pnmatrix 1.2.4

data/lib/nmatrix/cruby/math.rb

@@ -0,0 +1,744 @@
+#--
+# = NMatrix
+#
+# A linear algebra library for scientific computation in Ruby.
+# NMatrix is part of SciRuby.
+#
+# NMatrix was originally inspired by and derived from NArray, by
+# Masahiro Tanaka: http://narray.rubyforge.org
+#
+# == Copyright Information
+#
+# SciRuby is Copyright (c) 2010 - 2014, Ruby Science Foundation
+# NMatrix is Copyright (c) 2012 - 2014, John Woods and the Ruby Science Foundation
+#
+# Please see LICENSE.txt for additional copyright notices.
+#
+# == Contributing
+#
+# By contributing source code to SciRuby, you agree to be bound by
+# our Contributor Agreement:
+#
+# * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
+#
+# == math.rb
+#
+# Math functionality for NMatrix, along with any NMatrix instance
+# methods that correspond to ATLAS/BLAS/LAPACK functions (e.g.,
+# laswp).
+#++
+
+class NMatrix
+
+  #
+  # call-seq:
+  #     getrf! -> Array
+  #
+  # LU factorization of a general M-by-N matrix +A+ using partial pivoting with
+  # row interchanges. The LU factorization is A = PLU, where P is a row permutation
+  # matrix, L is a lower triangular matrix with unit diagonals, and U is an upper
+  # triangular matrix (note that this convention is different from the
+  # clapack_getrf behavior, but matches the standard LAPACK getrf).
+  # +A+ is overwritten with the elements of L and U (the unit
+  # diagonal elements of L are not saved). P is not returned directly and must be
+  # constructed from the pivot array ipiv. The row indices in ipiv are indexed
+  # starting from 1.
+  # Only works for dense matrices.
+  #
+  # * *Returns* :
+  #   - The IPIV vector. The L and U matrices are stored in A.
+  # * *Raises* :
+  #   - +StorageTypeError+ -> ATLAS functions only work on dense matrices.
+  #
+  def getrf!
+    raise(StorageTypeError, "ATLAS functions only work on dense matrices") unless self.dense?
+
+    #For row-major matrices, clapack_getrf uses a different convention than
+    #described above (U has unit diagonal elements instead of L and columns
+    #are interchanged rather than rows). For column-major matrices, clapack
+    #uses the stanard conventions. So we just transpose the matrix before
+    #and after calling clapack_getrf.
+    #Unfortunately, this is not a very good way, uses a lot of memory.
+    temp = self.transpose
+    ipiv = NMatrix::LAPACK::clapack_getrf(:col, self.shape[0], self.shape[1], temp, self.shape[0])
+    temp = temp.transpose
+    self[0...self.shape[0], 0...self.shape[1]] = temp
+
+    #for some reason, in clapack_getrf, the indices in ipiv start from 0
+    #instead of 1 as in LAPACK.
+    ipiv.each_index { |i| ipiv[i]+=1 }
+
+    return ipiv
+  end
+
+  #
+  # call-seq:
+  #     geqrf! -> shape.min x 1 NMatrix
+  #
+  # QR factorization of a general M-by-N matrix +A+.
+  #
+  # The QR factorization is A = QR, where Q is orthogonal and R is Upper Triangular
+  # +A+ is overwritten with the elements of R and Q with Q being represented by the
+  # elements below A's diagonal and an array of scalar factors in the output NMatrix.
+  #
+  # The matrix Q is represented as a product of elementary reflectors
+  #     Q = H(1) H(2) . . . H(k), where k = min(m,n).
+  #
+  # Each H(i) has the form
+  #
+  #     H(i) = I - tau * v * v'
+  #
+  # http://www.netlib.org/lapack/explore-html/d3/d69/dgeqrf_8f.html
+  #
+  # Only works for dense matrices.
+  #
+  # * *Returns* :
+  #   - Vector TAU. Q and R are stored in A. Q is represented by TAU and A
+  # * *Raises* :
+  #   - +StorageTypeError+ -> LAPACK functions only work on dense matrices.
+  #
+  def geqrf!
+    # The real implementation is in lib/nmatrix/lapacke.rb
+    raise(NotImplementedError, "geqrf! requires the nmatrix-lapacke gem")
+  end
+
+  #
+  # call-seq:
+  #     ormqr(tau) -> NMatrix
+  #     ormqr(tau, side, transpose, c) -> NMatrix
+  #
+  # Returns the product Q * c or c * Q after a call to geqrf! used in QR factorization.
