numo-tiny_linalg 0.0.1 → 0.0.2

checksums.yaml

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data/CHANGELOG.md

@@ -1,5 +1,13 @@
 ## [Unreleased]
 
+## [[0.0.2](https://github.com/yoshoku/numo-tiny_linalg/compare/v0.0.1...v0.0.2)] - 2023-07-26
+- Add automatic build of OpenBLAS if it is not found.
+- Add dgesv, sgesv, zgesv, and cgesv module functions to TinyLinalg::Lapack.
+- Add dgetrf, sgetrf, zgetrf, and cgetrf module functions to TinyLinalg::Lapack.
+- Add dgetri, sgetri, zgetri, and cgetri module functions to TinyLinalg::Lapack.
+- Add solve module function to TinyLinalg.
+- Add inv module function to TinyLinalg.
+
 ## [0.0.1] - 2023-07-14
 
 - Initial release

data/README.md

@@ -1,7 +1,9 @@
 # Numo::TinyLinalg
 
+[![Gem Version](https://badge.fury.io/rb/numo-tiny_linalg.svg)](https://badge.fury.io/rb/numo-tiny_linalg)
 [![Build Status](https://github.com/yoshoku/numo-tiny_linalg/actions/workflows/main.yml/badge.svg)](https://github.com/yoshoku/numo-tiny_linalg/actions/workflows/main.yml)
 [![BSD 3-Clause License](https://img.shields.io/badge/License-BSD%203--Clause-orange.svg)](https://github.com/yoshoku/numo-tiny_linalg/blob/main/LICENSE.txt)
+[![Documentation](https://img.shields.io/badge/api-reference-blue.svg)](https://yoshoku.github.io/numo-tiny_linalg/doc/)
 
 Numo::TinyLinalg is a subset library from Numo::Linalg consisting only of methods used in Machine Learning algorithms.
 

data/ext/numo/tiny_linalg/extconf.rb

@@ -2,6 +2,12 @@
 
 require 'mkmf'
 require 'numo/narray'
+require 'open-uri'
+require 'etc'
+require 'fileutils'
+require 'open3'
+require 'digest/md5'
+require 'rubygems/package'
 
 $LOAD_PATH.each do |lp|
   if File.exist?(File.join(lp, 'numo/numo/narray.h'))
@@ -22,33 +28,75 @@ if RUBY_PLATFORM.match?(/mswin|cygwin|mingw/)
   abort 'libnarray.a is not found' unless have_library('narray', 'nary_new')
 end
 
-if RUBY_PLATFORM.include?('darwin') && Gem::Version.new('3.1.0') <= Gem::Version.new(RUBY_VERSION) &&
-   try_link('int main(void){return 0;}', '-Wl,-undefined,dynamic_lookup')
-  $LDFLAGS << ' -Wl,-undefined,dynamic_lookup'
-end
+abort 'libstdc++ is not found.' unless have_library('stdc++')
+$CXXFLAGS << ' -std=c++11'
 
-use_accelerate = false
 # NOTE: Accelerate framework does not support LAPACKE.
+# use_accelerate = false
 # if RUBY_PLATFORM.include?('darwin') && have_framework('Accelerate')
 #   $CFLAGS << ' -DTINYLINALG_USE_ACCELERATE'
 #   use_accelerate = true
 # end
 
-unless use_accelerate
-  if have_library('openblas')
-    $CFLAGS << ' -DTINYLINALG_USE_OPENBLAS'
-  else
-    abort 'libblas is not found' unless have_library('blas')
-    $CFLAGS << ' -DTINYLINALG_USE_BLAS'
+build_openblas = false
+unless find_library('openblas', 'LAPACKE_dsyevr')
+  build_openblas = true unless have_library('openblas')
+  build_openblas = true unless have_library('lapacke')
+end
+build_openblas = true unless have_header('cblas.h')
+build_openblas = true unless have_header('lapacke.h')
+build_openblas = true unless have_header('openblas_config.h')
+
+if build_openblas
+  warn 'BLAS and LAPACKE APIs are not found. Downloading and Building OpenBLAS...'
+
+  VENDOR_DIR = File.expand_path("#{__dir__}/../../../vendor")
+  OPENBLAS_VER = '0.3.23'
+  OPENBLAS_KEY = '115634b39007de71eb7e75cf7591dfb2'
+  OPENBLAS_URI = "https://github.com/xianyi/OpenBLAS/archive/v#{OPENBLAS_VER}.tar.gz"
+  OPENBLAS_TGZ = "#{VENDOR_DIR}/tmp/openblas.tgz"
+
+  unless File.exist?("#{VENDOR_DIR}/installed_#{OPENBLAS_VER}")
+    URI.parse(OPENBLAS_URI).open { |f| File.binwrite(OPENBLAS_TGZ, f.read) }
+    abort('MD5 digest of downloaded OpenBLAS does not match.') if Digest::MD5.file(OPENBLAS_TGZ).to_s != OPENBLAS_KEY
+
+    Gem::Package::TarReader.new(Zlib::GzipReader.open(OPENBLAS_TGZ)) do |tar|
+      tar.each do |entry|
+        next unless entry.file?
+
+        filename = "#{VENDOR_DIR}/tmp/#{entry.full_name}"
+        next if filename == File.dirname(filename)
+
+        FileUtils.mkdir_p("#{VENDOR_DIR}/tmp/#{File.dirname(entry.full_name)}")
+        File.binwrite(filename, entry.read)
+        File.chmod(entry.header.mode, filename)
+      end
+    end
+
+    Dir.chdir("#{VENDOR_DIR}/tmp/OpenBLAS-#{OPENBLAS_VER}") do
+      mkstdout, _mkstderr, mkstatus = Open3.capture3("make -j#{Etc.nprocessors}")
+      File.open("#{VENDOR_DIR}/tmp/openblas.log", 'w') { |f| f.puts(mkstdout) }
+      abort("Failed to build OpenBLAS. Check the openblas.log file for more details: #{VENDOR_DIR}/tmp/openblas.log") unless mkstatus.success?
+
+      insstdout, _insstderr, insstatus = Open3.capture3("make install PREFIX=#{VENDOR_DIR}")
+      File.open("#{VENDOR_DIR}/tmp/openblas.log", 'a') { |f| f.puts(insstdout) }
+      abort("Failed to install OpenBLAS. Check the openblas.log file for more details: #{VENDOR_DIR}/tmp/openblas.log") unless insstatus.success?
+
+      FileUtils.touch("#{VENDOR_DIR}/installed_#{OPENBLAS_VER}")
+    end
   end
 
