stick 1.2.0
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- data/CHANGES +7 -0
- data/COPYING +344 -0
- data/README +110 -0
- data/lib/stick/constants.rb +3 -0
- data/lib/stick/constants/cgs.rb +151 -0
- data/lib/stick/constants/mks.rb +158 -0
- data/lib/stick/constants/number.rb +33 -0
- data/lib/stick/constants/typeless_cgs.rb +141 -0
- data/lib/stick/constants/typeless_mks.rb +142 -0
- data/lib/stick/currency.rb +8 -0
- data/lib/stick/mapcar.rb +61 -0
- data/lib/stick/matrix.rb +1022 -0
- data/lib/stick/quaternion.rb +562 -0
- data/lib/stick/times.rb +441 -0
- data/lib/stick/units.rb +112 -0
- data/lib/stick/units/base.rb +980 -0
- data/lib/stick/units/currency.rb +159 -0
- data/lib/stick/units/data/binary/base.rb +4 -0
- data/lib/stick/units/data/cex.rb +5 -0
- data/lib/stick/units/data/currency-default.rb +5 -0
- data/lib/stick/units/data/currency-standard.rb +2 -0
- data/lib/stick/units/data/currency/base.rb +89 -0
- data/lib/stick/units/data/iec.rb +5 -0
- data/lib/stick/units/data/iec_binary/base.rb +6 -0
- data/lib/stick/units/data/si.rb +7 -0
- data/lib/stick/units/data/si/base.rb +9 -0
- data/lib/stick/units/data/si/derived.rb +26 -0
- data/lib/stick/units/data/si/extra.rb +22 -0
- data/lib/stick/units/data/uk.rb +10 -0
- data/lib/stick/units/data/uk/base.rb +22 -0
- data/lib/stick/units/data/units-default.rb +11 -0
- data/lib/stick/units/data/units-standard.rb +5 -0
- data/lib/stick/units/data/us.rb +10 -0
- data/lib/stick/units/data/us/base.rb +23 -0
- data/lib/stick/units/data/xmethods.rb +5 -0
- data/lib/stick/units/data/xmethods/cached.rb +84 -0
- data/lib/stick/units/data/xmethods/mapping.rb +87 -0
- data/lib/stick/units/loaders.rb +98 -0
- data/lib/stick/units/units.rb +109 -0
- data/meta/MANIFEST +76 -0
- data/meta/ROLLRC +2 -0
- data/meta/icli.yaml +16 -0
- data/meta/project.yaml +18 -0
- data/task/clobber/package +10 -0
- data/task/publish +57 -0
- data/task/release +10 -0
- data/task/setup +1616 -0
- data/task/test +25 -0
- data/test/spec_matrix.rb +342 -0
- data/test/test_currency.rb +26 -0
- data/test/test_matrix.rb +359 -0
- data/test/test_units.rb +205 -0
- data/work/TODO +20 -0
- data/work/bytes.rb +231 -0
- data/work/multipliers.rb +195 -0
- metadata +138 -0
@@ -0,0 +1,142 @@
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# Title:
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#
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# Unitless MKS Constants
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#
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# Copyright:
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#
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# Copyright (C) 2003 Daniel Carrera, Brian Gough
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#
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# License:
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#
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# GNU General Public License
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#
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# This program is free software; you can redistribute it and/or modify
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# it under the terms of the GNU General Public License as published by
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# the Free Software Foundation; either version 2 of the License, or (at
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# your option) any later version.
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#
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# This program is distributed in the hope that it will be useful, but
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# WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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# General Public License for more details.
