numo-tiny_linalg 0.0.1 → 0.0.3
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- checksums.yaml +4 -4
- data/CHANGELOG.md +15 -0
- data/README.md +2 -0
- data/ext/numo/tiny_linalg/extconf.rb +64 -16
- data/ext/numo/tiny_linalg/lapack/geqrf.hpp +118 -0
- data/ext/numo/tiny_linalg/lapack/gesv.hpp +148 -0
- data/ext/numo/tiny_linalg/lapack/getrf.hpp +118 -0
- data/ext/numo/tiny_linalg/lapack/getri.hpp +127 -0
- data/ext/numo/tiny_linalg/lapack/orgqr.hpp +115 -0
- data/ext/numo/tiny_linalg/lapack/ungqr.hpp +115 -0
- data/ext/numo/tiny_linalg/tiny_linalg.cpp +33 -7
- data/lib/numo/tiny_linalg/version.rb +1 -1
- data/lib/numo/tiny_linalg.rb +131 -1
- data/vendor/tmp/.gitkeep +0 -0
- metadata +17 -17
- data/.clang-format +0 -149
- data/.husky/commit-msg +0 -4
- data/.rubocop.yml +0 -47
- data/Gemfile +0 -15
- data/Rakefile +0 -30
- data/commitlint.config.js +0 -1
- data/numo-tiny_linalg.gemspec +0 -42
- data/package.json +0 -15
- /data/ext/numo/tiny_linalg/{dot.hpp → blas/dot.hpp} +0 -0
- /data/ext/numo/tiny_linalg/{dot_sub.hpp → blas/dot_sub.hpp} +0 -0
- /data/ext/numo/tiny_linalg/{gemm.hpp → blas/gemm.hpp} +0 -0
- /data/ext/numo/tiny_linalg/{gemv.hpp → blas/gemv.hpp} +0 -0
- /data/ext/numo/tiny_linalg/{nrm2.hpp → blas/nrm2.hpp} +0 -0
- /data/ext/numo/tiny_linalg/{gesdd.hpp → lapack/gesdd.hpp} +0 -0
- /data/ext/numo/tiny_linalg/{gesvd.hpp → lapack/gesvd.hpp} +0 -0
@@ -0,0 +1,115 @@
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namespace TinyLinalg {
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struct DOrgQr {
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lapack_int call(int matrix_layout, lapack_int m, lapack_int n, lapack_int k,
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double* a, lapack_int lda, const double* tau) {
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return LAPACKE_dorgqr(matrix_layout, m, n, k, a, lda, tau);
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}
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};
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struct SOrgQr {
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lapack_int call(int matrix_layout, lapack_int m, lapack_int n, lapack_int k,
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float* a, lapack_int lda, const float* tau) {
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return LAPACKE_sorgqr(matrix_layout, m, n, k, a, lda, tau);
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}
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};
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template <int nary_dtype_id, typename DType, typename FncType>
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class OrgQr {
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public:
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static void define_module_function(VALUE mLapack, const char* fnc_name) {
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rb_define_module_function(mLapack, fnc_name, RUBY_METHOD_FUNC(tiny_linalg_orgqr), -1);
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}
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private:
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struct orgqr_opt {
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int matrix_layout;
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};
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static void iter_orgqr(na_loop_t* const lp) {
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DType* a = (DType*)NDL_PTR(lp, 0);
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DType* tau = (DType*)NDL_PTR(lp, 1);
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int* info = (int*)NDL_PTR(lp, 2);
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orgqr_opt* opt = (orgqr_opt*)(lp->opt_ptr);
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const lapack_int m = NDL_SHAPE(lp, 0)[0];
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const lapack_int n = NDL_SHAPE(lp, 0)[1];
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const lapack_int k = NDL_SHAPE(lp, 1)[0];
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const lapack_int lda = n;
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const lapack_int i = FncType().call(opt->matrix_layout, m, n, k, a, lda, tau);
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*info = static_cast<int>(i);
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}
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static VALUE tiny_linalg_orgqr(int argc, VALUE* argv, VALUE self) {
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VALUE nary_dtype = NaryTypes[nary_dtype_id];
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VALUE a_vnary = Qnil;
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VALUE tau_vnary = Qnil;
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VALUE kw_args = Qnil;
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rb_scan_args(argc, argv, "2:", &a_vnary, &tau_vnary, &kw_args);
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ID kw_table[1] = { rb_intern("order") };
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VALUE kw_values[1] = { Qundef };
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rb_get_kwargs(kw_args, kw_table, 0, 1, kw_values);
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const int matrix_layout = kw_values[0] != Qundef ? get_matrix_layout(kw_values[0]) : LAPACK_ROW_MAJOR;
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if (CLASS_OF(a_vnary) != nary_dtype) {
