pnmatrix 1.2.4
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- checksums.yaml +7 -0
- data/ext/nmatrix/binary_format.txt +53 -0
- data/ext/nmatrix/data/complex.h +388 -0
- data/ext/nmatrix/data/data.cpp +274 -0
- data/ext/nmatrix/data/data.h +651 -0
- data/ext/nmatrix/data/meta.h +64 -0
- data/ext/nmatrix/data/ruby_object.h +386 -0
- data/ext/nmatrix/extconf.rb +70 -0
- data/ext/nmatrix/math/asum.h +99 -0
- data/ext/nmatrix/math/cblas_enums.h +36 -0
- data/ext/nmatrix/math/cblas_templates_core.h +507 -0
- data/ext/nmatrix/math/gemm.h +241 -0
- data/ext/nmatrix/math/gemv.h +178 -0
- data/ext/nmatrix/math/getrf.h +255 -0
- data/ext/nmatrix/math/getrs.h +121 -0
- data/ext/nmatrix/math/imax.h +82 -0
- data/ext/nmatrix/math/laswp.h +165 -0
- data/ext/nmatrix/math/long_dtype.h +62 -0
- data/ext/nmatrix/math/magnitude.h +54 -0
- data/ext/nmatrix/math/math.h +751 -0
- data/ext/nmatrix/math/nrm2.h +165 -0
- data/ext/nmatrix/math/rot.h +117 -0
- data/ext/nmatrix/math/rotg.h +106 -0
- data/ext/nmatrix/math/scal.h +71 -0
- data/ext/nmatrix/math/trsm.h +336 -0
- data/ext/nmatrix/math/util.h +162 -0
- data/ext/nmatrix/math.cpp +1368 -0
- data/ext/nmatrix/nm_memory.h +60 -0
- data/ext/nmatrix/nmatrix.cpp +285 -0
- data/ext/nmatrix/nmatrix.h +476 -0
- data/ext/nmatrix/ruby_constants.cpp +151 -0
- data/ext/nmatrix/ruby_constants.h +106 -0
- data/ext/nmatrix/ruby_nmatrix.c +3130 -0
- data/ext/nmatrix/storage/common.cpp +77 -0
- data/ext/nmatrix/storage/common.h +183 -0
- data/ext/nmatrix/storage/dense/dense.cpp +1096 -0
- data/ext/nmatrix/storage/dense/dense.h +129 -0
- data/ext/nmatrix/storage/list/list.cpp +1628 -0
- data/ext/nmatrix/storage/list/list.h +138 -0
- data/ext/nmatrix/storage/storage.cpp +730 -0
- data/ext/nmatrix/storage/storage.h +99 -0
- data/ext/nmatrix/storage/yale/class.h +1139 -0
- data/ext/nmatrix/storage/yale/iterators/base.h +143 -0
- data/ext/nmatrix/storage/yale/iterators/iterator.h +131 -0
- data/ext/nmatrix/storage/yale/iterators/row.h +450 -0
- data/ext/nmatrix/storage/yale/iterators/row_stored.h +140 -0
- data/ext/nmatrix/storage/yale/iterators/row_stored_nd.h +169 -0
- data/ext/nmatrix/storage/yale/iterators/stored_diagonal.h +124 -0
- data/ext/nmatrix/storage/yale/math/transpose.h +110 -0
- data/ext/nmatrix/storage/yale/yale.cpp +2074 -0
- data/ext/nmatrix/storage/yale/yale.h +203 -0
- data/ext/nmatrix/types.h +55 -0
- data/ext/nmatrix/util/io.cpp +279 -0
- data/ext/nmatrix/util/io.h +115 -0
- data/ext/nmatrix/util/sl_list.cpp +627 -0
- data/ext/nmatrix/util/sl_list.h +144 -0
- data/ext/nmatrix/util/util.h +78 -0
- data/lib/nmatrix/blas.rb +378 -0
- data/lib/nmatrix/cruby/math.rb +744 -0
- data/lib/nmatrix/enumerate.rb +253 -0
- data/lib/nmatrix/homogeneous.rb +241 -0
- data/lib/nmatrix/io/fortran_format.rb +138 -0
- data/lib/nmatrix/io/harwell_boeing.rb +221 -0
- data/lib/nmatrix/io/market.rb +263 -0
- data/lib/nmatrix/io/point_cloud.rb +189 -0
- data/lib/nmatrix/jruby/decomposition.rb +24 -0
- data/lib/nmatrix/jruby/enumerable.rb +13 -0
- data/lib/nmatrix/jruby/error.rb +4 -0
- data/lib/nmatrix/jruby/math.rb +501 -0
- data/lib/nmatrix/jruby/nmatrix_java.rb +840 -0
- data/lib/nmatrix/jruby/operators.rb +283 -0
- data/lib/nmatrix/jruby/slice.rb +264 -0
- data/lib/nmatrix/lapack_core.rb +181 -0
- data/lib/nmatrix/lapack_plugin.rb +44 -0
- data/lib/nmatrix/math.rb +953 -0
- data/lib/nmatrix/mkmf.rb +100 -0
- data/lib/nmatrix/monkeys.rb +137 -0
- data/lib/nmatrix/nmatrix.rb +1172 -0
- data/lib/nmatrix/rspec.rb +75 -0
- data/lib/nmatrix/shortcuts.rb +1163 -0
- data/lib/nmatrix/version.rb +39 -0
- data/lib/nmatrix/yale_functions.rb +118 -0
- data/lib/nmatrix.rb +28 -0
- data/spec/00_nmatrix_spec.rb +892 -0
- data/spec/01_enum_spec.rb +196 -0
- data/spec/02_slice_spec.rb +407 -0
- data/spec/03_nmatrix_monkeys_spec.rb +80 -0
- data/spec/2x2_dense_double.mat +0 -0
- data/spec/4x4_sparse.mat +0 -0
- data/spec/4x5_dense.mat +0 -0
- data/spec/blas_spec.rb +215 -0
- data/spec/elementwise_spec.rb +311 -0
- data/spec/homogeneous_spec.rb +100 -0
- data/spec/io/fortran_format_spec.rb +88 -0
- data/spec/io/harwell_boeing_spec.rb +98 -0
- data/spec/io/test.rua +9 -0
- data/spec/io_spec.rb +159 -0
- data/spec/lapack_core_spec.rb +482 -0
- data/spec/leakcheck.rb +16 -0
- data/spec/math_spec.rb +1363 -0
- data/spec/nmatrix_yale_resize_test_associations.yaml +2802 -0
- data/spec/nmatrix_yale_spec.rb +286 -0
- data/spec/rspec_monkeys.rb +56 -0
- data/spec/rspec_spec.rb +35 -0
- data/spec/shortcuts_spec.rb +474 -0
- data/spec/slice_set_spec.rb +162 -0
- data/spec/spec_helper.rb +172 -0
- data/spec/stat_spec.rb +214 -0
- data/spec/test.pcd +20 -0
- data/spec/utm5940.mtx +83844 -0
- metadata +295 -0
data/spec/math_spec.rb
ADDED
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# = NMatrix
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#
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# A linear algebra library for scientific computation in Ruby.
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# NMatrix is part of SciRuby.
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#
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# NMatrix was originally inspired by and derived from NArray, by
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# Masahiro Tanaka: http://narray.rubyforge.org
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#
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# == Copyright Information
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#
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# SciRuby is Copyright (c) 2010 - 2014, Ruby Science Foundation
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# NMatrix is Copyright (c) 2012 - 2014, John Woods and the Ruby Science Foundation
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#
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# Please see LICENSE.txt for additional copyright notices.
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#
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# == Contributing
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#
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# By contributing source code to SciRuby, you agree to be bound by
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# our Contributor Agreement:
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#
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# * https://github.com/SciRuby/sciruby/wiki/Contributor-Agreement
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#
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# == math_spec.rb
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#
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# Tests for non-BLAS and non-LAPACK math functions, or for simplified
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# versions of unfriendly BLAS and LAPACK functions.