-  abort 'liblapacke is not found' if !have_func('LAPACKE_dsyevr') && !have_library('lapacke')
-  abort 'cblas.h is not found' unless have_header('cblas.h')
-  abort 'lapacke.h is not found' unless have_header('lapacke.h')
+  abort('libopenblas is not found.') unless find_library('openblas', nil, "#{VENDOR_DIR}/lib")
+  abort('openblas_config.h is not found.') unless find_header('openblas_config.h', nil, "#{VENDOR_DIR}/include")
+  abort('cblas.h is not found.') unless find_header('cblas.h', nil, "#{VENDOR_DIR}/include")
+  abort('lapacke.h is not found.') unless find_header('lapacke.h', nil, "#{VENDOR_DIR}/include")
 end
 
-abort 'libstdc++ is not found.' unless have_library('stdc++')
+$CFLAGS << ' -DNUMO_TINY_LINALG_USE_OPENBLAS'
 
-$CXXFLAGS << ' -std=c++11'
+if RUBY_PLATFORM.include?('darwin') && Gem::Version.new('3.1.0') <= Gem::Version.new(RUBY_VERSION) &&
+   try_link('int main(void){return 0;}', '-Wl,-undefined,dynamic_lookup')
+  $LDFLAGS << ' -Wl,-undefined,dynamic_lookup'
+end
 
 create_makefile('numo/tiny_linalg/tiny_linalg')

data/ext/numo/tiny_linalg/lapack/gesv.hpp

@@ -0,0 +1,148 @@
+namespace TinyLinalg {
+
+struct DGESV {
+  lapack_int call(int matrix_layout, lapack_int n, lapack_int nrhs,
+                  double* a, lapack_int lda, lapack_int* ipiv,
+                  double* b, lapack_int ldb) {
+    return LAPACKE_dgesv(matrix_layout, n, nrhs, a, lda, ipiv, b, ldb);
+  }
+};
+
+struct SGESV {
+  lapack_int call(int matrix_layout, lapack_int n, lapack_int nrhs,
+                  float* a, lapack_int lda, lapack_int* ipiv,
+                  float* b, lapack_int ldb) {
+    return LAPACKE_sgesv(matrix_layout, n, nrhs, a, lda, ipiv, b, ldb);
+  }
+};
+
+struct ZGESV {
+  lapack_int call(int matrix_layout, lapack_int n, lapack_int nrhs,
+                  lapack_complex_double* a, lapack_int lda, lapack_int* ipiv,
+                  lapack_complex_double* b, lapack_int ldb) {
+    return LAPACKE_zgesv(matrix_layout, n, nrhs, a, lda, ipiv, b, ldb);
+  }
+};
+
+struct CGESV {
+  lapack_int call(int matrix_layout, lapack_int n, lapack_int nrhs,
+                  lapack_complex_float* a, lapack_int lda, lapack_int* ipiv,
+                  lapack_complex_float* b, lapack_int ldb) {
+    return LAPACKE_cgesv(matrix_layout, n, nrhs, a, lda, ipiv, b, ldb);
+  }
+};
+
+template <int nary_dtype_id, typename DType, typename FncType>
+class GESV {
+public:
+  static void define_module_function(VALUE mLapack, const char* fnc_name) {
+    rb_define_module_function(mLapack, fnc_name, RUBY_METHOD_FUNC(tiny_linalg_gesv), -1);
+  }
+
+private:
+  struct gesv_opt {
+    int matrix_layout;
+  };
+
+  static void iter_gesv(na_loop_t* const lp) {
+    DType* a = (DType*)NDL_PTR(lp, 0);
+    DType* b = (DType*)NDL_PTR(lp, 1);
+    int* ipiv = (int*)NDL_PTR(lp, 2);
+    int* info = (int*)NDL_PTR(lp, 3);
+    gesv_opt* opt = (gesv_opt*)(lp->opt_ptr);
+    const lapack_int n = NDL_SHAPE(lp, 0)[0];
+    const lapack_int nhrs = lp->args[1].ndim == 1 ? 1 : NDL_SHAPE(lp, 1)[1];
+    const lapack_int lda = n;
+    const lapack_int ldb = nhrs;
+    const lapack_int i = FncType().call(opt->matrix_layout, n, nhrs, a, lda, ipiv, b, ldb);
+    *info = static_cast<int>(i);
+  }
+
+  static VALUE tiny_linalg_gesv(int argc, VALUE* argv, VALUE self) {
+    VALUE nary_dtype = NaryTypes[nary_dtype_id];
+    VALUE a_vnary = Qnil;
+    VALUE b_vnary = Qnil;
+    VALUE kw_args = Qnil;
+
+    rb_scan_args(argc, argv, "2:", &a_vnary, &b_vnary, &kw_args);
+
+    ID kw_table[1] = { rb_intern("order") };
+    VALUE kw_values[1] = { Qundef };
+
+    rb_get_kwargs(kw_args, kw_table, 0, 1, kw_values);
+
+    const int matrix_layout = kw_values[0] != Qundef ? get_matrix_layout(kw_values[0]) : LAPACK_ROW_MAJOR;
+
+    if (CLASS_OF(a_vnary) != nary_dtype) {
+      a_vnary = rb_funcall(nary_dtype, rb_intern("cast"), 1, a_vnary);
+    }
+    if (!RTEST(nary_check_contiguous(a_vnary))) {
+      a_vnary = nary_dup(a_vnary);
+    }
+    if (CLASS_OF(b_vnary) != nary_dtype) {
+      b_vnary = rb_funcall(nary_dtype, rb_intern("cast"), 1, b_vnary);
+    }
+    if (!RTEST(nary_check_contiguous(b_vnary))) {
+      b_vnary = nary_dup(b_vnary);
+    }
+
+    narray_t* a_nary = NULL;
+    narray_t* b_nary = NULL;
+    GetNArray(a_vnary, a_nary);
+    GetNArray(b_vnary, b_nary);
+    const int a_n_dims = NA_NDIM(a_nary);
+    const int b_n_dims = NA_NDIM(b_nary);
+    if (a_n_dims != 2) {
+      rb_raise(rb_eArgError, "input array a must be 2-dimensional");
+      return Qnil;
+    }
+    if (b_n_dims != 1 && b_n_dims != 2) {
+      rb_raise(rb_eArgError, "input array b must be 1- or 2-dimensional");
+      return Qnil;
+    }
+
+    lapack_int n = NA_SHAPE(a_nary)[0];
+    lapack_int nb = b_n_dims == 1 ? NA_SHAPE(b_nary)[0] : NA_SHAPE(b_nary)[0];
+    if (n != nb) {
+      rb_raise(nary_eShapeError, "shape1[1](=%d) != shape2[0](=%d)", n, nb);
+    }
+
+    lapack_int nhrs = b_n_dims == 1 ? 1 : NA_SHAPE(b_nary)[1];
+    size_t shape[2] = { static_cast<size_t>(n), static_cast<size_t>(nhrs) };
+    ndfunc_arg_in_t ain[2] = { { OVERWRITE, 2 }, { OVERWRITE, b_n_dims } };
+    ndfunc_arg_out_t aout[2] = { { numo_cInt32, 1, shape }, { numo_cInt32, 0 } };
+
+    ndfunc_t ndf = { iter_gesv, NO_LOOP | NDF_EXTRACT, 2, 2, ain, aout };
+    gesv_opt opt = { matrix_layout };
+    VALUE res = na_ndloop3(&ndf, &opt, 2, a_vnary, b_vnary);
+
+    VALUE ret = rb_ary_concat(rb_assoc_new(a_vnary, b_vnary), res);
+
+    RB_GC_GUARD(a_vnary);
+    RB_GC_GUARD(b_vnary);
+
+    return ret;
+  }
+
+  static int get_matrix_layout(VALUE val) {
+    const char* option_str = StringValueCStr(val);
+
+    if (std::strlen(option_str) > 0) {
+      switch (option_str[0]) {
+      case 'r':
+      case 'R':
+        break;
+      case 'c':
+      case 'C':
+        rb_warn("Numo::TinyLinalg::Lapack.gesv does not support column major.");
+        break;
+      }
+    }
+
+    RB_GC_GUARD(val);
+
+    return LAPACK_ROW_MAJOR;
+  }
+};
+
+} // namespace TinyLinalg