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a_vnary = rb_funcall(nary_dtype, rb_intern("cast"), 1, a_vnary);
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}
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if (!RTEST(nary_check_contiguous(a_vnary))) {
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a_vnary = nary_dup(a_vnary);
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}
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if (CLASS_OF(tau_vnary) != nary_dtype) {
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tau_vnary = rb_funcall(nary_dtype, rb_intern("cast"), 1, tau_vnary);
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}
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if (!RTEST(nary_check_contiguous(tau_vnary))) {
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tau_vnary = nary_dup(tau_vnary);
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}
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narray_t* a_nary = NULL;
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GetNArray(a_vnary, a_nary);
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if (NA_NDIM(a_nary) != 2) {
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rb_raise(rb_eArgError, "input array a must be 2-dimensional");
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return Qnil;
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}
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narray_t* tau_nary = NULL;
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GetNArray(tau_vnary, tau_nary);
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if (NA_NDIM(tau_nary) != 1) {
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rb_raise(rb_eArgError, "input array tau must be 1-dimensional");
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return Qnil;
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}
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ndfunc_arg_in_t ain[2] = { { OVERWRITE, 2 }, { nary_dtype, 1 } };
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ndfunc_arg_out_t aout[1] = { { numo_cInt32, 0 } };
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ndfunc_t ndf = { iter_orgqr, NO_LOOP | NDF_EXTRACT, 2, 1, ain, aout };
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orgqr_opt opt = { matrix_layout };
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VALUE res = na_ndloop3(&ndf, &opt, 2, a_vnary, tau_vnary);
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VALUE ret = rb_ary_new3(2, a_vnary, res);
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RB_GC_GUARD(a_vnary);
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RB_GC_GUARD(tau_vnary);
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return ret;
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}
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static int get_matrix_layout(VALUE val) {
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const char* option_str = StringValueCStr(val);
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if (std::strlen(option_str) > 0) {
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switch (option_str[0]) {
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case 'r':
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case 'R':
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break;
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case 'c':
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case 'C':
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rb_warn("Numo::TinyLinalg::Lapack.getrf does not support column major.");
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break;
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}
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}
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RB_GC_GUARD(val);
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return LAPACK_ROW_MAJOR;
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}
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};
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} // namespace TinyLinalg
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namespace TinyLinalg {
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struct ZUngQr {
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lapack_int call(int matrix_layout, lapack_int m, lapack_int n, lapack_int k,
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lapack_complex_double* a, lapack_int lda, const lapack_complex_double* tau) {
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return LAPACKE_zungqr(matrix_layout, m, n, k, a, lda, tau);
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}
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};
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struct CUngQr {
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lapack_int call(int matrix_layout, lapack_int m, lapack_int n, lapack_int k,
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lapack_complex_float* a, lapack_int lda, const lapack_complex_float* tau) {
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return LAPACKE_cungqr(matrix_layout, m, n, k, a, lda, tau);
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}
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};
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template <int nary_dtype_id, typename DType, typename FncType>
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class UngQr {
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public:
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static void define_module_function(VALUE mLapack, const char* fnc_name) {
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rb_define_module_function(mLapack, fnc_name, RUBY_METHOD_FUNC(tiny_linalg_ungqr), -1);
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}
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private:
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struct ungqr_opt {
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int matrix_layout;
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};
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static void iter_ungqr(na_loop_t* const lp) {
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DType* a = (DType*)NDL_PTR(lp, 0);
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DType* tau = (DType*)NDL_PTR(lp, 1);
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int* info = (int*)NDL_PTR(lp, 2);
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ungqr_opt* opt = (ungqr_opt*)(lp->opt_ptr);
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const lapack_int m = NDL_SHAPE(lp, 0)[0];
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const lapack_int n = NDL_SHAPE(lp, 0)[1];
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const lapack_int k = NDL_SHAPE(lp, 1)[0];
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const lapack_int lda = n;
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const lapack_int i = FncType().call(opt->matrix_layout, m, n, k, a, lda, tau);
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*info = static_cast<int>(i);
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}
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static VALUE tiny_linalg_ungqr(int argc, VALUE* argv, VALUE self) {
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VALUE nary_dtype = NaryTypes[nary_dtype_id];
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VALUE a_vnary = Qnil;
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VALUE tau_vnary = Qnil;
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VALUE kw_args = Qnil;
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rb_scan_args(argc, argv, "2:", &a_vnary, &tau_vnary, &kw_args);
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ID kw_table[1] = { rb_intern("order") };
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VALUE kw_values[1] = { Qundef };
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rb_get_kwargs(kw_args, kw_table, 0, 1, kw_values);
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const int matrix_layout = kw_values[0] != Qundef ? get_matrix_layout(kw_values[0]) : LAPACK_ROW_MAJOR;
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if (CLASS_OF(a_vnary) != nary_dtype) {
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a_vnary = rb_funcall(nary_dtype, rb_intern("cast"), 1, a_vnary);
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}
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if (!RTEST(nary_check_contiguous(a_vnary))) {
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a_vnary = nary_dup(a_vnary);
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}
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if (CLASS_OF(tau_vnary) != nary_dtype) {
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tau_vnary = rb_funcall(nary_dtype, rb_intern("cast"), 1, tau_vnary);
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}
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if (!RTEST(nary_check_contiguous(tau_vnary))) {
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tau_vnary = nary_dup(tau_vnary);
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}
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narray_t* a_nary = NULL;
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GetNArray(a_vnary, a_nary);
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if (NA_NDIM(a_nary) != 2) {
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rb_raise(rb_eArgError, "input array a must be 2-dimensional");
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return Qnil;
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}
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narray_t* tau_nary = NULL;
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GetNArray(tau_vnary, tau_nary);
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if (NA_NDIM(tau_nary) != 1) {
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rb_raise(rb_eArgError, "input array tau must be 1-dimensional");
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return Qnil;
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}
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ndfunc_arg_in_t ain[2] = { { OVERWRITE, 2 }, { nary_dtype, 1 } };
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ndfunc_arg_out_t aout[1] = { { numo_cInt32, 0 } };
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ndfunc_t ndf = { iter_ungqr, NO_LOOP | NDF_EXTRACT, 2, 1, ain, aout };
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ungqr_opt opt = { matrix_layout };
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VALUE res = na_ndloop3(&ndf, &opt, 2, a_vnary, tau_vnary);
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VALUE ret = rb_ary_new3(2, a_vnary, res);
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RB_GC_GUARD(a_vnary);
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RB_GC_GUARD(tau_vnary);
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return ret;
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}