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#
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require 'spec_helper'
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describe "math" do
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context "elementwise math functions" do
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[:dense,:list,:yale].each do |stype|
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context stype do
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[:int64,:float64].each do |dtype|
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context dtype do
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before :each do
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@size = [2,2]
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@m = NMatrix.seq(@size, dtype: dtype, stype: stype)+1
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@a = @m.to_a.flatten
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end
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NMatrix::NMMath::METHODS_ARITY_1.each do |meth|
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#skip inverse regular trig functions
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next if meth.to_s.start_with?('a') and (not meth.to_s.end_with?('h')) \
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and NMatrix::NMMath::METHODS_ARITY_1.include?(
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meth.to_s[1...meth.to_s.length].to_sym)
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next if meth == :atanh
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if meth == :-@
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it "should correctly apply elementwise negation" do
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expect(@m.send(meth)).to eq N.new(@size, @a.map { |e| -e }, dtype: dtype, stype: stype)
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end
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next
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end
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it "should correctly apply elementwise #{meth}" do
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expect(@m.send(meth)).to eq N.new(@size, @a.map{ |e| Math.send(meth, e) },
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dtype: :float64, stype: stype)
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end
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end
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NMatrix::NMMath::METHODS_ARITY_2.each do |meth|
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next if meth == :atan2
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it "should correctly apply elementwise #{meth}" do
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expect(@m.send(meth, @m)).to eq N.new(@size, @a.map{ |e|
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Math.send(meth, e, e) },
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dtype: :float64,
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stype: stype)
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end
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it "should correctly apply elementwise #{meth} with a scalar first arg" do
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expect(Math.send(meth, 1, @m)).to eq N.new(@size, @a.map { |e| Math.send(meth, 1, e) }, dtype: :float64, stype: stype)
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end
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it "should correctly apply elementwise #{meth} with a scalar second arg" do
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expect(@m.send(meth, 1)).to eq N.new(@size, @a.map { |e| Math.send(meth, e, 1) }, dtype: :float64, stype: stype)
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end
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end
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it "should correctly apply elementwise natural log" do
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expect(@m.log).to eq N.new(@size, [0, Math.log(2), Math.log(3), Math.log(4)],
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dtype: :float64, stype: stype)
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end
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it "should correctly apply elementwise log with arbitrary base" do
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expect(@m.log(3)).to eq N.new(@size, [0, Math.log(2,3), 1, Math.log(4,3)],
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dtype: :float64, stype: stype)
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end
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context "inverse trig functions" do
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before :each do
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@m = NMatrix.seq(@size, dtype: dtype, stype: stype)/4
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@a = @m.to_a.flatten
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end
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[:asin, :acos, :atan, :atanh].each do |atf|
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it "should correctly apply elementwise #{atf}" do
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expect(@m.send(atf)).to eq N.new(@size,
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@a.map{ |e| Math.send(atf, e) },
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dtype: :float64, stype: stype)
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end
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end
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it "should correctly apply elementtwise atan2" do
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expect(@m.atan2(@m*0+1)).to eq N.new(@size,
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@a.map { |e| Math.send(:atan2, e, 1) }, dtype: :float64, stype: stype)
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end
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it "should correctly apply elementwise atan2 with a scalar first arg" do
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expect(Math.atan2(1, @m)).to eq N.new(@size, @a.map { |e| Math.send(:atan2, 1, e) }, dtype: :float64, stype: stype)
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end
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it "should correctly apply elementwise atan2 with a scalar second arg" do
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expect(@m.atan2(1)).to eq N.new(@size, @a.map { |e| Math.send(:atan2, e, 1) }, dtype: :float64, stype: stype)
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end
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end
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end
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end
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context "Floor and ceil for #{stype}" do
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[:floor, :ceil].each do |meth|
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ALL_DTYPES.each do |dtype|
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context dtype do
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before :each do
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@size = [2,2]
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@m = NMatrix.seq(@size, dtype: dtype, stype: stype)+1 unless jruby? and dtype == :object
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@a = @m.to_a.flatten
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end
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if dtype.to_s.match(/int/) or [:byte, :object].include?(dtype)
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it "should return #{dtype} for #{dtype}" do
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pending("not yet implemented for NMatrix-JRuby") if jruby? and dtype == :object
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expect(@m.send(meth)).to eq N.new(@size, @a.map { |e| e.send(meth) }, dtype: dtype, stype: stype)
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if dtype == :object
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expect(@m.send(meth).dtype).to eq :object
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else
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expect(@m.send(meth).integer_dtype?).to eq true
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end
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end
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elsif dtype.to_s.match(/float/)
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it "should return dtype int64 for #{dtype}" do
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expect(@m.send(meth)).to eq N.new(@size, @a.map { |e| e.send(meth) }, dtype: dtype, stype: stype)
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expect(@m.send(meth).dtype).to eq :int64
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end
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elsif dtype.to_s.match(/complex/)
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it "should properly calculate #{meth} for #{dtype}" do
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pending("not yet implemented for NMatrix-JRuby") if jruby?
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expect(@m.send(meth)).to eq N.new(@size, @a.map { |e| e = Complex(e.real.send(meth), e.imag.send(meth)) }, dtype: dtype, stype: stype)
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expect(@m.send(meth).dtype).to eq :complex64 if dtype == :complex64
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expect(@m.send(meth).dtype).to eq :complex128 if dtype == :complex128
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end
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end
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end
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end
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end
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end
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context "#round for #{stype}" do
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ALL_DTYPES.each do |dtype|
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context dtype do
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before :each do
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@size = [2,2]
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@mat = NMatrix.new @size, [1.33334, 0.9998, 1.9999, -8.9999],
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dtype: dtype, stype: stype
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@ans = @mat.to_a.flatten unless jruby? and dtype == :object
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end
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it "rounds" do
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pending("not yet implemented for NMatrix-JRuby") if jruby? and dtype == :object
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expect(@mat.round).to eq(N.new(@size, @ans.map { |a| a.round},
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dtype: dtype, stype: stype))
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end unless(/complex/ =~ dtype)
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it "rounds with args" do
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pending("not yet implemented for NMatrix-JRuby") if jruby?
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expect(@mat.round(2)).to eq(N.new(@size, @ans.map { |a| a.round(2)},
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dtype: dtype, stype: stype))
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end unless(/complex/ =~ dtype)
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it "rounds complex with args" do
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pending("not yet implemented for NMatrix-JRuby") if jruby?
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puts @mat.round(2)
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expect(@mat.round(2)).to be_within(0.0001).of(N.new [2,2], @ans.map {|a|
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Complex(a.real.round(2), a.imag.round(2))},dtype: dtype, stype: stype)
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end if(/complex/ =~ dtype)
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it "rounds complex" do
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pending("not yet implemented for NMatrix-JRuby") if jruby?
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expect(@mat.round).to eq(N.new [2,2], @ans.map {|a|
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Complex(a.real.round, a.imag.round)},dtype: dtype, stype: stype)
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end if(/complex/ =~ dtype)
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end
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end
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end
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end
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end
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end
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NON_INTEGER_DTYPES.each do |dtype|
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context dtype do
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before do
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@m = NMatrix.new([3,4], GETRF_EXAMPLE_ARRAY, dtype: dtype)
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@err = case dtype
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when :float32, :complex64
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1e-6
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when :float64, :complex128
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1e-14
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end
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end
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#haven't check this spec yet. Also it doesn't check all the elements of the matrix.
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it "should correctly factorize a matrix" do
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pending("not yet implemented for :object dtype") if dtype == :object
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pending("not yet implemented for NMatrix-JRuby") if jruby?
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a = @m.factorize_lu
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expect(a).to be_within(@err).of(NMatrix.new([3,4], GETRF_SOLUTION_ARRAY, dtype: dtype))
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end
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it "also returns the permutation matrix" do
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pending("not yet implemented for :object dtype") if dtype == :object
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pending("not yet implemented for NMatrix-JRuby") if jruby?
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a, p = @m.factorize_lu perm_matrix: true
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expect(a).to be_within(@err).of(NMatrix.new([3,4], GETRF_SOLUTION_ARRAY, dtype: dtype))
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p_true = NMatrix.new([3,3], [0,0,1,1,0,0,0,1,0], dtype: dtype)
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expect(p).to eq(p_true)
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end
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end
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end
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NON_INTEGER_DTYPES.each do |dtype|
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context dtype do
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247
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it "calculates cholesky decomposition using potrf (lower)" do
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249
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#a = NMatrix.new([3,3],[1,1,1, 1,2,2, 1,2,6], dtype: dtype)
