::ShapeError)
+    end
+
+    it 'calculates an orthonormal basis for the range of a real matrix' do
+      basis = described_class.orth(mat_a)
+      expect(basis.shape[0]).to eq(m)
+      expect(basis.shape[1]).to eq(r)
+      expect((basis.transpose.dot(basis) - Numo::DFloat.eye(r)).abs.max).to be < ERR_TOL
+    end
+
+    it 'calculates an orthonormal basis for the range of a complex matrix' do
+      basis = described_class.orth(mat_b)
+      expect(basis.shape[0]).to eq(m)
+      expect(basis.shape[1]).to eq(r)
+      expect((basis.transpose.conj.dot(basis) - Numo::DFloat.eye(r)).abs.max).to be < ERR_TOL
+    end
+
+    it 'calculates an orthonormal basis according to the given rcond value' do
+      basis = described_class.orth(mat_c, rcond: 1.0e-4)
+      expect(basis.shape[0]).to eq(m)
+      expect(basis.shape[1]).to eq(r)
+      expect((basis.transpose.dot(basis) - Numo::DFloat.eye(r)).abs.max).to be < ERR_TOL
+      basis = described_class.orth(mat_c, rcond: 1.0e-8)
+      expect(basis.shape[0]).to eq(m)
+      expect(basis.shape[1]).to eq(n)
+      expect((basis.transpose.dot(basis) - Numo::DFloat.eye(n)).abs.max).to be < ERR_TOL
+    end
+  end
+end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: numo-linalg
 version: !ruby/object:Gem::Version
-  version: 0.1.3
+  version: 0.1.7
 platform: ruby
 authors:
 - Masahiro TANAKA
@@ -9,64 +9,78 @@ authors:
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2018-08-23 00:00:00.000000000 Z
+date: 2021-07-20 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
-        version: '1.3'
+        version: '0'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
-        version: '1.3'
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: rake
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
-        version: '12.0'
+        version: '0'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
-        version: '12.0'
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: rake-compiler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: rspec
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
-        version: '3.0'
+        version: '0'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
-        version: '3.0'
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: numo-narray
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
-        version: 0.9.0.7
+        version: 0.9.1.4
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
-        version: 0.9.0.7
+        version: 0.9.1.4
 description: Ruby/Numo Linear Algebra library with interface to BLAS/LAPACK.
 email:
 - masa16.tanaka@gmail.com
@@ -174,6 +188,7 @@ files:
 - spec/linalg/function/eigh_spec.rb
 - spec/linalg/function/eigvals_spec.rb
 - spec/linalg/function/eigvalsh_spec.rb
+- spec/linalg/function/expm_spec.rb
 - spec/linalg/function/inv_spec.rb
 - spec/linalg/function/ldl_spec.rb
 - spec/linalg/function/lstsq_spec.rb
@@ -185,6 +200,8 @@ files:
 - spec/linalg/function/matrix_power_spec.rb
 - spec/linalg/function/matrix_rank_spec.rb
 - spec/linalg/function/norm_spec.rb
+- spec/linalg/function/null_space_spec.rb
+- spec/linalg/function/orth_spec.rb
 - spec/linalg/function/pinv_spec.rb
 - spec/linalg/function/qr_spec.rb
 - spec/linalg/function/slogdet_spec.rb
@@ -211,8 +228,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubyforge_project: 
-rubygems_version: 2.7.3
+rubygems_version: 3.1.2
 signing_key: 
 specification_version: 4
 summary: Ruby/Numo Linear Algebra library with BLAS/LAPACK
@@ -229,6 +245,7 @@ test_files:
 - spec/linalg/function/eigh_spec.rb
 - spec/linalg/function/eigvals_spec.rb
 - spec/linalg/function/eigvalsh_spec.rb
+- spec/linalg/function/expm_spec.rb
 - spec/linalg/function/inv_spec.rb
 - spec/linalg/function/ldl_spec.rb
 - spec/linalg/function/lstsq_spec.rb
@@ -240,6 +257,8 @@ test_files:
 - spec/linalg/function/matrix_power_spec.rb
 - spec/linalg/function/matrix_rank_spec.rb
 - spec/linalg/function/norm_spec.rb
+- spec/linalg/function/null_space_spec.rb
+- spec/linalg/function/orth_spec.rb
 - spec/linalg/function/pinv_spec.rb
 - spec/linalg/function/qr_spec.rb
 - spec/linalg/function/slogdet_spec.rb