data/ext/numo/tiny_linalg/lapack/getrf.hpp

@@ -0,0 +1,118 @@
+namespace TinyLinalg {
+
+struct DGETRF {
+  lapack_int call(int matrix_layout, lapack_int m, lapack_int n,
+                  double* a, lapack_int lda, lapack_int* ipiv) {
+    return LAPACKE_dgetrf(matrix_layout, m, n, a, lda, ipiv);
+  }
+};
+
+struct SGETRF {
+  lapack_int call(int matrix_layout, lapack_int m, lapack_int n,
+                  float* a, lapack_int lda, lapack_int* ipiv) {
+    return LAPACKE_sgetrf(matrix_layout, m, n, a, lda, ipiv);
+  }
+};
+
+struct ZGETRF {
+  lapack_int call(int matrix_layout, lapack_int m, lapack_int n,
+                  lapack_complex_double* a, lapack_int lda, lapack_int* ipiv) {
+    return LAPACKE_zgetrf(matrix_layout, m, n, a, lda, ipiv);
+  }
+};
+
+struct CGETRF {
+  lapack_int call(int matrix_layout, lapack_int m, lapack_int n,
+                  lapack_complex_float* a, lapack_int lda, lapack_int* ipiv) {
+    return LAPACKE_cgetrf(matrix_layout, m, n, a, lda, ipiv);
+  }
+};
+
+template <int nary_dtype_id, typename DType, typename FncType>
+class GETRF {
+public:
+  static void define_module_function(VALUE mLapack, const char* fnc_name) {
+    rb_define_module_function(mLapack, fnc_name, RUBY_METHOD_FUNC(tiny_linalg_getrf), -1);
+  }
+
+private:
+  struct getrf_opt {
+    int matrix_layout;
+  };
+
+  static void iter_getrf(na_loop_t* const lp) {
+    DType* a = (DType*)NDL_PTR(lp, 0);
+    int* ipiv = (int*)NDL_PTR(lp, 1);
+    int* info = (int*)NDL_PTR(lp, 2);
+    getrf_opt* opt = (getrf_opt*)(lp->opt_ptr);
+    const lapack_int m = NDL_SHAPE(lp, 0)[0];
+    const lapack_int n = NDL_SHAPE(lp, 0)[1];
+    const lapack_int lda = n;
+    const lapack_int i = FncType().call(opt->matrix_layout, m, n, a, lda, ipiv);
+    *info = static_cast<int>(i);
+  }
+
+  static VALUE tiny_linalg_getrf(int argc, VALUE* argv, VALUE self) {
+    VALUE nary_dtype = NaryTypes[nary_dtype_id];
+
+    VALUE a_vnary = Qnil;
+    VALUE kw_args = Qnil;
+    rb_scan_args(argc, argv, "1:", &a_vnary, &kw_args);
+    ID kw_table[1] = { rb_intern("order") };
+    VALUE kw_values[1] = { Qundef };
+    rb_get_kwargs(kw_args, kw_table, 0, 1, kw_values);
+    const int matrix_layout = kw_values[0] != Qundef ? get_matrix_layout(kw_values[0]) : LAPACK_ROW_MAJOR;
+
+    if (CLASS_OF(a_vnary) != nary_dtype) {
+      a_vnary = rb_funcall(nary_dtype, rb_intern("cast"), 1, a_vnary);
+    }
+    if (!RTEST(nary_check_contiguous(a_vnary))) {
+      a_vnary = nary_dup(a_vnary);
+    }
+
+    narray_t* a_nary = NULL;
+    GetNArray(a_vnary, a_nary);
+    const int n_dims = NA_NDIM(a_nary);
+    if (n_dims != 2) {
+      rb_raise(rb_eArgError, "input array a must be 2-dimensional");
+      return Qnil;
+    }
+
+    size_t m = NA_SHAPE(a_nary)[0];
+    size_t n = NA_SHAPE(a_nary)[1];
+    size_t shape[1] = { m < n ? m : n };
+    ndfunc_arg_in_t ain[1] = { { OVERWRITE, 2 } };
+    ndfunc_arg_out_t aout[2] = { { numo_cInt32, 1, shape }, { numo_cInt32, 0 } };
+    ndfunc_t ndf = { iter_getrf, NO_LOOP | NDF_EXTRACT, 1, 2, ain, aout };
+    getrf_opt opt = { matrix_layout };
+    VALUE res = na_ndloop3(&ndf, &opt, 1, a_vnary);
+
+    VALUE ret = rb_ary_concat(rb_ary_new3(1, a_vnary), res);
+
+    RB_GC_GUARD(a_vnary);
+
+    return ret;
+  }
+
+  static int get_matrix_layout(VALUE val) {
+    const char* option_str = StringValueCStr(val);
+
+    if (std::strlen(option_str) > 0) {
+      switch (option_str[0]) {
+      case 'r':
+      case 'R':
+        break;
+      case 'c':
+      case 'C':
+        rb_warn("Numo::TinyLinalg::Lapack.getrf does not support column major.");
+        break;
+      }
+    }
+
+    RB_GC_GUARD(val);
+
+    return LAPACK_ROW_MAJOR;
+  }
+};
+
+} // namespace TinyLinalg