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# We use the matrix
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+
# 1 1 1
|
252
|
+
# 1 2 2
|
253
|
+
# 1 2 6
|
254
|
+
# which is symmetric and positive-definite as required, but
|
255
|
+
# we need only store the lower-half of the matrix.
|
256
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
257
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
258
|
+
a = NMatrix.new([3,3],[1,0,0, 1,2,0, 1,2,6], dtype: dtype)
|
259
|
+
begin
|
260
|
+
r = a.potrf!(:lower)
|
261
|
+
|
262
|
+
b = NMatrix.new([3,3],[1,0,0, 1,1,0, 1,1,2], dtype: dtype)
|
263
|
+
expect(a).to eq(b)
|
264
|
+
expect(r).to eq(b)
|
265
|
+
rescue NotImplementedError
|
266
|
+
pending "potrf! not implemented without plugins"
|
267
|
+
end
|
268
|
+
end
|
269
|
+
|
270
|
+
it "calculates cholesky decomposition using potrf (upper)" do
|
271
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
272
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
273
|
+
|
274
|
+
a = NMatrix.new([3,3],[1,1,1, 0,2,2, 0,0,6], dtype: dtype)
|
275
|
+
begin
|
276
|
+
r = a.potrf!(:upper)
|
277
|
+
|
278
|
+
b = NMatrix.new([3,3],[1,1,1, 0,1,1, 0,0,2], dtype: dtype)
|
279
|
+
expect(a).to eq(b)
|
280
|
+
expect(r).to eq(b)
|
281
|
+
rescue NotImplementedError
|
282
|
+
pending "potrf! not implemented without plugins"
|
283
|
+
end
|
284
|
+
end
|
285
|
+
|
286
|
+
it "calculates cholesky decomposition using #factorize_cholesky" do
|
287
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
288
|
+
a = NMatrix.new([3,3],[1,2,1, 2,13,5, 1,5,6], dtype: dtype)
|
289
|
+
begin
|
290
|
+
u,l = a.factorize_cholesky
|
291
|
+
|
292
|
+
l_true = NMatrix.new([3,3],[1,0,0, 2,3,0, 1,1,2], dtype: dtype)
|
293
|
+
u_true = l_true.transpose
|
294
|
+
expect(u).to eq(u_true)
|
295
|
+
expect(l).to eq(l_true)
|
296
|
+
rescue NotImplementedError
|
297
|
+
pending "potrf! not implemented without plugins"
|
298
|
+
end
|
299
|
+
end
|
300
|
+
end
|
301
|
+
end
|
302
|
+
|
303
|
+
NON_INTEGER_DTYPES.each do |dtype|
|
304
|
+
context dtype do
|
305
|
+
|
306
|
+
it "calculates QR decomposition using factorize_qr for a square matrix" do
|
307
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
308
|
+
a = NMatrix.new(3, [12.0, -51.0, 4.0,
|
309
|
+
6.0, 167.0, -68.0,
|
310
|
+
-4.0, 24.0, -41.0] , dtype: dtype)
|
311
|
+
|
312
|
+
q_solution = NMatrix.new([3,3], Q_SOLUTION_ARRAY_2, dtype: dtype)
|
313
|
+
|
314
|
+
r_solution = NMatrix.new([3,3], [-14.0, -21.0, 14,
|
315
|
+
0.0, -175, 70,
|
316
|
+
0.0, 0.0, -35] , dtype: dtype)
|
317
|
+
|
318
|
+
err = case dtype
|
319
|
+
when :float32, :complex64
|
320
|
+
1e-4
|
321
|
+
when :float64, :complex128
|
322
|
+
1e-13
|
323
|
+
end
|
324
|
+
|
325
|
+
begin
|
326
|
+
q,r = a.factorize_qr
|
327
|
+
|
328
|
+
expect(q).to be_within(err).of(q_solution)
|
329
|
+
expect(r).to be_within(err).of(r_solution)
|
330
|
+
|
331
|
+
rescue NotImplementedError
|
332
|
+
pending "Suppressing a NotImplementedError when the lapacke plugin is not available"
|
333
|
+
end
|
334
|
+
end
|
335
|
+
|
336
|
+
it "calculates QR decomposition using factorize_qr for a tall and narrow rectangular matrix" do
|
337
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
338
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
339
|
+
|
340
|
+
a = NMatrix.new([4,2], [34.0, 21.0,
|
341
|
+
23.0, 53.0,
|
342
|
+
26.0, 346.0,
|
343
|
+
23.0, 121.0] , dtype: dtype)
|
344
|
+
|
345
|
+
q_solution = NMatrix.new([4,4], Q_SOLUTION_ARRAY_1, dtype: dtype)
|
346
|
+
|
347
|
+
r_solution = NMatrix.new([4,2], [-53.75872022286244, -255.06559574252242,
|
348
|
+
0.0, 269.34836526051555,
|
349
|
+
0.0, 0.0,
|
350
|
+
0.0, 0.0] , dtype: dtype)
|
351
|
+
|
352
|
+
err = case dtype
|
353
|
+
when :float32, :complex64
|
354
|
+
1e-4
|
355
|
+
when :float64, :complex128
|
356
|
+
1e-13
|
357
|
+
end
|
358
|
+
|
359
|
+
begin
|
360
|
+
q,r = a.factorize_qr
|
361
|
+
|
362
|
+
expect(q).to be_within(err).of(q_solution)
|
363
|
+
expect(r).to be_within(err).of(r_solution)
|
364
|
+
|
365
|
+
rescue NotImplementedError
|
366
|
+
pending "Suppressing a NotImplementedError when the lapacke plugin is not available"
|
367
|
+
end
|
368
|
+
end
|
369
|
+
|
370
|
+
it "calculates QR decomposition using factorize_qr for a short and wide rectangular matrix" do
|
371
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
372
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
373
|
+
|
374
|
+
a = NMatrix.new([3,4], [123,31,57,81,92,14,17,36,42,34,11,28], dtype: dtype)
|
375
|
+
|
376
|
+
q_solution = NMatrix.new([3,3], Q_SOLUTION_ARRAY_3, dtype: dtype)
|
377
|
+
|
378
|
+
r_solution = NMatrix.new([3,4], R_SOLUTION_ARRAY, dtype: dtype)
|
379
|
+
|
380
|
+
err = case dtype
|
381
|
+
when :float32, :complex64
|
382
|
+
1e-4
|
383
|
+
when :float64, :complex128
|
384
|
+
1e-13
|
385
|
+
end
|
386
|
+
|
387
|
+
begin
|
388
|
+
q,r = a.factorize_qr
|
389
|
+
|
390
|
+
expect(q).to be_within(err).of(q_solution)
|
391
|
+
expect(r).to be_within(err).of(r_solution)
|
392
|
+
|
393
|
+
rescue NotImplementedError
|
394
|
+
pending "Suppressing a NotImplementedError when the lapacke plugin is not available"
|
395
|
+
end
|
396
|
+
end
|
397
|
+
|
398
|
+
it "calculates QR decomposition such that A - QR ~ 0" do
|
399
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
400
|
+
a = NMatrix.new([3,3], [ 9.0, 0.0, 26.0,
|
401
|
+
12.0, 0.0, -7.0,
|
402
|
+
0.0, 4.0, 0.0] , dtype: dtype)
|
403
|
+
|
404
|
+
err = case dtype
|
405
|
+
when :float32, :complex64
|
406
|
+
1e-4
|
407
|
+
when :float64, :complex128
|
408
|
+
1e-13
|
409
|
+
end
|
410
|
+
|
411
|
+
begin
|
412
|
+
q,r = a.factorize_qr
|
413
|
+
a_expected = q.dot(r)
|
414
|
+
|
415
|
+
expect(a_expected).to be_within(err).of(a)
|
416
|
+
|
417
|
+
rescue NotImplementedError
|
418
|
+
pending "Suppressing a NotImplementedError when the lapacke plugin is not available"
|
419
|
+
end
|
420
|
+
end
|
421
|
+
|
422
|
+
|
423
|
+
it "calculates the orthogonal matrix Q in QR decomposition" do
|
424
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
425
|
+
a = N.new([2,2], [34.0, 21, 23, 53] , dtype: dtype)
|
426
|
+
|
427
|
+
err = case dtype
|
428
|
+
when :float32, :complex64
|
429
|
+
1e-4
|
430
|
+
when :float64, :complex128
|
431
|
+
1e-13
|
432
|
+
end
|
433
|
+
|
434
|
+
begin
|
435
|
+
q,r = a.factorize_qr
|
436
|
+
|
437
|
+
#Q is orthogonal if Q x Q.transpose = I
|
438
|
+
product = q.dot(q.transpose)
|
439
|
+
|
440
|
+
expect(product[0,0]).to be_within(err).of(1)
|
441
|
+
expect(product[1,0]).to be_within(err).of(0)
|
442
|
+
expect(product[0,1]).to be_within(err).of(0)
|
443
|
+
expect(product[1,1]).to be_within(err).of(1)
|
444
|
+
|
445
|
+
rescue NotImplementedError
|
446
|
+
pending "Suppressing a NotImplementedError when the lapacke plugin is not available"
|
447
|
+
end
|
448
|
+
end
|
449
|
+
end
|
450
|
+
end
|
451
|
+
|
452
|
+
ALL_DTYPES.each do |dtype|
|
453
|
+
next if dtype == :byte #doesn't work for unsigned types
|
454
|
+
|
455
|
+
context dtype do
|
456
|
+
err = case dtype
|
457
|
+
when :float32, :complex64
|
458
|
+
1e-4
|
459
|
+
else #integer matrices will return :float64
|
460
|
+
1e-13
|
461
|
+
end
|
462
|
+
|
463
|
+
it "should correctly invert a matrix in place (bang)" do
|
464
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
465
|
+
a = NMatrix.new(:dense, 5, [1, 8,-9, 7, 5,
|
466
|
+
0, 1, 0, 4, 4,
|
467
|
+
0, 0, 1, 2, 5,
|
468
|
+
0, 0, 0, 1,-5,
|
469
|
+
0, 0, 0, 0, 1 ], dtype)
|
470
|
+
b = NMatrix.new(:dense, 5, [1,-8, 9, 7, 17,
|
471
|
+
0, 1, 0,-4,-24,
|
472
|
+
0, 0, 1,-2,-15,
|
473
|
+
0, 0, 0, 1, 5,
|
474
|
+
0, 0, 0, 0, 1,], dtype)
|
475
|
+
if a.integer_dtype?
|
476
|
+
expect{a.invert!}.to raise_error(DataTypeError)
|
477
|
+
else
|
478
|
+
#should return inverse as well as modifying a
|
479
|
+
r = a.invert!
|
480
|
+
expect(a).to be_within(err).of(b)
|
481
|
+
expect(r).to be_within(err).of(b)
|
482
|
+
end
|
483
|
+
end
|
484
|
+
|
485
|
+
|
486
|
+
it "should correctly invert a dense matrix out-of-place" do
|
487
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
488
|
+
a = NMatrix.new(:dense, 3, [1,2,3,0,1,4,5,6,0], dtype)
|
489
|
+
|
490
|
+
if a.integer_dtype?