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#
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# You should have received a copy of the GNU General Public License
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# along with this program; if not, write to the Free Software
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# Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
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#
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# Authors:
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#
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# - Daniel Carrera
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# - Brian Gough
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# - Thomas Sawyer
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#
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module Stick
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module Constants
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module Typeless
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# Unitless constants in the MKS system (meters, kg, sec)
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module MKS
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SPEED_OF_LIGHT = 2.99792458e8 # m / s
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GRAVITATIONAL_CONSTANT = 6.673e-11 # m^3 / kg s^2
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PLANCKS_CONSTANT_H = 6.62606876e-34 # kg m^2 / s
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PLANCKS_CONSTANT_HBAR = 1.05457159642e-34 # kg m^2 / s
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VACUUM_PERMEABILITY = 1.25663706144e-6 # kg m / A^2 s^2
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ASTRONOMICAL_UNIT = 1.49597870691e11 # m
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LIGHT_YEAR = 9.46053620707e15 # m
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PARSEC = 3.08567758135e16 # m
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GRAV_ACCEL = 9.80665e0 # m / s^2
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ELECTRON_VOLT = 1.602176462e-19 # kg m^2 / s^2
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MASS_ELECTRON = 9.10938188e-31 # kg
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MASS_MUON = 1.88353109e-28 # kg
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MASS_PROTON = 1.67262158e-27 # kg
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MASS_NEUTRON = 1.67492716e-27 # kg
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RYDBERG = 2.17987190389e-18 # kg m^2 / s^2
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BOLTZMANN = 1.3806503e-23 # kg m^2 / K s^2
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BOHR_MAGNETON = 9.27400899e-24 # A m^2
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NUCLEAR_MAGNETON = 5.05078317e-27 # A m^2
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ELECTRON_MAGNETIC_MOMENT = 9.28476362e-24 # A m^2
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PROTON_MAGNETIC_MOMENT = 1.410606633e-26 # A m^2
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MOLAR_GAS = 8.314472e0 # kg m^2 / K mol s^2
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STANDARD_GAS_VOLUME = 2.2710981e-2 # m^3 / mol
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MINUTE = 6e1 # s
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HOUR = 3.6e3 # s
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DAY = 8.64e4 # s
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WEEK = 6.048e5 # s
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INCH = 2.54e-2 # m
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FOOT = 3.048e-1 # m
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YARD = 9.144e-1 # m
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MILE = 1.609344e3 # m
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NAUTICAL_MILE = 1.852e3 # m
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FATHOM = 1.8288e0 # m
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MIL = 2.54e-5 # m
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POINT = 3.52777777778e-4 # m
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TEXPOINT = 3.51459803515e-4 # m
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MICRON = 1e-6 # m
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ANGSTROM = 1e-10 # m
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HECTARE = 1e4 # m^2
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ACRE = 4.04685642241e3 # m^2
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BARN = 1e-28 # m^2
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LITER = 1e-3 # m^3
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US_GALLON = 3.78541178402e-3 # m^3
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QUART = 9.46352946004e-4 # m^3
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PINT = 4.73176473002e-4 # m^3
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CUP = 2.36588236501e-4 # m^3
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FLUID_OUNCE = 2.95735295626e-5 # m^3
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TABLESPOON = 1.47867647813e-5 # m^3
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TEASPOON = 4.92892159375e-6 # m^3
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CANADIAN_GALLON = 4.54609e-3 # m^3
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UK_GALLON = 4.546092e-3 # m^3
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MILES_PER_HOUR = 4.4704e-1 # m / s
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KILOMETERS_PER_HOUR = 2.77777777778e-1 # m / s
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KNOT = 5.14444444444e-1 # m / s
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POUND_MASS = 4.5359237e-1 # kg
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OUNCE_MASS = 2.8349523125e-2 # kg
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TON = 9.0718474e2 # kg
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METRIC_TON = 1e3 # kg
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UK_TON = 1.0160469088e3 # kg
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TROY_OUNCE = 3.1103475e-2 # kg
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CARAT = 2e-4 # kg
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UNIFIED_ATOMIC_MASS = 1.66053873e-27 # kg
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ATOMIC_MASS = 1.66053873e-27 # kg
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GRAM_FORCE = 9.80665e-3 # kg m / s^2
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POUND_FORCE = 4.44822161526e0 # kg m / s^2
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KILOPOUND_FORCE = 4.44822161526e3 # kg m / s^2
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POUNDAL = 1.38255e-1 # kg m / s^2
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CALORIE = 4.1868e0 # kg m^2 / s^2
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BTU = 1.05505585262e3 # kg m^2 / s^2
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THERM = 1.05506e8 # kg m^2 / s^2
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HORSEPOWER = 7.457e2 # kg m^2 / s^3
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BAR = 1e5 # kg / m s^2
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STD_ATMOSPHERE = 1.01325e5 # kg / m s^2
