randsvd 0.1.0

checksums.yaml

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+---
+SHA1:
+  metadata.gz: cdd512ffec6e4953cb3560c61965897afd59c0db
+  data.tar.gz: 334b387b942d876147d86ccc4c1b8f43c98b57af
+SHA512:
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data/.gitignore

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+/.bundle/
+/.yardoc
+/Gemfile.lock
+/_yardoc/
+/coverage/
+/doc/
+/pkg/
+/spec/reports/
+/tmp/
+
+# rspec failure tracking
+.rspec_status

data/.rspec

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+--format documentation
+--color

data/.travis.yml

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+sudo: false
+language: ruby
+rvm:
+  - 2.4.1
+before_install: gem install bundler -v 1.15.3

data/CODE_OF_CONDUCT.md

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+# Contributor Covenant Code of Conduct
+
+## Our Pledge
+
+In the interest of fostering an open and welcoming environment, we as
+contributors and maintainers pledge to making participation in our project and
+our community a harassment-free experience for everyone, regardless of age, body
+size, disability, ethnicity, gender identity and expression, level of experience,
+nationality, personal appearance, race, religion, or sexual identity and
+orientation.
+
+## Our Standards
+
+Examples of behavior that contributes to creating a positive environment
+include:
+
+* Using welcoming and inclusive language
+* Being respectful of differing viewpoints and experiences
+* Gracefully accepting constructive criticism
+* Focusing on what is best for the community
+* Showing empathy towards other community members
+
+Examples of unacceptable behavior by participants include:
+
+* The use of sexualized language or imagery and unwelcome sexual attention or
+advances
+* Trolling, insulting/derogatory comments, and personal or political attacks
+* Public or private harassment
+* Publishing others' private information, such as a physical or electronic
+  address, without explicit permission
+* Other conduct which could reasonably be considered inappropriate in a
+  professional setting
+
+## Our Responsibilities
+
+Project maintainers are responsible for clarifying the standards of acceptable
+behavior and are expected to take appropriate and fair corrective action in
+response to any instances of unacceptable behavior.
+
+Project maintainers have the right and responsibility to remove, edit, or
+reject comments, commits, code, wiki edits, issues, and other contributions
+that are not aligned to this Code of Conduct, or to ban temporarily or
+permanently any contributor for other behaviors that they deem inappropriate,
+threatening, offensive, or harmful.
+
+## Scope
+
+This Code of Conduct applies both within project spaces and in public spaces
+when an individual is representing the project or its community. Examples of
+representing a project or community include using an official project e-mail
+address, posting via an official social media account, or acting as an appointed
+representative at an online or offline event. Representation of a project may be
+further defined and clarified by project maintainers.
+
+## Enforcement
+
+Instances of abusive, harassing, or otherwise unacceptable behavior may be
+reported by contacting the project team at yoshoku@outlook.com. All
+complaints will be reviewed and investigated and will result in a response that
+is deemed necessary and appropriate to the circumstances. The project team is
+obligated to maintain confidentiality with regard to the reporter of an incident.
+Further details of specific enforcement policies may be posted separately.
+
+Project maintainers who do not follow or enforce the Code of Conduct in good
+faith may face temporary or permanent repercussions as determined by other
+members of the project's leadership.
+
+## Attribution
+
+This Code of Conduct is adapted from the [Contributor Covenant][homepage], version 1.4,
+available at [http://contributor-covenant.org/version/1/4][version]
+
+[homepage]: http://contributor-covenant.org
+[version]: http://contributor-covenant.org/version/1/4/

data/Gemfile

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+source "https://rubygems.org"
+
+git_source(:github) {|repo_name| "https://github.com/#{repo_name}" }
+
+# Specify your gem's dependencies in randsvd.gemspec
+gemspec

data/LICENSE.txt

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+The MIT License (MIT)
+
+Copyright (c) 2017 yoshoku
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.