|
491
|
+
b = NMatrix.new(:dense, 3, [-24,18,5,20,-15,-4,-5,4,1], :float64)
|
492
|
+
else
|
493
|
+
b = NMatrix.new(:dense, 3, [-24,18,5,20,-15,-4,-5,4,1], dtype)
|
494
|
+
end
|
495
|
+
|
496
|
+
expect(a.invert).to be_within(err).of(b)
|
497
|
+
end
|
498
|
+
|
499
|
+
it "should correctly find exact inverse" do
|
500
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
501
|
+
a = NMatrix.new(:dense, 3, [1,2,3,0,1,4,5,6,0], dtype)
|
502
|
+
b = NMatrix.new(:dense, 3, [-24,18,5,20,-15,-4,-5,4,1], dtype)
|
503
|
+
|
504
|
+
expect(a.exact_inverse).to be_within(err).of(b)
|
505
|
+
end
|
506
|
+
|
507
|
+
it "should correctly find exact inverse" do
|
508
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
509
|
+
a = NMatrix.new(:dense, 2, [1,3,3,8], dtype)
|
510
|
+
b = NMatrix.new(:dense, 2, [-8,3,3,-1], dtype)
|
511
|
+
|
512
|
+
expect(a.exact_inverse).to be_within(err).of(b)
|
513
|
+
end
|
514
|
+
end
|
515
|
+
end
|
516
|
+
|
517
|
+
NON_INTEGER_DTYPES.each do |dtype|
|
518
|
+
context dtype do
|
519
|
+
err = Complex(1e-3, 1e-3)
|
520
|
+
it "should correctly invert a 2x2 matrix" do
|
521
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
522
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
523
|
+
if dtype == :complex64 || dtype == :complex128
|
524
|
+
a = NMatrix.new([2, 2], [Complex(16, 81), Complex(91, 51), \
|
525
|
+
Complex(13, 54), Complex(71, 24)], dtype: dtype)
|
526
|
+
b = NMatrix.identity(2, dtype: dtype)
|
527
|
+
|
528
|
+
begin
|
529
|
+
expect(a.dot(a.pinv)).to be_within(err).of(b)
|
530
|
+
rescue NotImplementedError
|
531
|
+
pending "Suppressing a NotImplementedError when the atlas plugin is not available"
|
532
|
+
end
|
533
|
+
|
534
|
+
else
|
535
|
+
a = NMatrix.new([2, 2], [141, 612, 9123, 654], dtype: dtype)
|
536
|
+
b = NMatrix.identity(2, dtype: dtype)
|
537
|
+
|
538
|
+
begin
|
539
|
+
expect(a.dot(a.pinv)).to be_within(err).of(b)
|
540
|
+
rescue NotImplementedError
|
541
|
+
pending "Suppressing a NotImplementedError when the atlas plugin is not available"
|
542
|
+
end
|
543
|
+
end
|
544
|
+
end
|
545
|
+
|
546
|
+
it "should verify a.dot(b.dot(a)) == a and b.dot(a.dot(b)) == b" do
|
547
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
548
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
549
|
+
if dtype == :complex64 || dtype == :complex128
|
550
|
+
a = NMatrix.new([3, 2], [Complex(94, 11), Complex(87, 51), Complex(82, 39), \
|
551
|
+
Complex(45, 16), Complex(25, 32), Complex(91, 43) ], dtype: dtype)
|
552
|
+
|
553
|
+
begin
|
554
|
+
b = a.pinv # pseudo inverse
|
555
|
+
expect(a.dot(b.dot(a))).to be_within(err).of(a)
|
556
|
+
expect(b.dot(a.dot(b))).to be_within(err).of(b)
|
557
|
+
rescue NotImplementedError
|
558
|
+
pending "Suppressing a NotImplementedError when the atlas plugin is not available"
|
559
|
+
end
|
560
|
+
|
561
|
+
else
|
562
|
+
a = NMatrix.new([3, 3], [9, 4, 52, 12, 52, 1, 3, 55, 6], dtype: dtype)
|
563
|
+
|
564
|
+
begin
|
565
|
+
b = a.pinv # pseudo inverse
|
566
|
+
expect(a.dot(b.dot(a))).to be_within(err).of(a)
|
567
|
+
expect(b.dot(a.dot(b))).to be_within(err).of(b)
|
568
|
+
rescue NotImplementedError
|
569
|
+
pending "Suppressing a NotImplementedError when the atlas plugin is not available"
|
570
|
+
end
|
571
|
+
end
|
572
|
+
end
|
573
|
+
end
|
574
|
+
end
|
575
|
+
|
576
|
+
|
577
|
+
ALL_DTYPES.each do |dtype|
|
578
|
+
next if dtype == :byte #doesn't work for unsigned types
|
579
|
+
|
580
|
+
context dtype do
|
581
|
+
err = case dtype
|
582
|
+
when :float32, :complex64
|
583
|
+
1e-4
|
584
|
+
else #integer matrices will return :float64
|
585
|
+
1e-13
|
586
|
+
end
|
587
|
+
|
588
|
+
it "should correctly find adjugate a matrix in place (bang)" do
|
589
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
590
|
+
a = NMatrix.new(:dense, 2, [2, 3, 3, 5], dtype)
|
591
|
+
b = NMatrix.new(:dense, 2, [5, -3, -3, 2], dtype)
|
592
|
+
|
593
|
+
if a.integer_dtype?
|
594
|
+
expect{a.adjugate!}.to raise_error(DataTypeError)
|
595
|
+
else
|
596
|
+
#should return adjugate as well as modifying a
|
597
|
+
r = a.adjugate!
|
598
|
+
expect(a).to be_within(err).of(b)
|
599
|
+
expect(r).to be_within(err).of(b)
|
600
|
+
end
|
601
|
+
end
|
602
|
+
|
603
|
+
|
604
|
+
it "should correctly find adjugate of a matrix out-of-place" do
|
605
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
606
|
+
a = NMatrix.new(:dense, 3, [-3, 2, -5, -1, 0, -2, 3, -4, 1], dtype)
|
607
|
+
|
608
|
+
if a.integer_dtype?
|
609
|
+
b = NMatrix.new(:dense, 3, [-8, 18, -4, -5, 12, -1, 4, -6, 2], :float64)
|
610
|
+
else
|
611
|
+
b = NMatrix.new(:dense, 3, [-8, 18, -4, -5, 12, -1, 4, -6, 2], dtype)
|
612
|
+
end
|
613
|
+
|
614
|
+
expect(a.adjoint).to be_within(err).of(b)
|
615
|
+
expect(a.adjugate).to be_within(err).of(b)
|
616
|
+
end
|
617
|
+
|
618
|
+
end
|
619
|
+
end
|
620
|
+
|
621
|
+
|
622
|
+
# TODO: Get it working with ROBJ too
|
623
|
+
[:byte,:int8,:int16,:int32,:int64,:float32,:float64].each do |left_dtype|
|
624
|
+
[:byte,:int8,:int16,:int32,:int64,:float32,:float64].each do |right_dtype|
|
625
|
+
|
626
|
+
# Won't work if they're both 1-byte, due to overflow.
|
627
|
+
next if [:byte,:int8].include?(left_dtype) && [:byte,:int8].include?(right_dtype)
|
628
|
+
|
629
|
+
# For now, don't bother testing int-int mult.
|
630
|
+
#next if [:int8,:int16,:int32,:int64].include?(left_dtype) && [:int8,:int16,:int32,:int64].include?(right_dtype)
|
631
|
+
it "dense handles #{left_dtype.to_s} dot #{right_dtype.to_s} matrix multiplication" do
|
632
|
+
#STDERR.puts "dtype=#{dtype.to_s}"
|
633
|
+
#STDERR.puts "2"
|
634
|
+
|
635
|
+
nary = if left_dtype.to_s =~ /complex/
|
636
|
+
COMPLEX_MATRIX43A_ARRAY
|
637
|
+
else
|
638
|
+
MATRIX43A_ARRAY
|
639
|
+
end
|
640
|
+
|
641
|
+
mary = if right_dtype.to_s =~ /complex/
|
642
|
+
COMPLEX_MATRIX32A_ARRAY
|
643
|
+
else
|
644
|
+
MATRIX32A_ARRAY
|
645
|
+
end
|
646
|
+
|
647
|
+
n = NMatrix.new([4,3], nary, dtype: left_dtype, stype: :dense)
|
648
|
+
m = NMatrix.new([3,2], mary, dtype: right_dtype, stype: :dense)
|
649
|
+
|
650
|
+
expect(m.shape[0]).to eq(3)
|
651
|
+
expect(m.shape[1]).to eq(2)
|
652
|
+
expect(m.dim).to eq(2)
|
653
|
+
|
654
|
+
expect(n.shape[0]).to eq(4)
|
655
|
+
expect(n.shape[1]).to eq(3)
|
656
|
+
expect(n.dim).to eq(2)
|
657
|
+
|
658
|
+
expect(n.shape[1]).to eq(m.shape[0])
|
659
|
+
|
660
|
+
r = n.dot m
|
661
|
+
|
662
|
+
expect(r[0,0]).to eq(273.0)
|
663
|
+
expect(r[0,1]).to eq(455.0)
|
664
|
+
expect(r[1,0]).to eq(243.0)
|
665
|
+
expect(r[1,1]).to eq(235.0)
|
666
|
+
expect(r[2,0]).to eq(244.0)
|
667
|
+
expect(r[2,1]).to eq(205.0)
|
668
|
+
expect(r[3,0]).to eq(102.0)
|
669
|
+
expect(r[3,1]).to eq(160.0)
|
670
|
+
|
671
|
+
#r.dtype.should == :float64 unless left_dtype == :float32 && right_dtype == :float32
