pnmatrix 1.2.4

data/lib/nmatrix/lapack_core.rb

@@ -0,0 +1,181 @@
+#--
+# = 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
+#
+# == lapack_core.rb
+#
+# This file contains friendlier interfaces to LAPACK functions
+# implemented in C.
+# This file is only for functions available with the core nmatrix gem
+# (no external libraries needed).
+#
+# Note: most of these functions are borrowed from ATLAS, which is available under a BSD-
+# style license.
+#++
+
+class NMatrix
+
+  module LAPACK
+
+    #Add functions from C extension to main LAPACK module
+    class << self
+      NMatrix::Internal::LAPACK.singleton_methods.each do |m|
+        define_method m, NMatrix::Internal::LAPACK.method(m).to_proc
+      end
+    end
+
+    class << self
+      # Solve the matrix equation AX = B, where A is a symmetric (or Hermitian)
+      # positive-definite matrix. If A is a nxn matrix, B must be mxn.
+      # Depending on the value of uplo, only the upper or lower half of +a+
+      # is read.
+      # This uses the Cholesky decomposition so it should be faster than
+      # the generic NMatrix#solve method.
+      # Doesn't modify inputs.
+      # Requires either the nmatrix-atlas or nmatrix-lapacke gem.
+      # * *Arguments* :
+      #   - +uplo+ -> Either +:upper+ or +:lower+. Specifies which half of +a+ to read.
+      #   - +a+ -> The matrix A.
+      #   - +b+ -> The right-hand side B.
+      # * *Returns* :
+      #   - The solution X
+      def posv(uplo, a, b)
+        raise(NotImplementedError, "Either the nmatrix-atlas or nmatrix-lapacke gem must be installed to use posv")
+      end
+
+      #     laswp(matrix, ipiv) -> NMatrix
+      #
+      # Permute the columns of a matrix (in-place) according to the Array +ipiv+.
+      #
+      def laswp(matrix, ipiv)
+        raise(ArgumentError, "expected NMatrix for argument 0") unless matrix.is_a?(NMatrix)
+        raise(StorageTypeError, "LAPACK functions only work on :dense NMatrix instances") unless matrix.stype == :dense
+        raise(ArgumentError, "expected Array ipiv to have no more entries than NMatrix a has columns") if ipiv.size > matrix.shape[1]
+
+        clapack_laswp(matrix.shape[0], matrix, matrix.shape[1], 0, ipiv.size-1, ipiv, 1)
+      end
+
+      def alloc_svd_result(matrix)
+        [
+          NMatrix.new(matrix.shape[0], dtype: matrix.dtype),
+          NMatrix.new([[matrix.shape[0],matrix.shape[1]].min,1], dtype: matrix.abs_dtype),
+          NMatrix.new(matrix.shape[1], dtype: matrix.dtype)
+        ]
+      end
+
+
+      #
+      # call-seq:
+      #     gesvd(matrix) -> [u, sigma, v_transpose]
+      #     gesvd(matrix) -> [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.
+      #
+      # Requires either the nmatrix-lapacke or nmatrix-atlas gem.
+      #
+      def gesvd(matrix, workspace_size=1)
+        raise(NotImplementedError,"gesvd requires either the nmatrix-atlas or nmatrix-lapacke gem")
+      end
+
+      #
+      # call-seq:
+      #     gesdd(matrix) -> [u, sigma, v_transpose]
+      #     gesdd(matrix) -> [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.
+      #
+      # Requires either the nmatrix-lapacke or nmatrix-atlas gem.
+      #
+      def gesdd(matrix, workspace_size=nil)
+        raise(NotImplementedError,"gesvd requires either the nmatrix-atlas or nmatrix-lapacke gem")
+      end
+
+      #
+      # call-seq:
+      #     geev(matrix) -> [eigenvalues, left_eigenvectors, right_eigenvectors]
+      #     geev(matrix, :left) -> [eigenvalues, left_eigenvectors]
+      #     geev(matrix, :right) -> [eigenvalues, right_eigenvectors]
+      #
+      # Perform eigenvalue decomposition on a matrix using LAPACK's xGEEV function.
+      #
+      # +eigenvalues+ is a n-by-1 NMatrix containing the eigenvalues.
+      #
+      # +right_eigenvalues+ is a n-by-n matrix such that its j'th column
+      # contains the (right) eigenvalue of +matrix+ corresponding
+      # to the j'th eigenvalue.
+      # This means that +matrix+ = RDR^(-1),
+      # where R is +right_eigenvalues+ and D is the diagonal matrix formed
+      # from +eigenvalues+.
+      #
+      # +left_eigenvalues+ is n-by-n and its columns are the left
+      # eigenvalues of +matrix+, using the {definition of left eigenvalue
+      # from LAPACK}[https://software.intel.com/en-us/node/521147].
+      #
+      # For real dtypes, +eigenvalues+ and the eigenvector matrices
+      # will be complex if and only if +matrix+ has complex eigenvalues.
+      #
+      # Only available if nmatrix-lapack or nmatrix-atlas is installed.
+      #
+      def geev(matrix, which=:both)
+        raise(NotImplementedError, "geev requires either the nmatrix-atlas or nmatrix-lapack gem")
+      end
+
+      # The following are functions that used to be implemented in C, but
+      # now require nmatrix-atlas to run properly, so we can just
+      # implemented their stubs in Ruby.
+      def lapack_gesvd(jobu, jobvt, m, n, a, lda, s, u, ldu, vt, ldvt, lwork)
+        raise(NotImplementedError,"lapack_gesvd requires the nmatrix-atlas gem")
+      end
+
+      def lapack_gesdd(jobz, m, n, a, lda, s, u, ldu, vt, ldvt, lwork)
+        raise(NotImplementedError,"lapack_gesdd requires the nmatrix-atlas gem")
+      end
+
+      def lapack_geev(jobvl, jobvr, n, a, lda, w, wi, vl, ldvl, vr, ldvr, lwork)
+        raise(NotImplementedError,"lapack_geev requires the nmatrix-atlas gem")
+      end
+
+      def clapack_potrf(order, uplo, n, a, lda)
+        raise(NotImplementedError,"clapack_potrf requires the nmatrix-atlas gem")
+      end
+
+      def clapack_potri(order, uplo, n, a, lda)
+        raise(NotImplementedError,"clapack_potri requires the nmatrix-atlas gem")
+      end
+
+      def clapack_potrs(order, uplo, n, nrhs, a, lda, b, ldb)
+        raise(NotImplementedError,"clapack_potrs requires the nmatrix-atlas gem")
+      end
+
+      def clapack_getri(order, n, a, lda, ipiv)
+        raise(NotImplementedError,"clapack_getri requires the nmatrix-atlas gem")
+      end
+    end
+  end
+end

data/lib/nmatrix/lapack_plugin.rb

@@ -0,0 +1,44 @@
+#--
+# = 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
+#
+# == lapack_plugin.rb
+#
+# This file `require`s either nmatrix-atlas or nmatrix-lapacke depending on which
+# is available.
+#
+# The idea is that if a developer wants to use a LAPACK feature which is provided
+# by both of these gems (e.g. NMatrix#potrf! or NMatrix::LAPACK.geev),
+# but doesn't care which one is installed, they can
+# just `require 'nmatrix/lapack_plugin'` rather than having to choose between
+# `require 'nmatrix/lapacke'` or `require 'nmatrix/lapacke'` 
+#++
+
+begin
+  require 'nmatrix/atlas'
+rescue LoadError
+  begin
+    require 'nmatrix/lapacke'
+  rescue LoadError
+    raise(LoadError,"Either nmatrix-atlas or nmatrix-lapacke must be installed")
+  end
+end