data/README.md

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+# RandSVD
+
+RandSVD is a class that performs truncated singular value decomposition using a randomized algorithm.
+To implement, I referred to the following papers:
+
+- P.-G. Martinsson, A. Szlam, M. Tygert, "Normalized power iterations for the computation of SVD," Proc. of NIPS Workshop on Low-Rank Methods for Large-Scale Machine Learning, 2011.
+- P.-G. Martinsson, V. Rokhlin, M. Tygert, "A randomized algorithm for the approximation of matrices," Tech. Rep., 1361, Yale University Department of Computer Science, 2006.
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'randsvd'
+```
+
+And then execute:
+
+    $ bundle
+
+Or install it yourself as:
+
+    $ gem install randsvd
+
+## Usage
+
+```ruby
+require 'randsvd'
+
+# Initialize some variables.
+input_matrix = NMatrix.rand([1000, 100])
+nb_singular_values = 10
+
+# Perform the randomized singular value decomposition.
+u, s, vt = RandSVD.gesvd(input_matrix, nb_singular_values)
+
+# Reconstruct the matrix with the singular values and vectors.
+reconstructed_matrix = u.dot(NMatrix.diag(s).dot(vt))
+```
+
+## Development
+
+After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake spec` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
+
+To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
+
+## Contributing
+
+Bug reports and pull requests are welcome on GitHub at https://github.com/[USERNAME]/randsvd. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the [Contributor Covenant](http://contributor-covenant.org) code of conduct.
+
+## License
+
+The gem is available as open source under the terms of the [MIT License](http://opensource.org/licenses/MIT).

data/Rakefile

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+require "bundler/gem_tasks"
+require "rspec/core/rake_task"
+
+RSpec::Core::RakeTask.new(:spec)
+
+task :default => :spec

data/bin/console

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+#!/usr/bin/env ruby
+
+require "bundler/setup"
+require "randsvd"
+
+# You can add fixtures and/or initialization code here to make experimenting
+# with your gem easier. You can also use a different console, if you like.
+
+# (If you use this, don't forget to add pry to your Gemfile!)
+# require "pry"
+# Pry.start
+
+require "irb"
+IRB.start(__FILE__)

data/bin/setup

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+#!/usr/bin/env bash
+set -euo pipefail
+IFS=$'\n\t'
+set -vx
+
+bundle install
+
+# Do any other automated setup that you need to do here

data/exe/randsvd

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+#!/usr/bin/env ruby
+
+require "randsvd"

data/lib/randsvd/version.rb

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+class RandSVD
+  module VERSION
+    MAJOR = 0
+    MINOR = 1
+    TINY = 0
+    STRING = [MAJOR, MINOR, TINY].compact.join('.')
+  end
+end