data/ext/numo/tiny_linalg/lapack/getri.hpp

@@ -0,0 +1,127 @@
+namespace TinyLinalg {
+
+struct DGETRI {
+  lapack_int call(int matrix_layout, lapack_int n, double* a, lapack_int lda, const lapack_int* ipiv) {
+    return LAPACKE_dgetri(matrix_layout, n, a, lda, ipiv);
+  }
+};
+
+struct SGETRI {
+  lapack_int call(int matrix_layout, lapack_int n, float* a, lapack_int lda, const lapack_int* ipiv) {
+    return LAPACKE_sgetri(matrix_layout, n, a, lda, ipiv);
+  }
+};
+
+struct ZGETRI {
+  lapack_int call(int matrix_layout, lapack_int n, lapack_complex_double* a, lapack_int lda, const lapack_int* ipiv) {
+    return LAPACKE_zgetri(matrix_layout, n, a, lda, ipiv);
+  }
+};
+
+struct CGETRI {
+  lapack_int call(int matrix_layout, lapack_int n, lapack_complex_float* a, lapack_int lda, const lapack_int* ipiv) {
+    return LAPACKE_cgetri(matrix_layout, n, a, lda, ipiv);
+  }
+};
+
+template <int nary_dtype_id, typename DType, typename FncType>
+class GETRI {
+public:
+  static void define_module_function(VALUE mLapack, const char* fnc_name) {
+    rb_define_module_function(mLapack, fnc_name, RUBY_METHOD_FUNC(tiny_linalg_getri), -1);
+  }
+
+private:
+  struct getri_opt {
+    int matrix_layout;
+  };
+
+  static void iter_getri(na_loop_t* const lp) {
+    DType* a = (DType*)NDL_PTR(lp, 0);
+    lapack_int* ipiv = (lapack_int*)NDL_PTR(lp, 1);
+    int* info = (int*)NDL_PTR(lp, 2);
+    getri_opt* opt = (getri_opt*)(lp->opt_ptr);
+    const lapack_int n = NDL_SHAPE(lp, 0)[0];
+    const lapack_int lda = n;
+    const lapack_int i = FncType().call(opt->matrix_layout, n, a, lda, ipiv);
+    *info = static_cast<int>(i);
+  }
+
+  static VALUE tiny_linalg_getri(int argc, VALUE* argv, VALUE self) {
+    VALUE nary_dtype = NaryTypes[nary_dtype_id];
+
+    VALUE a_vnary = Qnil;
+    VALUE ipiv_vnary = Qnil;
+    VALUE kw_args = Qnil;
+    rb_scan_args(argc, argv, "2:", &a_vnary, &ipiv_vnary, &kw_args);
+    ID kw_table[1] = { rb_intern("order") };
+    VALUE kw_values[1] = { Qundef };
+    rb_get_kwargs(kw_args, kw_table, 0, 1, kw_values);
+    const int matrix_layout = kw_values[0] != Qundef ? get_matrix_layout(kw_values[0]) : LAPACK_ROW_MAJOR;
+
+    if (CLASS_OF(a_vnary) != nary_dtype) {
+      a_vnary = rb_funcall(nary_dtype, rb_intern("cast"), 1, a_vnary);
+    }
+    if (!RTEST(nary_check_contiguous(a_vnary))) {
+      a_vnary = nary_dup(a_vnary);
+    }
+    if (CLASS_OF(ipiv_vnary) != numo_cInt32) {
+      ipiv_vnary = rb_funcall(numo_cInt32, rb_intern("cast"), 1, ipiv_vnary);
+    }
+    if (!RTEST(nary_check_contiguous(ipiv_vnary))) {
+      ipiv_vnary = nary_dup(ipiv_vnary);
+    }
+
+    narray_t* a_nary = NULL;
+    GetNArray(a_vnary, a_nary);
+    if (NA_NDIM(a_nary) != 2) {
+      rb_raise(rb_eArgError, "input array a must be 2-dimensional");
+      return Qnil;
+    }
+    if (NA_SHAPE(a_nary)[0] != NA_SHAPE(a_nary)[1]) {
+      rb_raise(rb_eArgError, "input array a must be square");
+      return Qnil;
+    }
+    narray_t* ipiv_nary = NULL;
+    GetNArray(ipiv_vnary, ipiv_nary);
+    if (NA_NDIM(ipiv_nary) != 1) {
+      rb_raise(rb_eArgError, "input array ipiv must be 1-dimensional");
+      return Qnil;
+    }
+
+    ndfunc_arg_in_t ain[2] = { { OVERWRITE, 2 }, { numo_cInt32, 1 } };
+    ndfunc_arg_out_t aout[1] = { { numo_cInt32, 0 } };
+    ndfunc_t ndf = { iter_getri, NO_LOOP | NDF_EXTRACT, 2, 1, ain, aout };
+    getri_opt opt = { matrix_layout };
+    VALUE res = na_ndloop3(&ndf, &opt, 2, a_vnary, ipiv_vnary);
+
+    VALUE ret = rb_ary_new3(2, a_vnary, res);
+
+    RB_GC_GUARD(a_vnary);
+    RB_GC_GUARD(ipiv_vnary);
+
+    return ret;
+  }
+
+  static int get_matrix_layout(VALUE val) {
+    const char* option_str = StringValueCStr(val);
+
+    if (std::strlen(option_str) > 0) {
+      switch (option_str[0]) {
+      case 'r':
+      case 'R':
+        break;
+      case 'c':
+      case 'C':
+        rb_warn("Numo::TinyLinalg::Lapack.getri does not support column major.");
+        break;
+      }
+    }
+
+    RB_GC_GUARD(val);
+
+    return LAPACK_ROW_MAJOR;
+  }
+};
+
+} // namespace TinyLinalg