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static int get_matrix_layout(VALUE val) {
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const char* option_str = StringValueCStr(val);
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if (std::strlen(option_str) > 0) {
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switch (option_str[0]) {
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case 'r':
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case 'R':
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break;
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case 'c':
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case 'C':
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rb_warn("Numo::TinyLinalg::Lapack.getrf does not support column major.");
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break;
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}
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}
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RB_GC_GUARD(val);
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return LAPACK_ROW_MAJOR;
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}
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};
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} // namespace TinyLinalg
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@@ -1,12 +1,18 @@
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#include "tiny_linalg.hpp"
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#include "blas/dot.hpp"
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#include "blas/dot_sub.hpp"
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#include "blas/gemm.hpp"
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#include "blas/gemv.hpp"
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#include "blas/nrm2.hpp"
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#include "converter.hpp"
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#include "
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#include "
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#include "
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#include "
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#include "
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#include "
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#include "
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#include "lapack/geqrf.hpp"
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#include "lapack/gesdd.hpp"
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#include "lapack/gesv.hpp"
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#include "lapack/gesvd.hpp"
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#include "lapack/getrf.hpp"
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#include "lapack/getri.hpp"
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#include "lapack/orgqr.hpp"
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#include "lapack/ungqr.hpp"
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VALUE rb_mTinyLinalg;
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VALUE rb_mTinyLinalgBlas;
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@@ -237,6 +243,10 @@ extern "C" void Init_tiny_linalg(void) {
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TinyLinalg::Nrm2<TinyLinalg::numo_cSFloatId, float, TinyLinalg::SNrm2>::define_module_function(rb_mTinyLinalgBlas, "snrm2");
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TinyLinalg::Nrm2<TinyLinalg::numo_cDComplexId, double, TinyLinalg::DZNrm2>::define_module_function(rb_mTinyLinalgBlas, "dznrm2");
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TinyLinalg::Nrm2<TinyLinalg::numo_cSComplexId, float, TinyLinalg::SCNrm2>::define_module_function(rb_mTinyLinalgBlas, "scnrm2");
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TinyLinalg::GESV<TinyLinalg::numo_cDFloatId, double, TinyLinalg::DGESV>::define_module_function(rb_mTinyLinalgLapack, "dgesv");
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TinyLinalg::GESV<TinyLinalg::numo_cSFloatId, float, TinyLinalg::SGESV>::define_module_function(rb_mTinyLinalgLapack, "sgesv");
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TinyLinalg::GESV<TinyLinalg::numo_cDComplexId, lapack_complex_double, TinyLinalg::ZGESV>::define_module_function(rb_mTinyLinalgLapack, "zgesv");
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TinyLinalg::GESV<TinyLinalg::numo_cSComplexId, lapack_complex_float, TinyLinalg::CGESV>::define_module_function(rb_mTinyLinalgLapack, "cgesv");
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TinyLinalg::GESVD<TinyLinalg::numo_cDFloatId, TinyLinalg::numo_cDFloatId, double, double, TinyLinalg::DGESVD>::define_module_function(rb_mTinyLinalgLapack, "dgesvd");
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TinyLinalg::GESVD<TinyLinalg::numo_cSFloatId, TinyLinalg::numo_cSFloatId, float, float, TinyLinalg::SGESVD>::define_module_function(rb_mTinyLinalgLapack, "sgesvd");
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TinyLinalg::GESVD<TinyLinalg::numo_cDComplexId, TinyLinalg::numo_cDFloatId, lapack_complex_double, double, TinyLinalg::ZGESVD>::define_module_function(rb_mTinyLinalgLapack, "zgesvd");
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@@ -245,6 +255,22 @@ extern "C" void Init_tiny_linalg(void) {
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TinyLinalg::GESDD<TinyLinalg::numo_cSFloatId, TinyLinalg::numo_cSFloatId, float, float, TinyLinalg::SGESDD>::define_module_function(rb_mTinyLinalgLapack, "sgesdd");