+  # +c+ is overwritten with the elements of the result NMatrix if supplied. Q is the orthogonal matrix
+  # represented by tau and the calling NMatrix
+  #
+  # Only works on float types, use unmqr for complex types.
+  #
+  # == Arguments
+  #
+  # * +tau+ - vector containing scalar factors of elementary reflectors
+  # * +side+ - direction of multiplication [:left, :right]
+  # * +transpose+ - apply Q with or without transpose [false, :transpose]
+  # * +c+ - NMatrix multplication argument that is overwritten, no argument assumes c = identity
+  #
+  # * *Returns* :
+  #
+  #   - Q * c or c * Q Where Q may be transposed before multiplication.
+  #
+  #
+  # * *Raises* :
+  #   - +StorageTypeError+ -> LAPACK functions only work on dense matrices.
+  #   - +TypeError+ -> Works only on floating point matrices, use unmqr for complex types
+  #   - +TypeError+ -> c must have the same dtype as the calling NMatrix
+  #
+  def ormqr(tau, side=:left, transpose=false, c=nil)
+    # The real implementation is in lib/nmatrix/lapacke.rb
+    raise(NotImplementedError, "ormqr requires the nmatrix-lapacke gem")
+
+  end
+
+  #
+  # call-seq:
+  #     unmqr(tau) -> NMatrix
+  #     unmqr(tau, side, transpose, c) -> NMatrix
+  #
+  # Returns the product Q * c or c * Q after a call to geqrf! used in QR factorization.
+  # +c+ is overwritten with the elements of the result NMatrix if it is supplied. Q is the orthogonal matrix
+  # represented by tau and the calling NMatrix
+  #
+  # Only works on complex types, use ormqr for float types.
+  #
+  # == Arguments
+  #
+  # * +tau+ - vector containing scalar factors of elementary reflectors
+  # * +side+ - direction of multiplication [:left, :right]
+  # * +transpose+ - apply Q as Q or its complex conjugate [false, :complex_conjugate]
+  # * +c+ - NMatrix multplication argument that is overwritten, no argument assumes c = identity
+  #
+  # * *Returns* :
+  #
+  #   - Q * c or c * Q Where Q may be transformed to its complex conjugate before multiplication.
+  #
+  #
+  # * *Raises* :
+  #   - +StorageTypeError+ -> LAPACK functions only work on dense matrices.
+  #   - +TypeError+ -> Works only on floating point matrices, use unmqr for complex types
+  #   - +TypeError+ -> c must have the same dtype as the calling NMatrix
+  #
+  def unmqr(tau, side=:left, transpose=false, c=nil)
+    # The real implementation is in lib/nmatrix/lapacke.rb
+    raise(NotImplementedError, "unmqr requires the nmatrix-lapacke gem")
+  end
+
+  #
+  # call-seq:
+  #     potrf!(upper_or_lower) -> NMatrix
+  #
+  # Cholesky factorization of a symmetric positive-definite matrix -- or, if complex,
+  # a Hermitian positive-definite matrix +A+.
+  # The result will be written in either the upper or lower triangular portion of the
+  # matrix, depending on whether the argument is +:upper+ or +:lower+.
+  # Also the function only reads in the upper or lower part of the matrix,
+  # so it doesn't actually have to be symmetric/Hermitian.
+  # However, if the matrix (i.e. the symmetric matrix implied by the lower/upper
+  # half) is not positive-definite, the function will return nonsense.
+  #
+  # This functions requires either the nmatrix-atlas or nmatrix-lapacke gem
+  # installed.
+  #
+  # * *Returns* :
+  #   the triangular portion specified by the parameter
+  # * *Raises* :
+  #   - +StorageTypeError+ -> ATLAS functions only work on dense matrices.
+  #   - +ShapeError+ -> Must be square.
+  #   - +NotImplementedError+ -> If called without nmatrix-atlas or nmatrix-lapacke gem
+  #
+  def potrf!(which)
+    # The real implementation is in the plugin files.
+    raise(NotImplementedError, "potrf! requires either the nmatrix-atlas or nmatrix-lapacke gem")
+  end
+
+  def potrf_upper!
+    potrf! :upper
+  end
+
+  def potrf_lower!