|
672
|
+
end
|
673
|
+
end
|
674
|
+
end
|
675
|
+
|
676
|
+
[:byte,:int8,:int16,:int32,:int64,:float32,:float64].each do |left_dtype|
|
677
|
+
[:byte,:int8,:int16,:int32,:int64,:float32,:float64].each do |right_dtype|
|
678
|
+
|
679
|
+
# Won't work if they're both 1-byte, due to overflow.
|
680
|
+
next if [:byte,:int8].include?(left_dtype) && [:byte,:int8].include?(right_dtype)
|
681
|
+
|
682
|
+
it "dense handles #{left_dtype.to_s} dot #{right_dtype.to_s} vector multiplication" do
|
683
|
+
#STDERR.puts "dtype=#{dtype.to_s}"
|
684
|
+
#STDERR.puts "2"
|
685
|
+
n = NMatrix.new([4,3], [1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0, 11.0, 12.0], dtype: left_dtype)
|
686
|
+
|
687
|
+
m = NMatrix.new([3,1], [2.0, 1.0, 0.0], dtype: right_dtype)
|
688
|
+
|
689
|
+
expect(m.shape[0]).to eq(3)
|
690
|
+
expect(m.shape[1]).to eq(1)
|
691
|
+
|
692
|
+
expect(n.shape[0]).to eq(4)
|
693
|
+
expect(n.shape[1]).to eq(3)
|
694
|
+
expect(n.dim).to eq(2)
|
695
|
+
|
696
|
+
expect(n.shape[1]).to eq(m.shape[0])
|
697
|
+
|
698
|
+
r = n.dot m
|
699
|
+
# r.class.should == NVector
|
700
|
+
|
701
|
+
expect(r[0,0]).to eq(4)
|
702
|
+
expect(r[1,0]).to eq(13)
|
703
|
+
expect(r[2,0]).to eq(22)
|
704
|
+
expect(r[3,0]).to eq(31)
|
705
|
+
|
706
|
+
#r.dtype.should == :float64 unless left_dtype == :float32 && right_dtype == :float32
|
707
|
+
end
|
708
|
+
end
|
709
|
+
end
|
710
|
+
|
711
|
+
ALL_DTYPES.each do |dtype|
|
712
|
+
next if integer_dtype?(dtype)
|
713
|
+
context "#cov dtype #{dtype}" do
|
714
|
+
before do
|
715
|
+
@n = NMatrix.new( [5,3], [4.0,2.0,0.60,
|
716
|
+
4.2,2.1,0.59,
|
717
|
+
3.9,2.0,0.58,
|
718
|
+
4.3,2.1,0.62,
|
719
|
+
4.1,2.2,0.63], dtype: dtype)
|
720
|
+
end
|
721
|
+
|
722
|
+
it "calculates sample covariance matrix" do
|
723
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby? and dtype == :object
|
724
|
+
expect(@n.cov).to be_within(0.0001).of(NMatrix.new([3,3],
|
725
|
+
[0.025 , 0.0075, 0.00175,
|
726
|
+
0.0075, 0.007 , 0.00135,
|
727
|
+
0.00175, 0.00135 , 0.00043 ], dtype: dtype)
|
728
|
+
)
|
729
|
+
end
|
730
|
+
|
731
|
+
it "calculates population covariance matrix" do
|
732
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby? and dtype == :object
|
733
|
+
expect(@n.cov(for_sample_data: false)).to be_within(0.0001).of(NMatrix.new([3,3],
|
734
|
+
[2.0000e-02, 6.0000e-03, 1.4000e-03,
|
735
|
+
6.0000e-03, 5.6000e-03, 1.0800e-03,
|
736
|
+
1.4000e-03, 1.0800e-03, 3.4400e-04], dtype: dtype)
|
737
|
+
)
|
738
|
+
end
|
739
|
+
end
|
740
|
+
|
741
|
+
context "#corr #{dtype}" do
|
742
|
+
it "calculates the correlation matrix" do
|
743
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby? and dtype == :object
|
744
|
+
n = NMatrix.new([5,3], [4.0,2.0,0.60,
|
745
|
+
4.2,2.1,0.59,
|
746
|
+
3.9,2.0,0.58,
|
747
|
+
4.3,2.1,0.62,
|
748
|
+
4.1,2.2,0.63], dtype: dtype)
|
749
|
+
expect(n.corr).to be_within(0.001).of(NMatrix.new([3,3],
|
750
|
+
[1.00000, 0.56695, 0.53374,
|
751
|
+
0.56695, 1.00000, 0.77813,
|
752
|
+
0.53374, 0.77813, 1.00000], dtype: dtype))
|
753
|
+
end unless dtype =~ /complex/
|
754
|
+
end
|
755
|
+
|
756
|
+
context "#symmetric? for #{dtype}" do
|
757
|
+
it "should return true for symmetric matrix" do
|
758
|
+
n = NMatrix.new([3,3], [1.00000, 0.56695, 0.53374,
|
759
|
+
0.56695, 1.00000, 0.77813,
|
760
|
+
0.53374, 0.77813, 1.00000], dtype: dtype)
|
761
|
+
expect(n.symmetric?).to be_truthy
|
762
|
+
end
|
763
|
+
end
|
764
|
+
|
765
|
+
context "#hermitian? for #{dtype}" do
|
766
|
+
it "should return true for complex hermitian or non-complex symmetric matrix" do
|
767
|
+
n = NMatrix.new([3,3], [1.00000, 0.56695, 0.53374,
|
768
|
+
0.56695, 1.00000, 0.77813,
|
769
|
+
0.53374, 0.77813, 1.00000], dtype: dtype) unless dtype =~ /complex/
|
770
|
+
n = NMatrix.new([3,3], [1.1, Complex(1.2,1.3), Complex(1.4,1.5),
|
771
|
+
Complex(1.2,-1.3), 1.9, Complex(1.8,1.7),
|
772
|
+
Complex(1.4,-1.5), Complex(1.8,-1.7), 1.3], dtype: dtype) if dtype =~ /complex/
|
773
|
+
expect(n.hermitian?).to be_truthy
|
774
|
+
end
|
775
|
+
end
|
776
|
+
|
777
|
+
context "#permute_columns for #{dtype}" do
|
778
|
+
it "check that #permute_columns works correctly by considering every premutation of a 3x3 matrix" do
|
779
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
780
|
+
n = NMatrix.new([3,3], [1,0,0,
|
781
|
+
0,2,0,
|
782
|
+
0,0,3], dtype: dtype)
|
783
|
+
expect(n.permute_columns([0,1,2], {convention: :intuitive})).to eq(NMatrix.new([3,3], [1,0,0,
|
784
|
+
0,2,0,
|
785
|
+
0,0,3], dtype: dtype))
|
786
|
+
expect(n.permute_columns([0,2,1], {convention: :intuitive})).to eq(NMatrix.new([3,3], [1,0,0,
|
787
|
+
0,0,2,
|
788
|
+
0,3,0], dtype: dtype))
|
789
|
+
expect(n.permute_columns([1,0,2], {convention: :intuitive})).to eq(NMatrix.new([3,3], [0,1,0,
|
790
|
+
2,0,0,
|
791
|
+
0,0,3], dtype: dtype))
|
792
|
+
expect(n.permute_columns([1,2,0], {convention: :intuitive})).to eq(NMatrix.new([3,3], [0,0,1,
|
793
|
+
2,0,0,
|
794
|
+
0,3,0], dtype: dtype))
|
795
|
+
expect(n.permute_columns([2,0,1], {convention: :intuitive})).to eq(NMatrix.new([3,3], [0,1,0,
|
796
|
+
0,0,2,
|
797
|
+
3,0,0], dtype: dtype))
|
798
|
+
expect(n.permute_columns([2,1,0], {convention: :intuitive})).to eq(NMatrix.new([3,3], [0,0,1,
|
799
|
+
0,2,0,
|
800
|
+
3,0,0], dtype: dtype))
|
801
|
+
expect(n.permute_columns([0,1,2], {convention: :lapack})).to eq(NMatrix.new([3,3], [1,0,0,
|
802
|
+
0,2,0,
|
803
|
+
0,0,3], dtype: dtype))
|
804
|
+
expect(n.permute_columns([0,2,2], {convention: :lapack})).to eq(NMatrix.new([3,3], [1,0,0,
|
805
|
+
0,0,2,
|
806
|
+
0,3,0], dtype: dtype))
|
807
|
+
expect(n.permute_columns([1,1,2], {convention: :lapack})).to eq(NMatrix.new([3,3], [0,1,0,
|
808
|
+
2,0,0,
|
809
|
+
0,0,3], dtype: dtype))
|
810
|
+
expect(n.permute_columns([1,2,2], {convention: :lapack})).to eq(NMatrix.new([3,3], [0,0,1,
|
811
|
+
2,0,0,
|
812
|
+
0,3,0], dtype: dtype))
|
813
|
+
expect(n.permute_columns([2,2,2], {convention: :lapack})).to eq(NMatrix.new([3,3], [0,1,0,
|
814
|
+
0,0,2,
|
815
|
+
3,0,0], dtype: dtype))
|
816
|
+
expect(n.permute_columns([2,1,2], {convention: :lapack})).to eq(NMatrix.new([3,3], [0,0,1,
|
817
|
+
0,2,0,
|
818
|
+
3,0,0], dtype: dtype))
|
819
|
+
end
|
820
|
+
it "additional tests for #permute_columns with convention :intuitive" do
|
821
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
822
|
+
m = NMatrix.new([1,4], [0,1,2,3], dtype: dtype)
|
823
|
+
perm = [1,0,3,2]
|
824
|
+
expect(m.permute_columns(perm, {convention: :intuitive})).to eq(NMatrix.new([1,4], perm, dtype: dtype))
|
825
|
+
|
826
|
+
m = NMatrix.new([1,5], [0,1,2,3,4], dtype: dtype)
|
827
|
+
perm = [1,0,4,3,2]
|
828
|
+
expect(m.permute_columns(perm, {convention: :intuitive})).to eq(NMatrix.new([1,5], perm, dtype: dtype))
|
829
|
+
|
830
|
+
m = NMatrix.new([1,6], [0,1,2,3,4,5], dtype: dtype)
|
831
|
+
perm = [2,4,1,0,5,3]
|
832
|
+
expect(m.permute_columns(perm, {convention: :intuitive})).to eq(NMatrix.new([1,6], perm, dtype: dtype))
|
833
|
+
|
834
|
+
m = NMatrix.new([1,7], [0,1,2,3,4,5,6], dtype: dtype)
|
835
|
+