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TinyLinalg::GESDD<TinyLinalg::numo_cDComplexId, TinyLinalg::numo_cDFloatId, lapack_complex_double, double, TinyLinalg::ZGESDD>::define_module_function(rb_mTinyLinalgLapack, "zgesdd");
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TinyLinalg::GESDD<TinyLinalg::numo_cSComplexId, TinyLinalg::numo_cSFloatId, lapack_complex_float, float, TinyLinalg::CGESDD>::define_module_function(rb_mTinyLinalgLapack, "cgesdd");
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|
+
TinyLinalg::GETRF<TinyLinalg::numo_cDFloatId, double, TinyLinalg::DGETRF>::define_module_function(rb_mTinyLinalgLapack, "dgetrf");
|
259
|
+
TinyLinalg::GETRF<TinyLinalg::numo_cSFloatId, float, TinyLinalg::SGETRF>::define_module_function(rb_mTinyLinalgLapack, "sgetrf");
|
260
|
+
TinyLinalg::GETRF<TinyLinalg::numo_cDComplexId, lapack_complex_double, TinyLinalg::ZGETRF>::define_module_function(rb_mTinyLinalgLapack, "zgetrf");
|
261
|
+
TinyLinalg::GETRF<TinyLinalg::numo_cSComplexId, lapack_complex_float, TinyLinalg::CGETRF>::define_module_function(rb_mTinyLinalgLapack, "cgetrf");
|
262
|
+
TinyLinalg::GETRI<TinyLinalg::numo_cDFloatId, double, TinyLinalg::DGETRI>::define_module_function(rb_mTinyLinalgLapack, "dgetri");
|
263
|
+
TinyLinalg::GETRI<TinyLinalg::numo_cSFloatId, float, TinyLinalg::SGETRI>::define_module_function(rb_mTinyLinalgLapack, "sgetri");
|
264
|
+
TinyLinalg::GETRI<TinyLinalg::numo_cDComplexId, lapack_complex_double, TinyLinalg::ZGETRI>::define_module_function(rb_mTinyLinalgLapack, "zgetri");
|
265
|
+
TinyLinalg::GETRI<TinyLinalg::numo_cSComplexId, lapack_complex_float, TinyLinalg::CGETRI>::define_module_function(rb_mTinyLinalgLapack, "cgetri");
|
266
|
+
TinyLinalg::GeQrf<TinyLinalg::numo_cDFloatId, double, TinyLinalg::DGeQrf>::define_module_function(rb_mTinyLinalgLapack, "dgeqrf");
|
267
|
+
TinyLinalg::GeQrf<TinyLinalg::numo_cSFloatId, float, TinyLinalg::SGeQrf>::define_module_function(rb_mTinyLinalgLapack, "sgeqrf");
|
268
|
+
TinyLinalg::GeQrf<TinyLinalg::numo_cDComplexId, lapack_complex_double, TinyLinalg::ZGeQrf>::define_module_function(rb_mTinyLinalgLapack, "zgeqrf");
|
269
|
+
TinyLinalg::GeQrf<TinyLinalg::numo_cSComplexId, lapack_complex_float, TinyLinalg::CGeQrf>::define_module_function(rb_mTinyLinalgLapack, "cgeqrf");
|
270
|
+
TinyLinalg::OrgQr<TinyLinalg::numo_cDFloatId, double, TinyLinalg::DOrgQr>::define_module_function(rb_mTinyLinalgLapack, "dorgqr");
|
271
|
+
TinyLinalg::OrgQr<TinyLinalg::numo_cSFloatId, float, TinyLinalg::SOrgQr>::define_module_function(rb_mTinyLinalgLapack, "sorgqr");
|
272
|
+
TinyLinalg::UngQr<TinyLinalg::numo_cDComplexId, lapack_complex_double, TinyLinalg::ZUngQr>::define_module_function(rb_mTinyLinalgLapack, "zungqr");
|
273
|
+
TinyLinalg::UngQr<TinyLinalg::numo_cSComplexId, lapack_complex_float, TinyLinalg::CUngQr>::define_module_function(rb_mTinyLinalgLapack, "cungqr");
|
248
274
|
|
249
275
|
rb_define_alias(rb_singleton_class(rb_mTinyLinalgBlas), "znrm2", "dznrm2");
|
250
276
|
rb_define_alias(rb_singleton_class(rb_mTinyLinalgBlas), "cnrm2", "scnrm2");
|
data/lib/numo/tiny_linalg.rb
CHANGED
@@ -7,9 +7,139 @@ require_relative 'tiny_linalg/tiny_linalg'
|
|
7
7
|
# Ruby/Numo (NUmerical MOdules)
|
8
8
|
module Numo
|
9
9
|
# Numo::TinyLinalg is a subset library from Numo::Linalg consisting only of methods used in Machine Learning algorithms.
|
10
|
-
module TinyLinalg
|
10
|
+
module TinyLinalg # rubocop:disable Metrics/ModuleLength
|
11
11
|
module_function
|
12
12
|
|
13
|
+
# Computes the determinant of matrix.
|
14
|
+
#
|
15
|
+
# @param a [Numo::NArray] n-by-n square matrix.
|
16
|
+
# @return [Float/Complex] The determinant of `a`.
|
17
|
+
def det(a)
|
18
|
+
raise ArgumentError, 'input array a must be 2-dimensional' if a.ndim != 2
|
19
|
+
raise ArgumentError, 'input array a must be square' if a.shape[0] != a.shape[1]
|
20
|
+
|
21
|
+
bchr = blas_char(a)
|
22
|
+
raise ArgumentError, "invalid array type: #{a.class}" if bchr == 'n'
|
23
|
+
|
24
|
+
getrf = "#{bchr}getrf".to_sym
|
25
|
+
lu, piv, info = Numo::TinyLinalg::Lapack.send(getrf, a.dup)
|
26
|
+
|
27
|
+
if info.zero?
|
28
|
+
det_l = 1
|
29
|
+
det_u = lu.diagonal.prod
|
30
|
+
det_p = piv.map_with_index { |v, i| v == i + 1 ? 1 : -1 }.prod
|
31
|
+
det_l * det_u * det_p
|
32
|
+
elsif info.positive?
|
33
|
+
raise 'the factor U is singular, and the inverse matrix could not be computed.'
|
34
|
+
else
|
35
|
+
raise "the #{-info}-th argument of getrf had illegal value"
|
36
|
+
end
|
37
|
+
end
|
38
|
+
|
39
|
+
# Computes the inverse matrix of a square matrix.
|
40
|
+
#
|
41
|
+
# @param a [Numo::NArray] n-by-n square matrix.
|
42
|
+
# @param driver [String] This argument is for compatibility with Numo::Linalg.solver, and is not used.
|
43
|
+
# @param uplo [String] This argument is for compatibility with Numo::Linalg.solver, and is not used.
|
44
|
+
# @return [Numo::NArray] The inverse matrix of `a`.
|
45
|
+
def inv(a, driver: 'getrf', uplo: 'U') # rubocop:disable Lint/UnusedMethodArgument
|
46
|
+
raise ArgumentError, 'input array a must be 2-dimensional' if a.ndim != 2
|
47
|
+
raise ArgumentError, 'input array a must be square' if a.shape[0] != a.shape[1]
|
48
|
+
|
49
|
+
bchr = blas_char(a)
|
50
|
+
raise ArgumentError, "invalid array type: #{a.class}" if bchr == 'n'
|
51
|
+
|
52
|
+
getrf = "#{bchr}getrf".to_sym
|
53
|
+
getri = "#{bchr}getri".to_sym
|
54
|
+
|
55
|
+
lu, piv, info = Numo::TinyLinalg::Lapack.send(getrf, a.dup)
|
56
|
+
if info.zero?