+    potrf! :lower
+  end
+
+
+  #
+  # call-seq:
+  #     factorize_cholesky -> [upper NMatrix, lower NMatrix]
+  #
+  # Calculates the Cholesky factorization of a matrix and returns the
+  # upper and lower matrices such that A=LU and L=U*, where * is
+  # either the transpose or conjugate transpose.
+  #
+  # Unlike potrf!, this makes method requires that the original is matrix is
+  # symmetric or Hermitian. However, it is still your responsibility to make
+  # sure it is positive-definite.
+  def factorize_cholesky
+    raise "Matrix must be symmetric/Hermitian for Cholesky factorization" unless self.hermitian?
+    l = self.clone.potrf_lower!.tril!
+    u = l.conjugate_transpose
+    [u,l]
+  end
+
+  #
+  # call-seq:
+  #     factorize_lu -> ...
+  #
+  # LU factorization of a matrix. Optionally return the permutation matrix.
+  #   Note that computing the permutation matrix will introduce a slight memory
+  #   and time overhead.
+  #
+  # == Arguments
+  #
+  # +with_permutation_matrix+ - If set to *true* will return the permutation
+  #   matrix alongwith the LU factorization as a second return value.
+  #
+  def factorize_lu with_permutation_matrix=nil
+    raise(NotImplementedError, "only implemented for dense storage") unless self.stype == :dense
+    raise(NotImplementedError, "matrix is not 2-dimensional") unless self.dimensions == 2
+
+    t     = self.clone
+    pivot = t.getrf!
+    return t unless with_permutation_matrix
+
+    [t, FactorizeLUMethods.permutation_matrix_from(pivot)]
+  end
+
+  #
+  # call-seq:
+  #     factorize_qr -> [Q,R]
+  #
+  # QR factorization of a matrix without column pivoting.
+  # Q is orthogonal and R is upper triangular if input is square or upper trapezoidal if
+  # input is rectangular.
+  #
+  # Only works for dense matrices.
+  #
+  # * *Returns* :
+  #   - Array containing Q and R matrices
+  #
+  # * *Raises* :
+  #   - +StorageTypeError+ -> only implemented for desnse storage.
+  #   - +ShapeError+ -> Input must be a 2-dimensional matrix to have a QR decomposition.
+  #
+  def factorize_qr
+    raise(NotImplementedError, "only implemented for dense storage") unless self.stype == :dense
+    raise(ShapeError, "Input must be a 2-dimensional matrix to have a QR decomposition") unless self.dim == 2
+
+    rows, columns = self.shape
+    r = self.clone
+    tau =  r.geqrf!
+
+    #Obtain Q
+    q = self.complex_dtype? ? r.unmqr(tau) : r.ormqr(tau)
+
+    #Obtain R
+    if rows <= columns
+      r.upper_triangle!
+    #Need to account for upper trapezoidal structure if R is a tall rectangle (rows > columns)
+    else
+      r[0...columns, 0...columns].upper_triangle!
+      r[columns...rows, 0...columns] = 0
+    end
+
+    [q,r]
+  end
+
+  # Solve the matrix equation AX = B, where A is +self+, B is the first
+  # argument, and X is returned. A must be a nxn square matrix, while B must be
+  # nxm. Only works with dense matrices and non-integer, non-object data types.
+  #
+  # == Arguments
+  #
+  # * +b+ - the right hand side
+  #
+  # == Options
+  #
+  # * +form+ - Signifies the form of the matrix A in the linear system AX=B.
+  #   If not set then it defaults to +:general+, which uses an LU solver.
+  #   Other possible values are +:lower_tri+, +:upper_tri+ and +:pos_def+ (alternatively,
+  #   non-abbreviated symbols +:lower_triangular+, +:upper_triangular+,
+  #   and +:positive_definite+ can be used.
+  #   If +:lower_tri+ or +:upper_tri+ is set, then a specialized linear solver for linear
+  #   systems AX=B with a lower or upper triangular matrix A is used. If +:pos_def+ is chosen,
+  #   then the linear system is solved via the Cholesky factorization.
+  #   Note that when +:lower_tri+ or +:upper_tri+ is used, then the algorithm just assumes that
+  #   all entries in the lower/upper triangle of the matrix are zeros without checking (which
+  #   can be useful in certain applications).