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TORR = 1.33322368421e2 # kg / m s^2
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METER_OF_MERCURY = 1.33322368421e5 # kg / m s^2
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INCH_OF_MERCURY = 3.38638815789e3 # kg / m s^2
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INCH_OF_WATER = 2.490889e2 # kg / m s^2
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PSI = 6.89475729317e3 # kg / m s^2
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POISE = 1e-1 # kg m^-1 s^-1
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STOKES = 1e-4 # m^2 / s
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FARADAY = 9.6485341472e4 # A s / mol
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ELECTRON_CHARGE = 1.602176462e-19 # A s
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GAUSS = 1e-4 # kg / A s^2
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STILB = 1e4 # cd / m^2
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LUMEN = 1e0 # cd sr
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LUX = 1e0 # cd sr / m^2
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PHOT = 1e4 # cd sr / m^2
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FOOTCANDLE = 1.076e1 # cd sr / m^2
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LAMBERT = 1e4 # cd sr / m^2
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FOOTLAMBERT = 1.07639104e1 # cd sr / m^2
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CURIE = 3.7e10 # 1 / s
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ROENTGEN = 2.58e-4 # A s / kg
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RAD = 1e-2 # m^2 / s^2
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SOLAR_MASS = 1.98892e30 # kg
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BOHR_RADIUS = 5.291772083e-11 # m
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VACUUM_PERMITTIVITY = 8.854187817e-12 # A^2 s^4 / kg m^3
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NEWTON = 1e0 # kg m / s^2
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DYNE = 1e-5 # kg m / s^2
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JOULE = 1e0 # kg m^2 / s^2
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ERG = 1e-7 # kg m^2 / s^2
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end
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end
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end
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end
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data/lib/stick/mapcar.rb
ADDED
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# = TITLE:
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#
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# Mapcar
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#
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# AUTHOR:
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#
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# Cosmin Bonchis
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#
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# NOTES:
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#
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# Google Summer of Code 2007 project for Ruby Central Inc.
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require 'generator'
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#
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# Non-recursive mapcar (works on all Enumerables)
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#
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def mapcar(*enums)
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generators = enums.collect { |e| Generator.new(e) }
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result = []
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while true
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begin
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params = generators.collect { |g| g.current; g.next }
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rescue EOFError
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return result
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end
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result << yield(*params)
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end
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end
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def map(*enums)
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generators = []; enums.each { |e| generators << Generator.new(e) }
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while true
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begin
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params = []; generators.each { |g| g.current; params << g.next }
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rescue EOFError
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return
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end
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yield(*params)
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end
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end
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class Array
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def Array.map(n, *arrays)
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len = arrays.length
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if n == 0
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n = arrays[0].length
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1.upto(arrays.length - 1) do |i|
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al = arrays[i].length
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n = al if al < n
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end
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end
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0.upto(n - 1) do |i|
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params = []
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0.upto(len - 1) do |arr|
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params << arrays[arr][i]
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end
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yield(*params)
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end
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end
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end
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data/lib/stick/matrix.rb
ADDED
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# = TITLE:
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#
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# Matrix Extensions
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#
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# AUTHOR:
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#
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# Cosmin Bonchis
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#
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# NOTES:
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#
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# Google Summer of Code 2007 project for Ruby Central Inc.