|
57
|
+
Numo::TinyLinalg::Lapack.send(getri, lu, piv)[0]
|
58
|
+
elsif info.positive?
|
59
|
+
raise 'the factor U is singular, and the inverse matrix could not be computed.'
|
60
|
+
else
|
61
|
+
raise "the #{-info}-th argument of getrf had illegal value"
|
62
|
+
end
|
63
|
+
end
|
64
|
+
|
65
|
+
# Compute the (Moore-Penrose) pseudo-inverse of a matrix using singular value decomposition.
|
66
|
+
#
|
67
|
+
# @param a [Numo::NArray] The m-by-n matrix to be pseudo-inverted.
|
68
|
+
# @param driver [String] LAPACK driver to be used ('svd' or 'sdd').
|
69
|
+
# @param rcond [Float] The threshold value for small singular values of `a`, default value is `a.shape.max * EPS`.
|
70
|
+
# @return [Numo::NArray] The pseudo-inverse of `a`.
|
71
|
+
def pinv(a, driver: 'svd', rcond: nil)
|
72
|
+
s, u, vh = svd(a, driver: driver, job: 'S')
|
73
|
+
rcond = a.shape.max * s.class::EPSILON if rcond.nil?
|
74
|
+
rank = s.gt(rcond * s[0]).count
|
75
|
+
|
76
|
+
u = u[true, 0...rank] / s[0...rank]
|
77
|
+
u.dot(vh[0...rank, true]).conj.transpose
|
78
|
+
end
|
79
|
+
|
80
|
+
# Compute QR decomposition of a matrix.
|
81
|
+
#
|
82
|
+
# @param a [Numo::NArray] The m-by-n matrix to be decomposed.
|
83
|
+
# @param mode [String] The mode of decomposition.
|
84
|
+
# - "reduce" -- returns both Q [m, m] and R [m, n],
|
85
|
+
# - "r" -- returns only R,
|
86
|
+
# - "economic" -- returns both Q [m, n] and R [n, n],
|
87
|
+
# - "raw" -- returns QR and TAU (LAPACK geqrf results).
|
88
|
+
# @return [Numo::NArray] if mode='r'
|
89
|
+
# @return [Array<Numo::NArray,Numo::NArray>] if mode='reduce' or mode='economic'
|
90
|
+
# @return [Array<Numo::NArray,Numo::NArray>] if mode='raw' (LAPACK geqrf result)
|
91
|
+
def qr(a, mode: 'reduce')
|
92
|
+
raise ArgumentError, 'input array a must be 2-dimensional' if a.ndim != 2
|
93
|
+
raise ArgumentError, "invalid mode: #{mode}" unless %w[reduce r economic raw].include?(mode)
|
94
|
+
|
95
|
+
bchr = blas_char(a)
|
96
|
+
raise ArgumentError, "invalid array type: #{a.class}" if bchr == 'n'
|
97
|
+
|
98
|
+
geqrf = "#{bchr}geqrf".to_sym
|
99
|
+
qr, tau, = Numo::TinyLinalg::Lapack.send(geqrf, a.dup)
|
100
|
+
|
101
|
+
return [qr, tau] if mode == 'raw'
|
102
|
+
|
103
|
+
m, n = qr.shape
|
104
|
+
r = m > n && %w[economic raw].include?(mode) ? qr[0...n, true].triu : qr.triu
|
105
|
+
|
106
|
+
return r if mode == 'r'
|
107
|
+
|
108
|
+
org_ung_qr = %w[d s].include?(bchr) ? "#{bchr}orgqr".to_sym : "#{bchr}ungqr".to_sym
|
109
|
+
|
110
|
+
q = if m < n
|
111
|
+
Numo::TinyLinalg::Lapack.send(org_ung_qr, qr[true, 0...m], tau)[0]
|
112
|
+
elsif mode == 'economic'
|
113
|
+
Numo::TinyLinalg::Lapack.send(org_ung_qr, qr, tau)[0]
|
114
|
+
else
|
115
|
+
qqr = a.class.zeros(m, m)
|
116
|
+
qqr[0...m, 0...n] = qr
|
117
|
+
Numo::TinyLinalg::Lapack.send(org_ung_qr, qqr, tau)[0]
|
118
|
+
end
|
119
|
+
|
120
|
+
[q, r]