data/ext/numo/tiny_linalg/tiny_linalg.cpp

@@ -1,12 +1,15 @@
 #include "tiny_linalg.hpp"
+#include "blas/dot.hpp"
+#include "blas/dot_sub.hpp"
+#include "blas/gemm.hpp"
+#include "blas/gemv.hpp"
+#include "blas/nrm2.hpp"
 #include "converter.hpp"
-#include "dot.hpp"
-#include "dot_sub.hpp"
-#include "gemm.hpp"
-#include "gemv.hpp"
-#include "gesdd.hpp"
-#include "gesvd.hpp"
-#include "nrm2.hpp"
+#include "lapack/gesdd.hpp"
+#include "lapack/gesv.hpp"
+#include "lapack/gesvd.hpp"
+#include "lapack/getrf.hpp"
+#include "lapack/getri.hpp"
 
 VALUE rb_mTinyLinalg;
 VALUE rb_mTinyLinalgBlas;
@@ -237,6 +240,10 @@ extern "C" void Init_tiny_linalg(void) {
   TinyLinalg::Nrm2<TinyLinalg::numo_cSFloatId, float, TinyLinalg::SNrm2>::define_module_function(rb_mTinyLinalgBlas, "snrm2");
   TinyLinalg::Nrm2<TinyLinalg::numo_cDComplexId, double, TinyLinalg::DZNrm2>::define_module_function(rb_mTinyLinalgBlas, "dznrm2");
   TinyLinalg::Nrm2<TinyLinalg::numo_cSComplexId, float, TinyLinalg::SCNrm2>::define_module_function(rb_mTinyLinalgBlas, "scnrm2");
+  TinyLinalg::GESV<TinyLinalg::numo_cDFloatId, double, TinyLinalg::DGESV>::define_module_function(rb_mTinyLinalgLapack, "dgesv");
+  TinyLinalg::GESV<TinyLinalg::numo_cSFloatId, float, TinyLinalg::SGESV>::define_module_function(rb_mTinyLinalgLapack, "sgesv");
+  TinyLinalg::GESV<TinyLinalg::numo_cDComplexId, lapack_complex_double, TinyLinalg::ZGESV>::define_module_function(rb_mTinyLinalgLapack, "zgesv");
+  TinyLinalg::GESV<TinyLinalg::numo_cSComplexId, lapack_complex_float, TinyLinalg::CGESV>::define_module_function(rb_mTinyLinalgLapack, "cgesv");
   TinyLinalg::GESVD<TinyLinalg::numo_cDFloatId, TinyLinalg::numo_cDFloatId, double, double, TinyLinalg::DGESVD>::define_module_function(rb_mTinyLinalgLapack, "dgesvd");
   TinyLinalg::GESVD<TinyLinalg::numo_cSFloatId, TinyLinalg::numo_cSFloatId, float, float, TinyLinalg::SGESVD>::define_module_function(rb_mTinyLinalgLapack, "sgesvd");
   TinyLinalg::GESVD<TinyLinalg::numo_cDComplexId, TinyLinalg::numo_cDFloatId, lapack_complex_double, double, TinyLinalg::ZGESVD>::define_module_function(rb_mTinyLinalgLapack, "zgesvd");
@@ -245,6 +252,14 @@ extern "C" void Init_tiny_linalg(void) {
   TinyLinalg::GESDD<TinyLinalg::numo_cSFloatId, TinyLinalg::numo_cSFloatId, float, float, TinyLinalg::SGESDD>::define_module_function(rb_mTinyLinalgLapack, "sgesdd");
   TinyLinalg::GESDD<TinyLinalg::numo_cDComplexId, TinyLinalg::numo_cDFloatId, lapack_complex_double, double, TinyLinalg::ZGESDD>::define_module_function(rb_mTinyLinalgLapack, "zgesdd");
   TinyLinalg::GESDD<TinyLinalg::numo_cSComplexId, TinyLinalg::numo_cSFloatId, lapack_complex_float, float, TinyLinalg::CGESDD>::define_module_function(rb_mTinyLinalgLapack, "cgesdd");
+  TinyLinalg::GETRF<TinyLinalg::numo_cDFloatId, double, TinyLinalg::DGETRF>::define_module_function(rb_mTinyLinalgLapack, "dgetrf");
+  TinyLinalg::GETRF<TinyLinalg::numo_cSFloatId, float, TinyLinalg::SGETRF>::define_module_function(rb_mTinyLinalgLapack, "sgetrf");
+  TinyLinalg::GETRF<TinyLinalg::numo_cDComplexId, lapack_complex_double, TinyLinalg::ZGETRF>::define_module_function(rb_mTinyLinalgLapack, "zgetrf");
+  TinyLinalg::GETRF<TinyLinalg::numo_cSComplexId, lapack_complex_float, TinyLinalg::CGETRF>::define_module_function(rb_mTinyLinalgLapack, "cgetrf");
+  TinyLinalg::GETRI<TinyLinalg::numo_cDFloatId, double, TinyLinalg::DGETRI>::define_module_function(rb_mTinyLinalgLapack, "dgetri");
+  TinyLinalg::GETRI<TinyLinalg::numo_cSFloatId, float, TinyLinalg::SGETRI>::define_module_function(rb_mTinyLinalgLapack, "sgetri");
+  TinyLinalg::GETRI<TinyLinalg::numo_cDComplexId, lapack_complex_double, TinyLinalg::ZGETRI>::define_module_function(rb_mTinyLinalgLapack, "zgetri");
+  TinyLinalg::GETRI<TinyLinalg::numo_cSComplexId, lapack_complex_float, TinyLinalg::CGETRI>::define_module_function(rb_mTinyLinalgLapack, "cgetri");
 
