numo-linalg 0.1.4 → 0.1.5

checksums.yaml

@@ -1,7 +1,7 @@
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data/lib/numo/linalg/autoloader.rb

@@ -19,13 +19,15 @@ 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 = ['/usr/local/lib', '/usr/local/lib64', '/usr/lib', '/usr/lib64',
+                     "/usr/lib/#{RbConfig::CONFIG['host_cpu']}-#{RbConfig::CONFIG['host_os']}"]
         base_dirs.unshift(*ENV['LD_LIBRARY_PATH'].split(':')) unless ENV['LD_LIBRARY_PATH'].nil?
 
         mkl_libs = find_mkl_libs([*base_dirs, *opt_dirs, *mkl_dirs])

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
@@ -1084,14 +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]
@@ -1163,6 +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 = "0.1.4"
+    VERSION = "0.1.5"
   end
 end

data/numo-linalg.gemspec

@@ -23,5 +23,5 @@ Gem::Specification.new do |spec|
   spec.add_development_dependency "bundler"
   spec.add_development_dependency "rake"
   spec.add_development_dependency "rspec"
-  spec.add_runtime_dependency "numo-narray", ">= 0.9.0.7"
+  spec.add_runtime_dependency "numo-narray", ">= 0.9.1.4"
 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

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: numo-linalg
 version: !ruby/object:Gem::Version
-  version: 0.1.4
+  version: 0.1.5
 platform: ruby
 authors:
 - Masahiro TANAKA
@@ -9,7 +9,7 @@ authors:
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2019-01-10 00:00:00.000000000 Z
+date: 2019-12-30 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -59,14 +59,14 @@ dependencies:
     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 +174,7 @@ 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
@@ -213,7 +214,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.0.1
+rubygems_version: 3.1.2
 signing_key: 
 specification_version: 4
 summary: Ruby/Numo Linear Algebra library with BLAS/LAPACK
@@ -230,6 +231,7 @@ 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