+  #
+  #
+  # == Usage
+  #
+  #   a = NMatrix.new [2,2], [3,1,1,2], dtype: dtype
+  #   b = NMatrix.new [2,1], [9,8], dtype: dtype
+  #   a.solve(b)
+  #
+  #   # solve an upper triangular linear system more efficiently:
+  #   require 'benchmark'
+  #   require 'nmatrix/lapacke'
+  #   rand_mat = NMatrix.random([10000, 10000], dtype: :float64)
+  #   a = rand_mat.triu
+  #   b = NMatrix.random([10000, 10], dtype: :float64)
+  #   Benchmark.bm(10) do |bm|
+  #     bm.report('general') { a.solve(b) }
+  #     bm.report('upper_tri') { a.solve(b, form: :upper_tri) }
+  #   end
+  #   #                   user     system      total        real
+  #   #  general     73.170000   0.670000  73.840000 ( 73.810086)
+  #   #  upper_tri    0.180000   0.000000   0.180000 (  0.182491)
+  #
+  def solve(b, opts = {})
+    raise(ShapeError, "Must be called on square matrix") unless self.dim == 2 && self.shape[0] == self.shape[1]
+    raise(ShapeError, "number of rows of b must equal number of cols of self") if
+      self.shape[1] != b.shape[0]
+    raise(ArgumentError, "only works with dense matrices") if self.stype != :dense
+    raise(ArgumentError, "only works for non-integer, non-object dtypes") if
+      integer_dtype? or object_dtype? or b.integer_dtype? or b.object_dtype?
+
+    opts = { form: :general }.merge(opts)
+    x    = b.clone
+    n    = self.shape[0]
+    nrhs = b.shape[1]
+
+    case opts[:form]
+    when :general
+      clone = self.clone
+      ipiv = NMatrix::LAPACK.clapack_getrf(:row, n, n, clone, n)
+      # When we call clapack_getrs with :row, actually only the first matrix
+      # (i.e. clone) is interpreted as row-major, while the other matrix (x)
+      # is interpreted as column-major. See here: http://math-atlas.sourceforge.net/faq.html#RowSolve
+      # So we must transpose x before and after
+      # calling it.
+      x = x.transpose
+      NMatrix::LAPACK.clapack_getrs(:row, :no_transpose, n, nrhs, clone, n, ipiv, x, n)
+      x.transpose
+    when :upper_tri, :upper_triangular
+      raise(ArgumentError, "upper triangular solver does not work with complex dtypes") if
+        complex_dtype? or b.complex_dtype?
+      # this is the correct function call; see https://github.com/SciRuby/nmatrix/issues/374
+      NMatrix::BLAS::cblas_trsm(:row, :left, :upper, false, :nounit, n, nrhs, 1.0, self, n, x, nrhs)
+      x
+    when :lower_tri, :lower_triangular
+      raise(ArgumentError, "lower triangular solver does not work with complex dtypes") if
+        complex_dtype? or b.complex_dtype?
+      NMatrix::BLAS::cblas_trsm(:row, :left, :lower, false, :nounit, n, nrhs, 1.0, self, n, x, nrhs)
+      x
+    when :pos_def, :positive_definite
+      u, l = self.factorize_cholesky
+      z = l.solve(b, form: :lower_tri)
+      u.solve(z, form: :upper_tri)
+    else
+      raise(ArgumentError, "#{opts[:form]} is not a valid form option")
+    end
+  end
+
+  #
+  # call-seq:
+  #     least_squares(b) -> NMatrix
+  #     least_squares(b, tolerance: 10e-10) -> NMatrix
+  #
+  # Provides the linear least squares approximation of an under-determined system
+  # using QR factorization provided that the matrix is not rank-deficient.
+  #
+  # Only works for dense matrices.
+  #
+  # * *Arguments* :
+  #   - +b+ -> The solution column vector NMatrix of A * X = b.
+  #   - +tolerance:+ -> Absolute tolerance to check if a diagonal element in A = QR is near 0
+  #
+  # * *Returns* :
+  #   - NMatrix that is a column vector with the LLS solution
+  #
+  # * *Raises* :
+  #   - +ArgumentError+ -> least squares approximation only works for non-complex types
+  #   - +ShapeError+ -> system must be under-determined ( rows > columns )
+  #
+  # Examples :-
+  #
+  #   a = NMatrix.new([3,2], [2.0, 0, -1, 1, 0, 2])
+  #
+  #   b = NMatrix.new([3,1], [1.0, 0, -1])
+  #
+  #   a.least_squares(b)
+  #     =>[
+  #         [ 0.33333333333333326 ]
+  #         [ -0.3333333333333334 ]
+  #       ]
+  #
+  def least_squares(b, tolerance: 10e-6)
+    raise(ArgumentError, "least squares approximation only works for non-complex types") if
+      self.complex_dtype?