data/lib/randsvd.rb

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+require 'randsvd/version'
+require 'nmatrix/lapacke'
+
+# RandSVD is a class that performs truncated singular value decomposition
+# using a randomized algorithm.
+class RandSVD
+  class << self
+    # Compute the randomized singular value decompostion
+    # using NMatrix::LAPACK.gesvd method.
+    #
+    # @param mat [NMatrix] The m-by-n input matrix to be decomposed.
+    # @param k   [Integer] The number of singular values.
+    # @param t   [Integer] The number of iterations for orthogonalization.
+    #
+    # @return [Array<NMatrix>]
+    #   Returns array containing the m-by-k matrix of left-singular vectors,
+    #   the k-by-1 matrix containing the singular values in decreasing order,
+    #   and the k-by-n transposed matrix of right-singular vectors.
+    def gesvd(mat, k, t = 0)
+      rsvd(mat, k, t, 0)
+    end
+
+    # Compute the randomized singular value decompostion
+    # using NMatrix::LAPACK.gesdd method.
+    #
+    # @param mat [NMatrix] The m-by-n input matrix to be decomposed.
+    # @param k   [Integer] The number of singular values.
+    # @param t   [Integer] The number of iterations for orthogonalization.
+    #
+    # @return [Array<NMatrix>]
+    #   Returns array containing the m-by-k matrix of left-singular vectors,
+    #   the k-by-1 matrix containing the singular values in decreasing order,
+    #   and the k-by-n transposed matrix of right-singular vectors.
+    def gesdd(mat, k, t = 0)
+      rsvd(mat, k, t, 1)
+    end
+
+    protected
+
+    def rsvd(mat, k, t, svd_type)
+      n = mat.shape[1]
+      mat_q = make_orthonormal_mat(mat, [k + 10, n].min, t)
+      mat_a = mat.dot(mat_q)
+      mat_u, vec_s, mat_vt = svd_type.zero? ? mat_a.gesvd : mat_a.gesdd
+      truncate_svd_mats(mat_u, vec_s, mat_q.dot(mat_vt.transpose), k)
+    end
+
+    def rand_normal(shape, mu = 0.0, sigma = 1.0)
+      a = NMatrix.random shape
+      b = NMatrix.random shape
+      ((a.log * -2.0).sqrt * (b * 2.0 * Math::PI).sin) * sigma + mu
+    end
+
+    def make_orthonormal_mat(mat, l, t)
+      m, n = mat.shape
+      mat_q, = mat.transpose.dot(rand_normal([m, l])).factorize_qr
+      t.times do
+        mat_p, = mat.dot(mat_q[0..n - 1, 0..l - 1]).factorize_qr
+        mat_q, = mat.transpose.dot(mat_p[0..m - 1, 0..l - 1]).factorize_qr
+      end
+      mat_q[0..n - 1, 0..l - 1]
+    end
+
+    def truncate_svd_mats(mat_u, vec_s, mat_v, k)
+      m, = mat_u.shape
+      n, = mat_v.shape
+      [mat_u[0..m - 1, 0..k - 1],
+       vec_s[0..k - 1],
+       mat_v[0..n - 1, 0..k - 1].transpose]
+    end
+  end
+end

data/randsvd.gemspec

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+# coding: utf-8
+lib = File.expand_path("../lib", __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require "randsvd/version"
+
+Gem::Specification.new do |spec|
+  spec.name          = "randsvd"
+  spec.version       = RandSVD::VERSION::STRING
+  spec.authors       = ["yoshoku"]
+  spec.email         = ["yoshoku@outlook.com"]
+
+  spec.summary       = %q{RandSVD is a class that performs truncated singular
+                          value decomposition using a randomized algorithm.}
+  spec.homepage      = "https://github.com/yoshoku/randsvd"
+  spec.license       = "MIT"
+
+  spec.files         = `git ls-files -z`.split("\x0").reject do |f|
+    f.match(%r{^(test|spec|features)/})
+  end
+  spec.bindir        = "exe"
+  spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
+  spec.require_paths = ["lib"]
+
+  spec.add_development_dependency "bundler", "~> 1.15"
+  spec.add_development_dependency "rake", "~> 10.0"
+  spec.add_development_dependency "rspec", "~> 3.0"
+  spec.add_development_dependency "nmatrix", "~> 0.2.3"
+  spec.add_development_dependency "nmatrix-lapacke", "~> 0.2.3"
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: randsvd
+version: !ruby/object:Gem::Version
+  version: 0.1.0
+platform: ruby
+authors:
+- yoshoku
+autorequire: 
+bindir: exe
+cert_chain: []
+date: 2017-08-27 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.15'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.15'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+- !ruby/object:Gem::Dependency
+  name: nmatrix
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 0.2.3
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 0.2.3
+- !ruby/object:Gem::Dependency
+  name: nmatrix-lapacke
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 0.2.3
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 0.2.3
+description: 
+email:
+- yoshoku@outlook.com
+executables:
+- randsvd
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- ".rspec"
+- ".travis.yml"
+- CODE_OF_CONDUCT.md
+- Gemfile
+- LICENSE.txt
+- README.md
+- Rakefile
+- bin/console
+- bin/setup
+- exe/randsvd
+- lib/randsvd.rb
+- lib/randsvd/version.rb
+- randsvd.gemspec
+homepage: https://github.com/yoshoku/randsvd
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.6.11
+signing_key: 
+specification_version: 4
+summary: RandSVD is a class that performs truncated singular value decomposition using
+  a randomized algorithm.
+test_files: []