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require 'rational'
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require 'matrix'
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require 'stick/mapcar'
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class Vector
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include Enumerable
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module Norm
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def Norm.sqnorm(obj, p)
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sum = 0
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obj.each{|x| sum += x ** p}
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sum
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end
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end
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alias :length :size
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alias :index :[]
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#
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# Returns the value of an index vector or
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# a Vector with the values of a range
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# v = Vector[1, 2, 3, 4]
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# v[0] => 1
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# v[0..2] => Vector[1, 2, 3]
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#
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def [](i)
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case i
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when Range
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Vector[*to_a.slice(i)]
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else
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index(i)
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end
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end
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#
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# Sets a vector value/(range of values) with a new value/(values from a vector)
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# v = Vector[1, 2, 3]
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# v[2] = 9 => Vector[1, 2, 9]
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# v[1..2] = Vector[9, 9, 9, 9, 9] => v: Vector[1, 9, 9]
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#
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def []=(i, v)
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case i
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when Range
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(self.size..i.begin - 1).each{|e| self[e] = 0} # self.size must be in the first place because the size of self can be modified
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[v.size, i.entries.size].min.times {|e| self[e + i.begin] = v[e]}
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(v.size + i.begin .. i.end).each {|e| self[e] = 0}
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else
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@elements[i]=v
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end
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end
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class << self
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#
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# Returns a concatenated Vector
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#
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def concat(*args)
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v = []
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args.each{|x| v += x.to_a}
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Vector[*v]
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end
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end
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#
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# Changes the elements of vector and returns a Vector