+
+    rows, columns = self.shape
+
+    raise(ShapeError, "system must be under-determined ( rows > columns )") unless
+      rows > columns
+
+    #Perform economical QR factorization
+    r = self.clone
+    tau = r.geqrf!
+    q_transpose_b = r.ormqr(tau, :left, :transpose, b)
+
+    #Obtain R from geqrf! intermediate
+    r[0...columns, 0...columns].upper_triangle!
+    r[columns...rows, 0...columns] = 0
+
+    diagonal = r.diagonal
+
+    raise(ArgumentError, "rank deficient matrix") if diagonal.any? { |x| x == 0 }
+
+    if diagonal.any? { |x| x.abs < tolerance }
+      warn "warning: A diagonal element of R in A = QR is close to zero ;" <<
+           " indicates a possible loss of precision"
+    end
+
+    # Transform the system A * X = B to R1 * X = B2 where B2 = Q1_t * B
+    r1 = r[0...columns, 0...columns]
+    b2 = q_transpose_b[0...columns]
+
+    nrhs = b2.shape[1]
+
+    #Solve the upper triangular system
+    NMatrix::BLAS::cblas_trsm(:row, :left, :upper, false, :nounit, r1.shape[0], nrhs, 1.0, r1, r1.shape[0], b2, nrhs)
+    b2
+  end
+
+  #
+  # call-seq:
+  #     gesvd! -> [u, sigma, v_transpose]
+  #     gesvd! -> [u, sigma, v_conjugate_transpose] # complex
+  #
+  # Compute the singular value decomposition of a matrix using LAPACK's GESVD function.
+  # This is destructive, modifying the source NMatrix.  See also #gesdd.
+  #
+  # Optionally accepts a +workspace_size+ parameter, which will be honored only if it is larger than what LAPACK
+  # requires.
+  #
+  def gesvd!(workspace_size=1)
+    NMatrix::LAPACK::gesvd(self, workspace_size)
+  end
+
+  #
+  # call-seq:
+  #     gesvd -> [u, sigma, v_transpose]
+  #     gesvd -> [u, sigma, v_conjugate_transpose] # complex
+  #
+  # Compute the singular value decomposition of a matrix using LAPACK's GESVD function.
+  #
+  # Optionally accepts a +workspace_size+ parameter, which will be honored only if it is larger than what LAPACK
+  # requires.
+  #
+  def gesvd(workspace_size=1)
+    self.clone.gesvd!(workspace_size)
+  end
+
+
+
+  #
+  # call-seq:
+  #     gesdd! -> [u, sigma, v_transpose]
+  #     gesdd! -> [u, sigma, v_conjugate_transpose] # complex
+  #
+  # Compute the singular value decomposition of a matrix using LAPACK's GESDD function. This uses a divide-and-conquer
+  # strategy. This is destructive, modifying the source NMatrix.  See also #gesvd.
+  #
+  # Optionally accepts a +workspace_size+ parameter, which will be honored only if it is larger than what LAPACK
+  # requires.
+  #
+  def gesdd!(workspace_size=nil)
+    NMatrix::LAPACK::gesdd(self, workspace_size)
+  end
+
+  #
+  # call-seq:
+  #     gesdd -> [u, sigma, v_transpose]
+  #     gesdd -> [u, sigma, v_conjugate_transpose] # complex
+  #
+  # Compute the singular value decomposition of a matrix using LAPACK's GESDD function. This uses a divide-and-conquer
+  # strategy. See also #gesvd.
+  #
+  # Optionally accepts a +workspace_size+ parameter, which will be honored only if it is larger than what LAPACK
+  # requires.
+  #
+  def gesdd(workspace_size=nil)
+    self.clone.gesdd!(workspace_size)
+  end
+
+  #
+  # call-seq:
+  #     laswp!(ary) -> NMatrix
+  #
+  # In-place permute the columns of a dense matrix using LASWP according to the order given as an array +ary+.