   rb_define_alias(rb_singleton_class(rb_mTinyLinalgBlas), "znrm2", "dznrm2");
   rb_define_alias(rb_singleton_class(rb_mTinyLinalgBlas), "cnrm2", "scnrm2");

data/lib/numo/tiny_linalg/version.rb

@@ -5,6 +5,6 @@ module Numo
   # Numo::TinyLinalg is a subset library from Numo::Linalg consisting only of methods used in Machine Learning algorithms.
   module TinyLinalg
     # The version of Numo::TinyLinalg you install.
-    VERSION = '0.0.1'
+    VERSION = '0.0.2'
   end
 end

data/lib/numo/tiny_linalg.rb

@@ -10,6 +10,52 @@ module Numo
   module TinyLinalg
     module_function
 
+    # Computes the inverse matrix of a square matrix.
+    #
+    # @param a [Numo::NArray] n-by-n square matrix.
+    # @param driver [String] This argument is for compatibility with Numo::Linalg.solver, and is not used.
+    # @param uplo [String] This argument is for compatibility with Numo::Linalg.solver, and is not used.
+    # @return [Numo::NArray] The inverse matrix of `a`.
+    def inv(a, driver: 'getrf', uplo: 'U') # rubocop:disable Lint/UnusedMethodArgument
+      raise ArgumentError, 'input array a must be 2-dimensional' if a.ndim != 2
+      raise ArgumentError, 'input array a must be square' if a.shape[0] != a.shape[1]
+
+      bchr = blas_char(a)
+      raise ArgumentError, "invalid array type: #{a.class}" if bchr == 'n'
+
+      getrf = "#{bchr}getrf".to_sym
+      getri = "#{bchr}getri".to_sym
+
+      lu, piv, info = Numo::TinyLinalg::Lapack.send(getrf, a.dup)
+      if info.zero?
+        Numo::TinyLinalg::Lapack.send(getri, lu, piv)[0]
+      elsif info.positive?
+        raise 'the factor U is singular, and the inverse matrix could not be computed.'
+      else
+        raise "the #{-info}-th argument of getrf had illegal value"
+      end
+    end
+
+    # Solves linear equation `A * x = b` or `A * X = B` for `x` from square matrix `a`.
+    #
+    # @param a [Numo::NArray] The n-by-n square matrix  (>= 2-dimensinal NArray).
+    # @param b [Numo::NArray] The n right-hand side vector, or n-by-nrhs right-hand side matrix (>= 1-dimensinal NArray).
+    # @param driver [String] This argument is for compatibility with Numo::Linalg.solver, and is not used.
+    # @param uplo [String] This argument is for compatibility with Numo::Linalg.solver, and is not used.
+    # @return [Numo::NArray] The solusion vector / matrix `x`.
+    def solve(a, b, driver: 'gen', uplo: 'U') # rubocop:disable Lint/UnusedMethodArgument
+      case blas_char(a, b)
+      when 'd'
+        Lapack.dgesv(a.dup, b.dup)[1]
+      when 's'
+        Lapack.sgesv(a.dup, b.dup)[1]
+      when 'z'
+        Lapack.zgesv(a.dup, b.dup)[1]
+      when 'c'
+        Lapack.cgesv(a.dup, b.dup)[1]
+      end
+    end
+
     # Calculates the Singular Value Decomposition (SVD) of a matrix: `A = U * S * V^T`
     #
     # @param a [Numo::NArray] Matrix to be decomposed.

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: numo-tiny_linalg
 version: !ruby/object:Gem::Version
-  version: 0.0.1
+  version: 0.0.2
 platform: ruby
 authors:
 - yoshoku
 autorequire:
 bindir: exe
 cert_chain: []
-date: 2023-07-14 00:00:00.000000000 Z
+date: 2023-07-26 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: numo-narray
@@ -35,31 +35,27 @@ extensions:
 - ext/numo/tiny_linalg/extconf.rb
 extra_rdoc_files: []
 files:
-- ".clang-format"
-- ".husky/commit-msg"
-- ".rubocop.yml"
 - CHANGELOG.md
 - CODE_OF_CONDUCT.md
-- Gemfile
 - LICENSE.txt
 - README.md
-- Rakefile
-- commitlint.config.js
+- ext/numo/tiny_linalg/blas/dot.hpp
+- ext/numo/tiny_linalg/blas/dot_sub.hpp
+- ext/numo/tiny_linalg/blas/gemm.hpp
+- ext/numo/tiny_linalg/blas/gemv.hpp
+- ext/numo/tiny_linalg/blas/nrm2.hpp
 - ext/numo/tiny_linalg/converter.hpp
-- ext/numo/tiny_linalg/dot.hpp
-- ext/numo/tiny_linalg/dot_sub.hpp
 - ext/numo/tiny_linalg/extconf.rb
-- ext/numo/tiny_linalg/gemm.hpp
-- ext/numo/tiny_linalg/gemv.hpp
-- ext/numo/tiny_linalg/gesdd.hpp
-- ext/numo/tiny_linalg/gesvd.hpp
-- ext/numo/tiny_linalg/nrm2.hpp
+- ext/numo/tiny_linalg/lapack/gesdd.hpp
+- ext/numo/tiny_linalg/lapack/gesv.hpp
+- ext/numo/tiny_linalg/lapack/gesvd.hpp
+- ext/numo/tiny_linalg/lapack/getrf.hpp
+- ext/numo/tiny_linalg/lapack/getri.hpp
 - ext/numo/tiny_linalg/tiny_linalg.cpp
 - ext/numo/tiny_linalg/tiny_linalg.hpp
 - lib/numo/tiny_linalg.rb
 - lib/numo/tiny_linalg/version.rb
-- numo-tiny_linalg.gemspec
-- package.json
+- vendor/tmp/.gitkeep
 homepage: https://github.com/yoshoku/numo-tiny_linalg
 licenses:
 - BSD-3-Clause
@@ -67,6 +63,7 @@ metadata:
   homepage_uri: https://github.com/yoshoku/numo-tiny_linalg
   source_code_uri: https://github.com/yoshoku/numo-tiny_linalg
   changelog_uri: https://github.com/yoshoku/numo-tiny_linalg/blob/main/CHANGELOG.md
+  documentation_uri: https://yoshoku.github.io/numo-tiny_linalg/doc/
   rubygems_mfa_required: 'true'
 post_install_message:
 rdoc_options: []