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#
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def collect!
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els = @elements.collect! {|v| yield(v)}
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Vector.elements(els, false)
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end
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#
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# Iterates the elements of a vector
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#
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def each
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(0...size).each {|i| yield(self[i])}
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nil
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end
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#
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# Returns the maximum element of a vector
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#
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def max
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to_a.max
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end
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#
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# Returns the minimum element of a vector
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#
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def min
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to_a.min
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end
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#
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# Returns the p-norm of a vector
|
108
|
+
#
|
109
|
+
def norm(p = 2)
|
110
|
+
Norm.sqnorm(self, p) ** (Float(1)/p)
|
111
|
+
end
|
112
|
+
|
113
|
+
#
|
114
|
+
# Returns the infinite-norm
|
115
|
+
#
|
116
|
+
def norm_inf
|
117
|
+
[min.abs, max.abs].max
|
118
|
+
end
|
119
|
+
|
120
|
+
#
|
121
|
+
# Returns a slice of vector
|
122
|
+
#
|
123
|
+
def slice(*args)
|
124
|
+
Vector[*to_a.slice(*args)]
|
125
|
+
end
|
126
|
+
|
127
|
+
def slice_set(v, b, e)
|
128
|
+
for i in b..e
|
129
|
+
self[i] = v[i-b]
|
130
|
+
end
|
131
|
+
end
|
132
|
+
|
133
|
+
#
|
134
|
+
# Sets a slice of vector
|
135
|
+
#
|
136
|
+
def slice=(args)
|
137
|
+
case args[1]
|
138
|
+
when Range
|
139
|
+
slice_set(args[0], args[1].begin, args[1].last)
|
140
|
+
else
|
141
|
+
slice_set(args[0], args[1], args[2])
|
142
|
+
end
|
143
|
+
end
|
144
|
+
|
145
|
+
#
|
146
|
+
# Return the vector divided by a scalar
|
147
|
+
#
|
148
|
+
def /(c)
|
149
|
+
map {|e| e.quo(c)}
|
150
|
+
end
|
151
|
+
|
152
|
+
#
|
153
|
+
# Return the matrix column coresponding to the vector transpose
|
154
|
+
#
|
155
|
+
def transpose
|
156
|
+
Matrix[self.to_a]
|
157
|
+
end
|
158
|
+
|
159
|
+
alias :t :transpose
|
160
|
+
|
161
|
+
#
|
162
|
+
# Computes the Householder vector (MC, Golub, p. 210, algorithm 5.1.1)
|
163
|
+
#
|
164
|
+
def house
|
165
|
+
s = self[1..length-1]
|
166
|
+
sigma = s.inner_product(s)
|
167
|
+
v = clone; v[0] = 1
|
168
|
+
if sigma == 0
|
169
|
+
beta = 0
|
170
|
+
else
|
171
|
+
mu = Math.sqrt(self[0] ** 2 + sigma)
|
172
|
+
if self[0] <= 0
|
173
|
+
v[0] = self[0] - mu
|
174
|
+
else
|
175
|
+
v[0] = - sigma.quo(self[0] + mu)
|
176
|
+
end
|
177
|
+
v2 = v[0] ** 2
|
178
|
+
beta = 2 * v2.quo(sigma + v2)
|
179
|
+
v /= v[0]
|
180
|
+
end
|
181
|
+
return v, beta
|
182
|
+
end
|
183
|
+
|
184
|
+
#
|
185
|
+
#Projection operator
|
186
|
+
#(http://en.wikipedia.org/wiki/Gram-Schmidt_process#The_Gram.E2.80.93Schmidt_process)
|
187
|
+
#
|
188
|
+
def proj(v)
|
189
|
+
vp = v.inner_product(self)
|
190
|
+
vp = Float vp if vp.is_a?(Integer)
|
191
|
+
self * (vp / inner_product(self))
|
192
|
+
end
|
193
|
+
|
194
|
+
#
|
195
|
+
# Return the vector normalized
|
196
|
+
#
|
197
|
+
def normalize
|
198
|
+
self / self.norm
|
199
|
+
end
|
200
|
+
|
201
|
+
#
|
202
|
+
# Stabilized Gram-Schmidt process
|
203
|
+
# (http://en.wikipedia.org/wiki/Gram-Schmidt_process#Algorithm)
|