+  #
+  # If +:convention+ is +:lapack+, then +ary+ represents a sequence of pair-wise permutations which are
+  # performed successively. That is, the i'th entry of +ary+ is the index of the column to swap
+  # the i'th column with, having already applied all earlier swaps.
+  #
+  # If +:convention+ is +:intuitive+, then +ary+ represents the order of columns after the permutation.
+  # That is, the i'th entry of +ary+ is the index of the column that will be in position i after the
+  # reordering (Matlab-like behaviour). This is the default.
+  #
+  # Not yet implemented for yale or list.
+  #
+  # == Arguments
+  #
+  # * +ary+ - An Array specifying the order of the columns. See above for details.
+  #
+  # == Options
+  #
+  # * +:covention+ - Possible values are +:lapack+ and +:intuitive+. Default is +:intuitive+. See above for details.
+  #
+  def laswp!(ary, opts={})
+    raise(StorageTypeError, "ATLAS functions only work on dense matrices") unless self.dense?
+    opts = { convention: :intuitive }.merge(opts)
+
+    if opts[:convention] == :intuitive
+      if ary.length != ary.uniq.length
+        raise(ArgumentError, "No duplicated entries in the order array are allowed under convention :intuitive")
+      end
+      n = self.shape[1]
+      p = []
+      order = (0...n).to_a
+      0.upto(n-2) do |i|
+        p[i] = order.index(ary[i])
+        order[i], order[p[i]] = order[p[i]], order[i]
+      end
+      p[n-1] = n-1
+    else
+      p = ary
+    end
+
+    NMatrix::LAPACK::laswp(self, p)
+  end
+
+  #
+  # call-seq:
+  #     laswp(ary) -> NMatrix
+  #
+  # Permute the columns of a dense matrix using LASWP according to the order given in an array +ary+.
+  #
+  # If +:convention+ is +:lapack+, then +ary+ represents a sequence of pair-wise permutations which are
+  # performed successively. That is, the i'th entry of +ary+ is the index of the column to swap
+  # the i'th column with, having already applied all earlier swaps. This is the default.
+  #
+  # If +:convention+ is +:intuitive+, then +ary+ represents the order of columns after the permutation.
+  # That is, the i'th entry of +ary+ is the index of the column that will be in position i after the
+  # reordering (Matlab-like behaviour).
+  #
+  # Not yet implemented for yale or list.
+  #
+  # == Arguments
+  #
+  # * +ary+ - An Array specifying the order of the columns. See above for details.
+  #
+  # == Options
+  #
+  # * +:covention+ - Possible values are +:lapack+ and +:intuitive+. Default is +:lapack+. See above for details.
+  #
+  def laswp(ary, opts={})
+    self.clone.laswp!(ary, opts)
+  end
+
+  #
+  # call-seq:
+  #     det -> determinant
+  #
+  # Calculate the determinant by way of LU decomposition. This is accomplished
+  # using clapack_getrf, and then by taking the product of the diagonal elements. There is a
+  # risk of underflow/overflow.
+  #
+  # There are probably also more efficient ways to calculate the determinant.
+  # This method requires making a copy of the matrix, since clapack_getrf
+  # modifies its input.
+  #
+  # For smaller matrices, you may be able to use +#det_exact+.
+  #
+  # This function is guaranteed to return the same type of data in the matrix
+  # upon which it is called.
+  #
+  # Integer matrices are converted to floating point matrices for the purposes of
+  # performing the calculation, as xGETRF can't work on integer matrices.
+  #
+  # * *Returns* :
+  #   - The determinant of the matrix. It's the same type as the matrix's dtype.
+  # * *Raises* :
+  #   - +ShapeError+ -> Must be used on square matrices.
+  #
+  def det
+    raise(ShapeError, "determinant can be calculated only for square matrices") unless self.dim == 2 && self.shape[0] == self.shape[1]
+
+    # Cast to a dtype for which getrf is implemented
+    new_dtype = self.integer_dtype? ? :float64 : self.dtype
+    copy = self.cast(:dense, new_dtype)
+
+    # Need to know the number of permutations. We'll add up the diagonals of
+    # the factorized matrix.
+    pivot = copy.getrf!