data/.clang-format

@@ -1,149 +0,0 @@
----
-Language:        Cpp
-# BasedOnStyle:  LLVM
-AccessModifierOffset: -2
-AlignAfterOpenBracket: Align
-AlignConsecutiveMacros: false
-AlignConsecutiveAssignments: false
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-AlignEscapedNewlines: Right
-AlignOperands:   Align
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-AllowAllArgumentsOnNextLine: true
-AllowAllConstructorInitializersOnNextLine: true
-AllowAllParametersOfDeclarationOnNextLine: true
-AllowShortEnumsOnASingleLine: true
-AllowShortBlocksOnASingleLine: Never
-AllowShortCaseLabelsOnASingleLine: false
-AllowShortFunctionsOnASingleLine: All
-AllowShortLambdasOnASingleLine: All
-AllowShortIfStatementsOnASingleLine: true
-AllowShortLoopsOnASingleLine: true
-AlwaysBreakAfterDefinitionReturnType: None
-AlwaysBreakAfterReturnType: None
-AlwaysBreakBeforeMultilineStrings: false
-AlwaysBreakTemplateDeclarations: MultiLine
-BinPackArguments: true
-BinPackParameters: true
-BraceWrapping:
-  AfterCaseLabel:  false
-  AfterClass:      false
-  AfterControlStatement: Never
-  AfterEnum:       false
-  AfterFunction:   false
-  AfterNamespace:  false
-  AfterObjCDeclaration: false
-  AfterStruct:     false
-  AfterUnion:      false
-  AfterExternBlock: false
-  BeforeCatch:     false
-  BeforeElse:      false
-  BeforeLambdaBody: false
-  BeforeWhile:     false
-  IndentBraces:    false
-  SplitEmptyFunction: true
-  SplitEmptyRecord: true
-  SplitEmptyNamespace: true
-BreakBeforeBinaryOperators: None
-BreakBeforeBraces: Attach
-BreakBeforeInheritanceComma: false
-BreakInheritanceList: BeforeColon
-BreakBeforeTernaryOperators: true
-BreakConstructorInitializersBeforeComma: false
-BreakConstructorInitializers: BeforeColon
-BreakAfterJavaFieldAnnotations: false
-BreakStringLiterals: true
-ColumnLimit:     0
-CommentPragmas:  '^ IWYU pragma:'
-CompactNamespaces: false
-ConstructorInitializerAllOnOneLineOrOnePerLine: false
-ConstructorInitializerIndentWidth: 4
-ContinuationIndentWidth: 2
-Cpp11BracedListStyle: false
-DeriveLineEnding: true
-DerivePointerAlignment: false
-DisableFormat:   false
-ExperimentalAutoDetectBinPacking: false
-FixNamespaceComments: true
-ForEachMacros:
-  - foreach
-  - Q_FOREACH
-  - BOOST_FOREACH
-IncludeBlocks:   Preserve
-IncludeCategories:
-  - Regex:           '^"(llvm|llvm-c|clang|clang-c)/'
-    Priority:        2
-    SortPriority:    0
-  - Regex:           '^(<|"(gtest|gmock|isl|json)/)'
-    Priority:        3
-    SortPriority:    0
-  - Regex:           '.*'
-    Priority:        1
-    SortPriority:    0
-IncludeIsMainRegex: '(Test)?$'
-IncludeIsMainSourceRegex: ''
-IndentCaseLabels: false
-IndentCaseBlocks: false
-IndentGotoLabels: true
-IndentPPDirectives: None
-IndentExternBlock: AfterExternBlock
-IndentWidth:     2
-IndentWrappedFunctionNames: false
-InsertTrailingCommas: None
-JavaScriptQuotes: Leave
-JavaScriptWrapImports: true
-KeepEmptyLinesAtTheStartOfBlocks: true
-MacroBlockBegin: ''
-MacroBlockEnd:   ''
-MaxEmptyLinesToKeep: 1
-NamespaceIndentation: None
-ObjCBinPackProtocolList: Auto
-ObjCBlockIndentWidth: 2
-ObjCBreakBeforeNestedBlockParam: true
-ObjCSpaceAfterProperty: false
-ObjCSpaceBeforeProtocolList: true
-PenaltyBreakAssignment: 2
-PenaltyBreakBeforeFirstCallParameter: 19
-PenaltyBreakComment: 300
-PenaltyBreakFirstLessLess: 120
-PenaltyBreakString: 1000
-PenaltyBreakTemplateDeclaration: 10
-PenaltyExcessCharacter: 1000000
-PenaltyReturnTypeOnItsOwnLine: 60
-PointerAlignment: Left
-ReflowComments:  true
-SortIncludes:    true
-SortUsingDeclarations: true
-SpaceAfterCStyleCast: false
-SpaceAfterLogicalNot: false
-SpaceAfterTemplateKeyword: true
-SpaceBeforeAssignmentOperators: true
-SpaceBeforeCpp11BracedList: false
-SpaceBeforeCtorInitializerColon: true
-SpaceBeforeInheritanceColon: true
-SpaceBeforeParens: ControlStatements
-SpaceBeforeRangeBasedForLoopColon: true
-SpaceInEmptyBlock: false
-SpaceInEmptyParentheses: false
-SpacesBeforeTrailingComments: 1
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-SpacesInContainerLiterals: true
-SpacesInCStyleCastParentheses: false
-SpacesInParentheses: false
-SpacesInSquareBrackets: false
-SpaceBeforeSquareBrackets: false
-Standard:        Latest
-StatementMacros:
-  - Q_UNUSED
-  - QT_REQUIRE_VERSION
-TabWidth:        8
-UseCRLF:         false
-UseTab:          Never
-WhitespaceSensitiveMacros:
-  - STRINGIZE
-  - PP_STRINGIZE
-  - BOOST_PP_STRINGIZE
-...
-