|
121
|
+
end
|
122
|
+
|
123
|
+
# Solves linear equation `A * x = b` or `A * X = B` for `x` from square matrix `a`.
|
124
|
+
#
|
125
|
+
# @param a [Numo::NArray] The n-by-n square matrix (>= 2-dimensinal NArray).
|
126
|
+
# @param b [Numo::NArray] The n right-hand side vector, or n-by-nrhs right-hand side matrix (>= 1-dimensinal NArray).
|
127
|
+
# @param driver [String] This argument is for compatibility with Numo::Linalg.solver, and is not used.
|
128
|
+
# @param uplo [String] This argument is for compatibility with Numo::Linalg.solver, and is not used.
|
129
|
+
# @return [Numo::NArray] The solusion vector / matrix `x`.
|
130
|
+
def solve(a, b, driver: 'gen', uplo: 'U') # rubocop:disable Lint/UnusedMethodArgument
|
131
|
+
case blas_char(a, b)
|
132
|
+
when 'd'
|
133
|
+
Lapack.dgesv(a.dup, b.dup)[1]
|
134
|
+
when 's'
|
135
|
+
Lapack.sgesv(a.dup, b.dup)[1]
|
136
|
+
when 'z'
|
137
|
+
Lapack.zgesv(a.dup, b.dup)[1]
|
138
|
+
when 'c'
|
139
|
+
Lapack.cgesv(a.dup, b.dup)[1]
|
140
|
+
end
|
141
|
+
end
|
142
|
+
|
13
143
|
# Calculates the Singular Value Decomposition (SVD) of a matrix: `A = U * S * V^T`
|
14
144
|
#
|
15
145
|
# @param a [Numo::NArray] Matrix to be decomposed.
|
data/vendor/tmp/.gitkeep
ADDED
File without changes
|
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: numo-tiny_linalg
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.0.
|
4
|
+
version: 0.0.3
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- yoshoku
|
8
8
|
autorequire:
|
9
9
|
bindir: exe
|
10
10
|
cert_chain: []
|
11
|
-
date: 2023-
|
11
|
+
date: 2023-08-02 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: numo-narray
|
@@ -35,31 +35,30 @@ extensions:
|
|
35
35
|
- ext/numo/tiny_linalg/extconf.rb
|
36
36
|
extra_rdoc_files: []
|
37
37
|
files:
|
38
|
-
- ".clang-format"
|
39
|
-
- ".husky/commit-msg"
|
40
|
-
- ".rubocop.yml"
|
41
38
|
- CHANGELOG.md
|
42
39
|
- CODE_OF_CONDUCT.md
|
43
|
-
- Gemfile
|
44
40
|
- LICENSE.txt
|
45
41
|
- README.md
|
46
|
-
-
|
47
|
-
-
|
42
|
+
- ext/numo/tiny_linalg/blas/dot.hpp
|
43
|
+
- ext/numo/tiny_linalg/blas/dot_sub.hpp
|
44
|
+
- ext/numo/tiny_linalg/blas/gemm.hpp
|
45
|
+
- ext/numo/tiny_linalg/blas/gemv.hpp
|
46
|
+
- ext/numo/tiny_linalg/blas/nrm2.hpp
|
48
47
|
- ext/numo/tiny_linalg/converter.hpp
|
49
|
-
- ext/numo/tiny_linalg/dot.hpp
|
50
|
-
- ext/numo/tiny_linalg/dot_sub.hpp
|
51
48
|
- ext/numo/tiny_linalg/extconf.rb
|
52
|
-
- ext/numo/tiny_linalg/
|
53
|
-
- ext/numo/tiny_linalg/
|
54
|
-
- ext/numo/tiny_linalg/
|
55
|
-
- ext/numo/tiny_linalg/gesvd.hpp
|
56
|
-
- ext/numo/tiny_linalg/
|
49
|
+
- ext/numo/tiny_linalg/lapack/geqrf.hpp
|
50
|
+
- ext/numo/tiny_linalg/lapack/gesdd.hpp
|
51
|
+
- ext/numo/tiny_linalg/lapack/gesv.hpp
|
52
|
+
- ext/numo/tiny_linalg/lapack/gesvd.hpp
|
53
|
+
- ext/numo/tiny_linalg/lapack/getrf.hpp
|
54
|
+
- ext/numo/tiny_linalg/lapack/getri.hpp
|
55
|
+
- ext/numo/tiny_linalg/lapack/orgqr.hpp
|
56
|
+
- ext/numo/tiny_linalg/lapack/ungqr.hpp
|
57
57
|
- ext/numo/tiny_linalg/tiny_linalg.cpp
|
58
58
|
- ext/numo/tiny_linalg/tiny_linalg.hpp