perm = [1,3,5,6,0,2,4]
|
836
|
+
expect(m.permute_columns(perm, {convention: :intuitive})).to eq(NMatrix.new([1,7], perm, dtype: dtype))
|
837
|
+
|
838
|
+
m = NMatrix.new([1,8], [0,1,2,3,4,5,6,7], dtype: dtype)
|
839
|
+
perm = [6,7,5,4,1,3,0,2]
|
840
|
+
expect(m.permute_columns(perm, {convention: :intuitive})).to eq(NMatrix.new([1,8], perm, dtype: dtype))
|
841
|
+
end
|
842
|
+
end
|
843
|
+
end
|
844
|
+
|
845
|
+
context "#solve" do
|
846
|
+
NON_INTEGER_DTYPES.each do |dtype|
|
847
|
+
|
848
|
+
it "solves linear equation for dtype #{dtype}" do
|
849
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
850
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
851
|
+
a = NMatrix.new [2,2], [3,1,1,2], dtype: dtype
|
852
|
+
b = NMatrix.new [2,1], [9,8], dtype: dtype
|
853
|
+
|
854
|
+
expect(a.solve(b)).to eq(NMatrix.new [2,1], [2,3], dtype: dtype)
|
855
|
+
end
|
856
|
+
|
857
|
+
it "solves linear equation for #{dtype} (non-symmetric matrix)" do
|
858
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
859
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
860
|
+
|
861
|
+
a = NMatrix.new [3,3], [1,1,1, -1,0,1, 3,4,6], dtype: dtype
|
862
|
+
b = NMatrix.new [3,1], [6,2,29], dtype: dtype
|
863
|
+
|
864
|
+
err = case dtype
|
865
|
+
when :float32, :complex64
|
866
|
+
1e-5
|
867
|
+
else
|
868
|
+
1e-14
|
869
|
+
end
|
870
|
+
|
871
|
+
expect(a.solve(b)).to be_within(err).of(NMatrix.new([3,1], [1,2,3], dtype: dtype))
|
872
|
+
end
|
873
|
+
|
874
|
+
it "solves linear equation for dtype #{dtype} (non-vector rhs)" do
|
875
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
876
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
877
|
+
|
878
|
+
a = NMatrix.new [3,3], [1,0,0, -1,0,1, 2,1,1], dtype: dtype
|
879
|
+
b = NMatrix.new [3,2], [1,0, 1,2, 4,2], dtype: dtype
|
880
|
+
|
881
|
+
expect(a.solve(b)).to eq(NMatrix.new [3,2], [1,0, 0,0, 2,2], dtype: dtype)
|
882
|
+
end
|
883
|
+
end
|
884
|
+
|
885
|
+
FLOAT_DTYPES.each do |dtype|
|
886
|
+
context "when form: :lower_tri" do
|
887
|
+
let(:a) { NMatrix.new([3,3], [1, 0, 0, 2, 0.5, 0, 3, 3, 9], dtype: dtype) }
|
888
|
+
|
889
|
+
it "solves a lower triangular linear system A * x = b with vector b" do
|
890
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
891
|
+
b = NMatrix.new([3,1], [1,2,3], dtype: dtype)
|
892
|
+
x = a.solve(b, form: :lower_tri)
|
893
|
+
r = a.dot(x) - b
|
894
|
+
expect(r.abs.max).to be_within(1e-6).of(0.0)
|
895
|
+
end
|
896
|
+
|
897
|
+
it "solves a lower triangular linear system A * X = B with narrow B" do
|
898
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
899
|
+
b = NMatrix.new([3,2], [1,2,3,4,5,6], dtype: dtype)
|
900
|
+
x = a.solve(b, form: :lower_tri)
|
901
|
+
r = (a.dot(x) - b).abs.to_flat_a
|
902
|
+
expect(r.max).to be_within(1e-6).of(0.0)
|
903
|
+
end
|
904
|
+
|
905
|
+
it "solves a lower triangular linear system A * X = B with wide B" do
|
906
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
907
|
+
b = NMatrix.new([3,5], (1..15).to_a, dtype: dtype)
|
908
|
+
x = a.solve(b, form: :lower_tri)
|
909
|
+
r = (a.dot(x) - b).abs.to_flat_a
|
910
|
+
expect(r.max).to be_within(1e-6).of(0.0)
|
911
|
+
end
|
912
|
+
end
|
913
|
+
|
914
|
+
context "when form: :upper_tri" do
|
915
|
+
let(:a) { NMatrix.new([3,3], [3, 2, 1, 0, 2, 0.5, 0, 0, 9], dtype: dtype) }
|
916
|
+
|
917
|
+
it "solves an upper triangular linear system A * x = b with vector b" do
|
918
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
919
|
+
b = NMatrix.new([3,1], [1,2,3], dtype: dtype)
|
920
|
+
x = a.solve(b, form: :upper_tri)
|
921
|
+
r = a.dot(x) - b
|
922
|
+
expect(r.abs.max).to be_within(1e-6).of(0.0)
|
923
|
+
end
|
924
|
+
|
925
|
+
it "solves an upper triangular linear system A * X = B with narrow B" do
|
926
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
927
|
+
b = NMatrix.new([3,2], [1,2,3,4,5,6], dtype: dtype)
|
928
|
+
x = a.solve(b, form: :upper_tri)
|
929
|
+
r = (a.dot(x) - b).abs.to_flat_a
|
930
|
+
expect(r.max).to be_within(1e-6).of(0.0)
|
931
|
+
end
|
932
|
+
|
933
|
+
it "solves an upper triangular linear system A * X = B with a wide B" do
|
934
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
935
|
+
b = NMatrix.new([3,5], (1..15).to_a, dtype: dtype)
|
936
|
+
x = a.solve(b, form: :upper_tri)
|
937
|
+
r = (a.dot(x) - b).abs.to_flat_a
|
938
|
+
expect(r.max).to be_within(1e-6).of(0.0)
|
939
|
+
end
|
940
|
+
end
|
941
|
+
|
942
|
+
context "when form: :pos_def" do
|
943
|
+
let(:a) { NMatrix.new([3,3], [4, 1, 2, 1, 5, 3, 2, 3, 6], dtype: dtype) }
|
944
|
+
|
945
|
+
it "solves a linear system A * X = b with positive definite A and vector b" do
|
946
|
+
b = NMatrix.new([3,1], [6,4,8], dtype: dtype)
|
947
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
948
|
+
begin
|
949
|
+
x = a.solve(b, form: :pos_def)
|
950
|
+
expect(x).to be_within(1e-6).of(NMatrix.new([3,1], [1,0,1], dtype: dtype))
|
951
|
+
rescue NotImplementedError
|
952
|
+
"Suppressing a NotImplementedError when the lapacke or atlas plugin is not available"
|
953
|
+
end
|
954
|
+
end
|
955
|
+
|
956
|
+
it "solves a linear system A * X = B with positive definite A and matrix B" do
|
957
|
+
b = NMatrix.new([3,2], [8,3,14,13,14,19], dtype: dtype)
|
958
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
959
|
+
begin
|
960
|
+
x = a.solve(b, form: :pos_def)
|
961
|
+
expect(x).to be_within(1e-6).of(NMatrix.new([3,2], [1,-1,2,1,1,3], dtype: dtype))
|
962
|
+
rescue NotImplementedError
|
963
|
+
"Suppressing a NotImplementedError when the lapacke or atlas plugin is not available"
|
964
|
+
end
|
965
|
+
end
|
966
|
+
end
|
967
|
+
end
|
968
|
+
end
|
969
|
+
|
970
|
+
context "#least_squares" do
|
971
|
+
it "finds the least squares approximation to the equation A * X = B" do
|
972
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
973
|
+
a = NMatrix.new([3,2], [2.0, 0, -1, 1, 0, 2])
|
974
|
+
b = NMatrix.new([3,1], [1.0, 0, -1])
|
975
|
+
solution = NMatrix.new([2,1], [1.0 / 3 , -1.0 / 3], dtype: :float64)
|
976
|
+
|
977
|
+
begin
|
978
|
+
least_squares = a.least_squares(b)
|
979
|
+
expect(least_squares).to be_within(0.0001).of solution
|
980
|
+
rescue NotImplementedError
|
981
|
+
"Suppressing a NotImplementedError when the lapacke or atlas plugin is not available"
|
982
|
+
end
|
983
|
+
end
|
984
|
+
|
985
|
+
it "finds the least squares approximation to the equation A * X = B with high tolerance" do
|
986
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
987
|
+
a = NMatrix.new([4,2], [1.0, 1, 1, 2, 1, 3,1,4])
|
988
|
+
b = NMatrix.new([4,1], [6.0, 5, 7, 10])
|
989
|
+
solution = NMatrix.new([2,1], [3.5 , 1.4], dtype: :float64)
|
990
|
+
|
991
|
+
begin
|
992
|
+
least_squares = a.least_squares(b, tolerance: 10e-5)
|
993
|
+
expect(least_squares).to be_within(0.0001).of solution
|
994
|
+
rescue NotImplementedError
|
995
|
+
"Suppressing a NotImplementedError when the lapacke or atlas plugin is not available"
|
996
|
+
end
|
997
|
+
end
|
998
|
+
end
|
999
|
+
|
1000
|
+
context "#hessenberg" do
|
1001
|
+
FLOAT_DTYPES.each do |dtype|
|
1002
|
+