+
+    num_perm = 0 #number of permutations
+    pivot.each_with_index do |swap, i|
+      #pivot indexes rows starting from 1, instead of 0, so need to subtract 1 here
+      num_perm += 1 if swap-1 != i
+    end
+    prod = num_perm % 2 == 1 ? -1 : 1 # odd permutations => negative
+    [shape[0],shape[1]].min.times do |i|
+      prod *= copy[i,i]
+    end
+
+    # Convert back to an integer if necessary
+    new_dtype != self.dtype ? prod.round : prod #prevent rounding errors
+  end
+
+  #
+  # call-seq:
+  #     complex_conjugate -> NMatrix
+  #     complex_conjugate(new_stype) -> NMatrix
+  #
+  # Get the complex conjugate of this matrix. See also complex_conjugate! for
+  # an in-place operation (provided the dtype is already +:complex64+ or
+  # +:complex128+).
+  #
+  # Doesn't work on list matrices, but you can optionally pass in the stype you
+  # want to cast to if you're dealing with a list matrix.
+  #
+  # * *Arguments* :
+  #   - +new_stype+ -> stype for the new matrix.
+  # * *Returns* :
+  #   - If the original NMatrix isn't complex, the result is a +:complex128+ NMatrix. Otherwise, it's the original dtype.
+  #
+  def complex_conjugate(new_stype = self.stype)
+    self.cast(new_stype, NMatrix::upcast(dtype, :complex64)).complex_conjugate!
+  end
+
+  #
+  # call-seq:
+  #     conjugate_transpose -> NMatrix
+  #
+  # Calculate the conjugate transpose of a matrix. If your dtype is already
+  # complex, this should only require one copy (for the transpose).
+  #
+  # * *Returns* :
+  #   - The conjugate transpose of the matrix as a copy.
+  #
+  def conjugate_transpose
+    self.transpose.complex_conjugate!
+  end
+
+  #
+  # call-seq:
+  #     absolute_sum -> Numeric
+  #
+  # == Arguments
+  #   - +incx+ -> the skip size (defaults to 1, no skip)
+  #   - +n+ -> the number of elements to include
+  #
+  # Return the sum of the contents of the vector. This is the BLAS asum routine.
+  def asum incx=1, n=nil
+    if self.shape == [1]
+      return self[0].abs unless self.complex_dtype?
+      return self[0].real.abs + self[0].imag.abs
+    end
+    return method_missing(:asum, incx, n) unless vector?
+    NMatrix::BLAS::asum(self, incx, self.size / incx)
+  end
+  alias :absolute_sum :asum
+
+  #
+  # call-seq:
+  #     norm2 -> Numeric
+  #
+  # == Arguments
+  #   - +incx+ -> the skip size (defaults to 1, no skip)
+  #   - +n+ -> the number of elements to include
+  #
+  # Return the 2-norm of the vector. This is the BLAS nrm2 routine.
+  def nrm2 incx=1, n=nil
+    return method_missing(:nrm2, incx, n) unless vector?
+    NMatrix::BLAS::nrm2(self, incx, self.size / incx)
+  end
+  alias :norm2 :nrm2
+
+  #
+  # call-seq:
+  #     scale! -> NMatrix
+  #
+  # == Arguments
+  #   - +alpha+ -> Scalar value used in the operation.
+  #   - +inc+ -> Increment used in the scaling function. Should generally be 1.
+  #   - +n+ -> Number of elements of +vector+.
+  #
+  # This is a destructive method, modifying the source NMatrix.  See also #scale.
+  # Return the scaling result of the matrix. BLAS scal will be invoked if provided.
+
+  def scale!(alpha, incx=1, n=nil)
+    raise(DataTypeError, "Incompatible data type for the scaling factor") unless
+        NMatrix::upcast(self.dtype, NMatrix::min_dtype(alpha)) == self.dtype
+    return NMatrix::BLAS::scal(alpha, self, incx, self.size / incx) if NMatrix::BLAS.method_defined? :scal
+    self.each_stored_with_indices do |e, *i|
+      self[*i] = e*alpha
+    end
+  end
+
+  #
+  # call-seq:
+  #     scale -> NMatrix
+  #
+  # == Arguments
+  #   - +alpha+ -> Scalar value used in the operation.
+  #   - +inc+ -> Increment used in the scaling function. Should generally be 1.
+  #   - +n+ -> Number of elements of +vector+.
+  #
+  # Return the scaling result of the matrix. BLAS scal will be invoked if provided.
+
+  def scale(alpha, incx=1, n=nil)
+    return self.clone.scale!(alpha, incx, n)
+  end
+
+  alias :permute_columns  :laswp
+  alias :permute_columns! :laswp!
+
+end