|
59
59
|
- lib/numo/tiny_linalg.rb
|
60
60
|
- lib/numo/tiny_linalg/version.rb
|
61
|
-
-
|
62
|
-
- package.json
|
61
|
+
- vendor/tmp/.gitkeep
|
63
62
|
homepage: https://github.com/yoshoku/numo-tiny_linalg
|
64
63
|
licenses:
|
65
64
|
- BSD-3-Clause
|
@@ -67,6 +66,7 @@ metadata:
|
|
67
66
|
homepage_uri: https://github.com/yoshoku/numo-tiny_linalg
|
68
67
|
source_code_uri: https://github.com/yoshoku/numo-tiny_linalg
|
69
68
|
changelog_uri: https://github.com/yoshoku/numo-tiny_linalg/blob/main/CHANGELOG.md
|
69
|
+
documentation_uri: https://yoshoku.github.io/numo-tiny_linalg/doc/
|
70
70
|
rubygems_mfa_required: 'true'
|
71
71
|
post_install_message:
|
72
72
|
rdoc_options: []
|
data/.clang-format
DELETED
@@ -1,149 +0,0 @@
|
|
1
|
-
---
|
2
|
-
Language: Cpp
|
3
|
-
# BasedOnStyle: LLVM
|
4
|
-
AccessModifierOffset: -2
|
5
|
-
AlignAfterOpenBracket: Align
|
6
|
-
AlignConsecutiveMacros: false
|
7
|
-
AlignConsecutiveAssignments: false
|
8
|
-
AlignConsecutiveBitFields: false
|
9
|
-
AlignConsecutiveDeclarations: false
|
10
|
-
AlignEscapedNewlines: Right
|
11
|
-
AlignOperands: Align
|
12
|
-
AlignTrailingComments: true
|
13
|
-
AllowAllArgumentsOnNextLine: true
|
14
|
-
AllowAllConstructorInitializersOnNextLine: true
|
15
|
-
AllowAllParametersOfDeclarationOnNextLine: true
|
16
|
-
AllowShortEnumsOnASingleLine: true
|
17
|
-
AllowShortBlocksOnASingleLine: Never
|
18
|
-
AllowShortCaseLabelsOnASingleLine: false
|
19
|
-
AllowShortFunctionsOnASingleLine: All
|
20
|
-
AllowShortLambdasOnASingleLine: All
|
21
|
-
AllowShortIfStatementsOnASingleLine: true
|
22
|
-
AllowShortLoopsOnASingleLine: true
|
23
|
-
AlwaysBreakAfterDefinitionReturnType: None
|
24
|
-
AlwaysBreakAfterReturnType: None
|
25
|
-
AlwaysBreakBeforeMultilineStrings: false
|
26
|
-
AlwaysBreakTemplateDeclarations: MultiLine
|
27
|
-
BinPackArguments: true
|
28
|
-
BinPackParameters: true
|
29
|
-
BraceWrapping:
|
30
|
-
AfterCaseLabel: false
|
31
|
-
AfterClass: false
|
32
|
-
AfterControlStatement: Never
|
33
|
-
AfterEnum: false
|
34
|
-
AfterFunction: false
|
35
|
-
AfterNamespace: false
|
36
|
-
AfterObjCDeclaration: false
|
37
|
-
AfterStruct: false
|
38
|
-
AfterUnion: false
|
39
|
-
AfterExternBlock: false
|
40
|
-
BeforeCatch: false
|
41
|
-
BeforeElse: false
|
42
|
-
BeforeLambdaBody: false
|
43
|
-
BeforeWhile: false
|
44
|
-
IndentBraces: false
|
45
|
-
SplitEmptyFunction: true
|
46
|
-
SplitEmptyRecord: true
|
47
|
-
SplitEmptyNamespace: true
|
48
|
-
BreakBeforeBinaryOperators: None
|
49
|
-
BreakBeforeBraces: Attach
|
50
|
-
BreakBeforeInheritanceComma: false
|
51
|
-
BreakInheritanceList: BeforeColon
|
52
|
-
BreakBeforeTernaryOperators: true
|
53
|
-
BreakConstructorInitializersBeforeComma: false
|
54
|
-
BreakConstructorInitializers: BeforeColon
|
55
|
-
BreakAfterJavaFieldAnnotations: false
|
56
|
-
BreakStringLiterals: true
|
57
|
-
ColumnLimit: 0
|
58
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...
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data/.husky/commit-msg
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