context dtype do
|
1003
|
+
before do
|
1004
|
+
@n = NMatrix.new [5,5],
|
1005
|
+
[0, 2, 0, 1, 1,
|
1006
|
+
2, 2, 3, 2, 2,
|
1007
|
+
4,-3, 0, 1, 3,
|
1008
|
+
6, 1,-6,-5, 4,
|
1009
|
+
5, 6, 4, 1, 5], dtype: dtype
|
1010
|
+
end
|
1011
|
+
|
1012
|
+
it "transforms a matrix to Hessenberg form" do
|
1013
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
1014
|
+
expect(@n.hessenberg).to be_within(0.0001).of(NMatrix.new([5,5],
|
1015
|
+
[0.00000,-1.66667, 0.79432,-0.45191,-1.54501,
|
1016
|
+
-9.00000, 2.95062,-6.89312, 3.22250,-0.19012,
|
1017
|
+
0.00000,-8.21682,-0.57379, 5.26966,-1.69976,
|
1018
|
+
0.00000, 0.00000,-3.74630,-0.80893, 3.99708,
|
1019
|
+
0.00000, 0.00000, 0.00000, 0.04102, 0.43211], dtype: dtype))
|
1020
|
+
end
|
1021
|
+
end
|
1022
|
+
end
|
1023
|
+
end
|
1024
|
+
|
1025
|
+
ALL_DTYPES.each do |dtype|
|
1026
|
+
[:dense, :yale].each do |stype|
|
1027
|
+
answer_dtype = integer_dtype?(dtype) ? :int64 : dtype
|
1028
|
+
next if dtype == :byte
|
1029
|
+
|
1030
|
+
context "#pow #{dtype} #{stype}" do
|
1031
|
+
before do
|
1032
|
+
@n = NMatrix.new [4,4], [0, 2, 0, 1,
|
1033
|
+
2, 2, 3, 2,
|
1034
|
+
4,-3, 0, 1,
|
1035
|
+
6, 1,-6,-5], dtype: dtype, stype: stype
|
1036
|
+
end
|
1037
|
+
|
1038
|
+
it "raises a square matrix to even power" do
|
1039
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby? and dtype == :object
|
1040
|
+
expect(@n.pow(4)).to eq(NMatrix.new([4,4], [292, 28,-63, -42,
|
1041
|
+
360, 96, 51, -14,
|
1042
|
+
448,-231,-24,-87,
|
1043
|
+
-1168, 595,234, 523],
|
1044
|
+
dtype: answer_dtype,
|
1045
|
+
stype: stype))
|
1046
|
+
end
|
1047
|
+
|
1048
|
+
it "raises a square matrix to odd power" do
|
1049
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby? and dtype == :object
|
1050
|
+
expect(@n.pow(9)).to eq(NMatrix.new([4,4],[-275128, 279917, 176127, 237451,
|
1051
|
+
-260104, 394759, 166893, 296081,
|
1052
|
+
-704824, 285700, 186411, 262002,
|
1053
|
+
3209256,-1070870,-918741,-1318584],
|
1054
|
+
dtype: answer_dtype, stype: stype))
|
1055
|
+
end
|
1056
|
+
|
1057
|
+
it "raises a sqaure matrix to negative power" do
|
1058
|
+
expect(@n.pow(-3)).to be_within(0.00001).of (NMatrix.new([4,4],
|
1059
|
+
[1.0647e-02, 4.2239e-04,-6.2281e-05, 2.7680e-03,
|
1060
|
+
-1.6415e-02, 2.1296e-02, 1.0718e-02, 4.8589e-03,
|
1061
|
+
8.6956e-03,-8.6569e-03, 2.8993e-02, 7.2015e-03,
|
1062
|
+
5.0034e-02,-1.7500e-02,-3.6777e-02,-1.2128e-02], dtype: answer_dtype,
|
1063
|
+
stype: stype))
|
1064
|
+
end unless stype =~ /yale/ or dtype == :object or ALL_DTYPES.grep(/int/).include? dtype
|
1065
|
+
|
1066
|
+
it "raises a square matrix to zero" do
|
1067
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby? and dtype == :object
|
1068
|
+
expect(@n.pow(0)).to eq(NMatrix.eye([4,4], dtype: answer_dtype,
|
1069
|
+
stype: stype))
|
1070
|
+
end
|
1071
|
+
|
1072
|
+
it "raises a square matrix to one" do
|
1073
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby? and dtype == :object
|
1074
|
+
expect(@n.pow(1)).to eq(@n)
|
1075
|
+
end
|
1076
|
+
end
|
1077
|
+
end
|
1078
|
+
end
|
1079
|
+
|
1080
|
+
ALL_DTYPES.each do |dtype|
|
1081
|
+
[:dense, :yale].each do |stype|
|
1082
|
+
context "#kron_prod #{dtype} #{stype}" do
|
1083
|
+
before do
|
1084
|
+
@a = NMatrix.new([2,2], [1,2,
|
1085
|
+
3,4], dtype: dtype, stype: stype)
|
1086
|
+
@b = NMatrix.new([2,3], [1,1,1,
|
1087
|
+
1,1,1], dtype: dtype, stype: stype)
|
1088
|
+
@c = NMatrix.new([4,6], [1, 1, 1, 2, 2, 2,
|
1089
|
+
1, 1, 1, 2, 2, 2,
|
1090
|
+
3, 3, 3, 4, 4, 4,
|
1091
|
+
3, 3, 3, 4, 4, 4], dtype: dtype, stype: stype)
|
1092
|
+
end
|
1093
|
+
it "computes the Kronecker product of two NMatrix objects" do
|
1094
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby? and dtype == :object
|
1095
|
+
expect(@a.kron_prod(@b)).to eq(@c)
|
1096
|
+
end
|
1097
|
+
end
|
1098
|
+
end
|
1099
|
+
end
|
1100
|
+
|
1101
|
+
context "determinants" do
|
1102
|
+
ALL_DTYPES.each do |dtype|
|
1103
|
+
context dtype do
|
1104
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
1105
|
+
before do
|
1106
|
+
@a = NMatrix.new([2,2], [1,2,
|
1107
|
+
3,4], dtype: dtype)
|
1108
|
+
@b = NMatrix.new([3,3], [1,2,3,
|
1109
|
+
5,0,1,
|
1110
|
+
4,1,3], dtype: dtype)
|
1111
|
+
@c = NMatrix.new([4,4], [1, 0, 1, 1,
|
1112
|
+
1, 2, 3, 1,
|
1113
|
+
3, 3, 3, 1,
|
1114
|
+
1, 2, 3, 4], dtype: dtype)
|
1115
|
+
@err = case dtype
|
1116
|
+
when :float32, :complex64
|
1117
|
+
1e-6
|
1118
|
+
when :float64, :complex128
|
1119
|
+
1e-14
|
1120
|
+
else
|
1121
|
+
1e-64 # FIXME: should be 0, but be_within(0) does not work.
|
1122
|
+
end
|
1123
|
+
end
|
1124
|
+
it "computes the determinant of 2x2 matrix" do
|
1125
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
1126
|
+
expect(@a.det).to be_within(@err).of(-2)
|
1127
|
+
end
|
1128
|
+
it "computes the determinant of 3x3 matrix" do
|
1129
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
1130
|
+
expect(@b.det).to be_within(@err).of(-8)
|
1131
|
+
end
|
1132
|
+
it "computes the determinant of 4x4 matrix" do
|
1133
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
1134
|
+
expect(@c.det).to be_within(@err).of(-18)
|
1135
|
+
end
|
1136
|
+
it "computes the exact determinant of 2x2 matrix" do
|
1137
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
1138
|
+
if dtype == :byte
|
1139
|
+
expect{@a.det_exact}.to raise_error(DataTypeError)
|
1140
|
+
else
|
1141
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby? and dtype == :object
|
1142
|
+
expect(@a.det_exact).to be_within(@err).of(-2)
|
1143
|
+
end
|
1144
|
+
end
|
1145
|
+
it "computes the exact determinant of 3x3 matrix" do
|
1146
|
+
pending("not yet implemented for :object dtype") if dtype == :objectx
|
1147
|
+
if dtype == :byte
|
1148
|
+
expect{@a.det_exact}.to raise_error(DataTypeError)
|
1149
|
+
else
|
1150
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby? and dtype == :object
|
1151
|
+
expect(@b.det_exact).to be_within(@err).of(-8)
|
1152
|
+
end
|
1153
|
+
end
|
1154
|
+
end
|
1155
|
+
end
|
1156
|
+
end
|
1157
|
+
|
1158
|
+
context "#scale and #scale!" do
|
1159
|
+
[:dense,:list,:yale].each do |stype|
|
1160
|
+
ALL_DTYPES.each do |dtype|
|
1161
|
+
context "for #{dtype}" do
|
1162
|
+
before do
|
1163
|
+
@m = NMatrix.new([3, 3], [0, 1, 2,
|
1164
|
+
3, 4, 5,
|
1165
|
+
6, 7, 8], stype: stype, dtype: dtype)
|
1166
|
+
end
|
1167
|
+
|
1168
|
+
it "scales the matrix by a given factor and return the result" do
|
1169
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
1170
|
+
if integer_dtype? dtype
|
1171
|
+
expect{@m.scale 2.0}.to raise_error(DataTypeError)
|
1172
|
+
else
|
1173
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby? and (dtype == :complex64 || dtype == :complex128)
|
1174
|
+
expect(@m.scale 2.0).to eq(NMatrix.new([3, 3], [0, 2, 4,
|
1175
|
+
6, 8, 10,
|
1176
|
+
12, 14, 16], stype: stype, dtype: dtype))
|
1177
|
+
end
|
1178
|
+
end
|
1179
|
+
|
1180
|
+
it "scales the matrix in place by a given factor" do
|
1181
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
1182
|
+
if dtype == :int8
|
1183
|
+