data/.husky/commit-msg

@@ -1,4 +0,0 @@
-#!/usr/bin/env sh
-. "$(dirname -- "$0")/_/husky.sh"
-
-yarn commitlint --edit "$1"

data/.rubocop.yml

@@ -1,47 +0,0 @@
-require:
-  - rubocop-rake
-  - rubocop-minitest
-  - rubocop-performance
-
-AllCops:
-  TargetRubyVersion: 2.7
-  NewCops: enable
-  DisplayCopNames: true
-  DisplayStyleGuide: true
-  Exclude:
-    - 'tmp/**/*'
-    - 'vendor/**/*'
-
-Gemspec/RequiredRubyVersion:
-  Enabled: false
-
-Layout/LineLength:
-  AllowedPatterns: ['(\A|\s)#']
-
-Metrics/AbcSize:
-  Max: 40
-  Exclude:
-    - 'test/**/*'
-
-Metrics/BlockLength:
-  Exclude:
-    - 'test/**/*'
-    - '*.gemspec'
-
-Metrics/CyclomaticComplexity:
-  Max: 16
-
-Metrics/MethodLength:
-  Max: 40
-  Exclude:
-    - 'test/**/*'
-
-Metrics/PerceivedComplexity:
-  Max: 16
-
-Naming/MethodParameterName:
-  Enabled: false
-
-Style/GlobalVars:
-  Exclude:
-    - 'ext/**/*'

data/Gemfile

@@ -1,15 +0,0 @@
-# frozen_string_literal: true
-
-source 'https://rubygems.org'
-
-# Specify your gem's dependencies in tiny_linalg.gemspec
-gemspec
-
-gem 'minitest', '~> 5.0'
-gem 'rake', '~> 13.0'
-gem 'rake-compiler'
-gem 'rubocop', '~> 1.21'
-gem 'rubocop-minitest', '~> 0.30.0'
-gem 'rubocop-performance', '~> 1.17'
-gem 'rubocop-rake', '~> 0.6.0'
-gem 'yard', github: '/yoshoku/yard', branch: 'jquery-3.6.0'

data/Rakefile

@@ -1,30 +0,0 @@
-# frozen_string_literal: true
-
-require 'bundler/gem_tasks'
-require 'rake/testtask'
-
-Rake::TestTask.new(:test) do |t|
-  t.libs << 'test'
-  t.libs << 'lib'
-  t.test_files = FileList['test/**/test_*.rb']
-end
-
-require 'rubocop/rake_task'
-
-RuboCop::RakeTask.new
-
-require 'rake/extensiontask'
-
-task build: :compile # rubocop:disable Rake/Desc
-
-desc 'Run clang-format'
-task :'clang-format' do
-  sh 'clang-format -style=file -Werror --dry-run ext/numo/tiny_linalg/*.cpp ext/numo/tiny_linalg/*.hpp'
-end
-
-Rake::ExtensionTask.new('tiny_linalg') do |ext|
-  ext.ext_dir = 'ext/numo/tiny_linalg'
-  ext.lib_dir = 'lib/numo/tiny_linalg'
-end
-
-task default: %i[clobber compile test rubocop]

data/commitlint.config.js

@@ -1 +0,0 @@
-module.exports = { extends: ['@commitlint/config-conventional'] };

data/numo-tiny_linalg.gemspec

@@ -1,42 +0,0 @@
-# frozen_string_literal: true
-
-require_relative 'lib/numo/tiny_linalg/version'
-
-Gem::Specification.new do |spec|
-  spec.name = 'numo-tiny_linalg'
-  spec.version = Numo::TinyLinalg::VERSION
-  spec.authors = ['yoshoku']
-  spec.email = ['yoshoku@outlook.com']
-
-  spec.summary = <<~MSG
-    Numo::TinyLinalg is a subset library from Numo::Linalg consisting only of methods used in Machine Learning algorithms.
-  MSG
-  spec.description = <<~MSG
-    Numo::TinyLinalg is a subset library from Numo::Linalg consisting only of methods used in Machine Learning algorithms.
-  MSG
-  spec.homepage = 'https://github.com/yoshoku/numo-tiny_linalg'
-  spec.license = 'BSD-3-Clause'
-
-  spec.metadata['homepage_uri'] = spec.homepage
-  spec.metadata['source_code_uri'] = spec.homepage
-  spec.metadata['changelog_uri'] = "#{spec.homepage}/blob/main/CHANGELOG.md"
-
-  # Specify which files should be added to the gem when it is released.
-  # The `git ls-files -z` loads the files in the RubyGem that have been added into git.
-  spec.files = Dir.chdir(__dir__) do
-    `git ls-files -z`.split("\x0").reject do |f|
-      (f == __FILE__) || f.match(%r{\A(?:(?:bin|test|spec|features)/|\.(?:git|circleci)|appveyor)})
-    end
-  end
-  spec.bindir = 'exe'
-  spec.executables = spec.files.grep(%r{\Aexe/}) { |f| File.basename(f) }
-  spec.require_paths = ['lib']
-  spec.extensions = ['ext/numo/tiny_linalg/extconf.rb']
-
-  # Uncomment to register a new dependency of your gem
-  spec.add_dependency 'numo-narray', '>= 0.9.1'
-
-  # For more information and examples about making a new gem, check out our
-  # guide at: https://bundler.io/guides/creating_gem.html
-  spec.metadata['rubygems_mfa_required'] = 'true'
-end

data/package.json

@@ -1,15 +0,0 @@
-{
-  "name": "numo-tiny_linalg",
-  "repository": "git@github.com:yoshoku/numo-tiny_linalg.git",
-  "author": "Atsushi Tatsuma <yoshoku@outlook.com>",
-  "license": "BSD-3-Clause",
-  "private": true,
-  "scripts": {
-    "prepare": "husky install"
-  },
-  "devDependencies": {
-    "@commitlint/cli": "^17.6.1",
-    "@commitlint/config-conventional": "^17.6.1",
-    "husky": "^8.0.3"
-  }
-}