expect{@m.scale! 2}.to raise_error(DataTypeError)
|
1184
|
+
else
|
1185
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby? and (dtype == :complex64 || dtype == :complex128)
|
1186
|
+
@m.scale! 2
|
1187
|
+
expect(@m).to eq(NMatrix.new([3, 3], [0, 2, 4,
|
1188
|
+
6, 8, 10,
|
1189
|
+
12, 14, 16], stype: stype, dtype: dtype))
|
1190
|
+
end
|
1191
|
+
end
|
1192
|
+
end
|
1193
|
+
end
|
1194
|
+
end
|
1195
|
+
end
|
1196
|
+
context "matrix_norm" do
|
1197
|
+
ALL_DTYPES.each do |dtype|
|
1198
|
+
context dtype do
|
1199
|
+
pending("not yet implemented for :object dtype") if dtype == :object
|
1200
|
+
before do
|
1201
|
+
@n = NMatrix.new([3,3], [-4,-3,-2,
|
1202
|
+
-1, 0, 1,
|
1203
|
+
2, 3, 4], dtype: dtype)
|
1204
|
+
|
1205
|
+
@matrix_norm_TOLERANCE = 1.0e-10
|
1206
|
+
end
|
1207
|
+
|
1208
|
+
it "should default to 2-matrix_norm" do
|
1209
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
1210
|
+
if(dtype == :byte)
|
1211
|
+
expect{@n.matrix_norm}.to raise_error(ArgumentError)
|
1212
|
+
else
|
1213
|
+
begin
|
1214
|
+
expect(@n.matrix_norm).to be_within(@matrix_norm_TOLERANCE).of(7.348469228349535)
|
1215
|
+
|
1216
|
+
rescue NotImplementedError
|
1217
|
+
pending "Suppressing a NotImplementedError when the lapacke plugin is not available"
|
1218
|
+
end
|
1219
|
+
end
|
1220
|
+
end
|
1221
|
+
|
1222
|
+
it "should reject invalid arguments" do
|
1223
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
1224
|
+
|
1225
|
+
expect{@n.matrix_norm(0.5)}.to raise_error(ArgumentError)
|
1226
|
+
end
|
1227
|
+
|
1228
|
+
it "should calculate 1 and 2(minus) matrix_norms correctly" do
|
1229
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
1230
|
+
if(dtype == :byte)
|
1231
|
+
expect{@n.matrix_norm(1)}.to raise_error(ArgumentError)
|
1232
|
+
expect{@n.matrix_norm(-2)}.to raise_error(ArgumentError)
|
1233
|
+
expect{@n.matrix_norm(-1)}.to raise_error(ArgumentError)
|
1234
|
+
else
|
1235
|
+
expect(@n.matrix_norm(1)).to eq(7)
|
1236
|
+
begin
|
1237
|
+
|
1238
|
+
#FIXME: change to the correct value when overflow issue is resolved
|
1239
|
+
#expect(@n.matrix_norm(-2)).to eq(1.8628605857884395e-07)
|
1240
|
+
expect(@n.matrix_norm(-2)).to be_within(@matrix_norm_TOLERANCE).of(0.0)
|
1241
|
+
rescue NotImplementedError
|
1242
|
+
pending "Suppressing a NotImplementedError when the lapacke plugin is not available"
|
1243
|
+
end
|
1244
|
+
expect(@n.matrix_norm(-1)).to eq(6)
|
1245
|
+
end
|
1246
|
+
end
|
1247
|
+
|
1248
|
+
it "should calculate infinity matrix_norms correctly" do
|
1249
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
1250
|
+
if(dtype == :byte)
|
1251
|
+
expect{@n.matrix_norm(:inf)}.to raise_error(ArgumentError)
|
1252
|
+
expect{@n.matrix_norm(:'-inf')}.to raise_error(ArgumentError)
|
1253
|
+
else
|
1254
|
+
expect(@n.matrix_norm(:inf)).to eq(9)
|
1255
|
+
expect(@n.matrix_norm(:'-inf')).to eq(2)
|
1256
|
+
end
|
1257
|
+
end
|
1258
|
+
|
1259
|
+
it "should calculate frobenius matrix_norms correctly" do
|
1260
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
1261
|
+
if(dtype == :byte)
|
1262
|
+
expect{@n.matrix_norm(:fro)}.to raise_error(ArgumentError)
|
1263
|
+
else
|
1264
|
+
expect(@n.matrix_norm(:fro)).to be_within(@matrix_norm_TOLERANCE).of(7.745966692414834)
|
1265
|
+
end
|
1266
|
+
end
|
1267
|
+
end
|
1268
|
+
end
|
1269
|
+
end
|
1270
|
+
|
1271
|
+
context "#positive_definite?" do
|
1272
|
+
it "should return true for positive_definite? matrix" do
|
1273
|
+
n = NMatrix.new([3,3], [2, -1, -1,
|
1274
|
+
-1, 2, -1,
|
1275
|
+
-1, -1, 3])
|
1276
|
+
expect(n.positive_definite?).to be_truthy
|
1277
|
+
end
|
1278
|
+
end
|
1279
|
+
|
1280
|
+
context "#svd_rank" do
|
1281
|
+
FLOAT_DTYPES.each do |dtype|
|
1282
|
+
context dtype do
|
1283
|
+
#examples from https://www.cliffsnotes.com/study-guides/algebra/linear-algebra/real-euclidean-vector-spaces/the-rank-of-a-matrix
|
1284
|
+
it "calculates the rank of matrix using singular value decomposition with NMatrix on rectangular matrix without tolerence" do
|
1285
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
1286
|
+
a = NMatrix.new([4,3],[2,-1,3, 1,0,1, 0,2,-1, 1,1,4], dtype: dtype)
|
1287
|
+
|
1288
|
+
begin
|
1289
|
+
rank = a.svd_rank()
|
1290
|
+
|
1291
|
+
rank_true = 3
|
1292
|
+
expect(rank).to eq (rank_true)
|
1293
|
+
|
1294
|
+
rescue NotImplementedError
|
1295
|
+
pending "Suppressing a NotImplementedError when the lapacke plugin is not available"
|
1296
|
+
end
|
1297
|
+
end
|
1298
|
+
|
1299
|
+
it "calculates the rank of matrix using singular value decomposition with NMatrix on rectangular matrix with tolerence" do
|
1300
|
+
|
1301
|
+
a = NMatrix.new([4,3],[2,-1,3, 1,0,1, 0,2,-1, 1,1,4], dtype: dtype)
|
1302
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
1303
|
+
begin
|
1304
|
+
rank = a.svd_rank(4)
|
1305
|
+
|
1306
|
+
rank_true = 1
|
1307
|
+
expect(rank).to eq (rank_true)
|
1308
|
+
|
1309
|
+
rescue NotImplementedError
|
1310
|
+
pending "Suppressing a NotImplementedError when the lapacke plugin is not available"
|
1311
|
+
end
|
1312
|
+
end
|
1313
|
+
|
1314
|
+
it "calculates the rank of matrix using singular value decomposition with NMatrix on square matrix without tolerence" do
|
1315
|
+
|
1316
|
+
a = NMatrix.new([4,4],[1,-1,1,-1, -1,1,-1,1, 1,-1,1,-1, -1,1,-1,1], dtype: dtype)
|
1317
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
1318
|
+
begin
|
1319
|
+
rank = a.svd_rank()
|
1320
|
+
|
1321
|
+
rank_true = 1
|
1322
|
+
expect(rank).to eq (rank_true)
|
1323
|
+
|
1324
|
+
rescue NotImplementedError
|
1325
|
+
pending "Suppressing a NotImplementedError when the lapacke plugin is not available"
|
1326
|
+
end
|
1327
|
+
end
|
1328
|
+
|
1329
|
+
it "calculates the rank of matrix using singular value decomposition with NMatrix on square matrix with very small tolerence(for float32)" do
|
1330
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
1331
|
+
a = NMatrix.new([4,4],[1,-1,1,-1, -1,1,-1,1, 1,-1,1,-1, -1,1,-1,1], dtype: :float32)
|
1332
|
+
|
1333
|
+
begin
|
1334
|
+
rank = a.svd_rank(1.7881389169360773e-08)
|
1335
|
+
|
1336
|
+
rank_true = 2
|
1337
|
+
expect(rank).to eq (rank_true)
|
1338
|
+
|
1339
|
+
rescue NotImplementedError
|
1340
|
+
pending "Suppressing a NotImplementedError when the lapacke plugin is not available"
|
1341
|
+
end
|
1342
|
+
end
|
1343
|
+
|
1344
|
+
it "calculates the rank of matrix using singular value decomposition with NMatrix on square matrix with very small tolerence(for float64)" do
|
1345
|
+
pending("not yet implemented for NMatrix-JRuby") if jruby?
|
1346
|
+
a = NMatrix.new([4,4],[1,-1,1,-1, -1,1,-1,1, 1,-1,1,-1, -1,1,-1,1], dtype: :float64)
|
1347
|
+
|
1348
|
+
begin
|
1349
|
+
rank = a.svd_rank(1.7881389169360773e-08)
|
1350
|
+
|
1351
|
+
rank_true = 1
|
1352
|
+
expect(rank).to eq (rank_true)
|
1353
|
+
|
1354
|
+
rescue NotImplementedError
|
1355
|
+
pending "Suppressing a NotImplementedError when the lapacke plugin is not available"
|
1356
|
+
end
|
1357
|
+
end
|
1358
|
+
|
1359
|
+
end
|
1360
|
+
end
|
1361
|
+
end
|
1362
|
+
|
1363
|
+
end
|