204
|
+
#
|
205
|
+
def Vector.gram_schmidt(*vectors)
|
206
|
+
v = vectors.clone
|
207
|
+
for j in 0...v.size
|
208
|
+
for i in 0..j-1
|
209
|
+
v[j] -= v[i] * v[j].inner_product(v[i])
|
210
|
+
end
|
211
|
+
v[j] /= v[j].norm
|
212
|
+
end
|
213
|
+
v
|
214
|
+
end
|
215
|
+
end
|
216
|
+
|
217
|
+
class Matrix
|
218
|
+
include Enumerable
|
219
|
+
public_class_method :new
|
220
|
+
|
221
|
+
attr_reader :rows, :wrap
|
222
|
+
@wrap = nil
|
223
|
+
|
224
|
+
def initialize(*argv)
|
225
|
+
return initialize_old(*argv) if argv[0].is_a?(Symbol)
|
226
|
+
n, m, val = argv; val = 0 if not val
|
227
|
+
f = (block_given?)? lambda {|i,j| yield(i, j)} : lambda {|i,j| val}
|
228
|
+
init_rows((0...n).collect {|i| (0...m).collect {|j| f.call(i,j)}}, true)
|
229
|
+
end
|
230
|
+
|
231
|
+
#
|
232
|
+
# For invoking a method
|
233
|
+
# in Ruby1.8 is working 'send' and
|
234
|
+
# in Ruby1.9 is working 'funcall'
|
235
|
+
#
|
236
|
+
def initialize_old(init_method, *argv)
|
237
|
+
if RUBY_VERSION < "1.9.0"
|
238
|
+
self.send(init_method, *argv) # in Ruby1.8
|
239
|
+
else
|
240
|
+
self.funcall(init_method, *argv) # in Ruby1.9
|
241
|
+
end
|
242
|
+
end
|
243
|
+
|
244
|
+
alias :ids :[]
|
245
|
+
#
|
246
|
+
# Return a value or a vector/matrix of values depending
|
247
|
+
# if the indexes are ranges or not
|
248
|
+
# m = Matrix.new(4, 3){|i, j| i * 3 + j}
|
249
|
+
# m: 0 1 2
|
250
|
+
# 3 4 5
|
251
|
+
# 6 7 8
|
252
|
+
# 9 10 11
|
253
|
+
# m[1, 2] => 5
|
254
|
+
# m[3,1..2] => Vector[10, 11]
|
255
|
+
# m[0..1, 0..2] => Matrix[[0, 1, 2], [3, 4, 5]]
|
256
|
+
#
|
257
|
+
def [](i, j)
|
258
|
+
case i
|
259
|
+
when Range
|
260
|
+
case j
|
261
|
+
when Range
|
262
|
+
Matrix[*i.collect{|l| self.row(l)[j].to_a}]
|
263
|
+
else
|
264
|
+
column(j)[i]
|
265
|
+
end
|
266
|
+
else
|
267
|
+
case j
|
268
|
+
when Range
|
269
|
+
row(i)[j]
|
270
|
+
else
|
271
|
+
ids(i, j)
|
272
|
+
end
|
273
|
+
end
|
274
|
+
end
|
275
|
+
|
276
|
+
#
|
277
|
+
# Set the values of a matrix
|
278
|
+
# m = Matrix.new(3, 3){|i, j| i * 3 + j}
|
279
|
+
# m: 0 1 2
|
280
|
+
# 3 4 5
|
281
|
+
# 6 7 8
|
282
|
+
# m[1, 2] = 9 => Matrix[[0, 1, 2], [3, 4, 9], [6, 7, 8]]
|
283
|
+
# m[2,1..2] = Vector[8, 8] => Matrix[[0, 1, 2], [3, 8, 8], [6, 7, 8]]
|
284
|
+
# m[0..1, 0..1] = Matrix[[0, 0, 0],[0, 0, 0]]
|
285
|
+
# => Matrix[[0, 0, 2], [0, 0, 8], [6, 7, 8]]
|
286
|
+
#
|
287
|
+
def []=(i, j, v)
|
288
|
+
case i
|
289
|
+
when Range
|
290
|
+
if i.entries.size == 1
|
291
|
+
self[i.begin, j] = (v.is_a?(Matrix) ? v.row(0) : v)
|
292
|
+
else
|
293
|
+
case j
|
294
|
+
when Range
|
295
|
+
if j.entries.size == 1
|
296
|
+
self[i, j.begin] = (v.is_a?(Matrix) ? v.column(0) : v)
|
297
|
+
else
|
298
|
+
i.each{|l| self.row= l, v.row(l - i.begin), j}
|
299
|
+
end
|
300
|
+
else
|
301
|
+
self.column= j, v, i
|
302
|
+
end
|
303
|
+
end
|
304
|
+
else
|
305
|
+
case j
|
306
|
+
when Range
|
307
|
+
if j.entries.size == 1
|
308
|
+
self[i, j.begin] = (v.is_a?(Vector) ? v[0] : v)
|
309
|
+
else
|
310
|
+
self.row= i, v, j
|
311
|
+
end
|
312
|
+
else
|
313
|
+
@rows[i][j] = (v.is_a?(Vector) ? v[0] : v)
|
314
|
+
|
315
|
+
end
|
316
|
+
end
|
317
|
+
end
|
318
|
+
|
319
|
+
#
|
320
|
+
# Return a clone matrix
|
321
|
+
#
|
322
|
+
def clone
|
323
|
+
super
|
324
|
+
end
|
325
|
+
|
326
|
+
def initialize_copy(orig)
|
327
|
+
init_rows(orig.rows, true)
|
328
|
+
self.wrap=(orig.wrap)
|
329
|
+
end
|
330
|
+
|
331
|
+
|
332
|
+
class << self
|
333
|
+
#
|
334
|
+
# Creates a matrix with the given matrices as diagonal blocks
|
335
|
+
#
|
336
|
+
def diag(*args)
|
337
|
+
dsize = 0
|
338
|
+
sizes = args.collect{|e| x = (e.is_a?(Matrix)) ? e.row_size : 1; dsize += x; x}
|
339
|
+
m = Matrix.zero(dsize)
|
340
|
+
count = 0
|
341
|
+
|
342
|
+
sizes.size.times{|i|
|
343
|
+
range = count..(count+sizes[i]-1)
|
344
|
+
m[range, range] = args[i]
|
345
|
+
count += sizes[i]
|
346
|
+
}
|
347
|
+
m
|
348
|
+
end
|
349
|
+
|
350
|
+
#
|
351
|
+
# Tests if all the elements of two matrix are equal in delta
|
352
|
+
#
|
353
|
+
def equal_in_delta?(m0, m1, delta = 1.0e-10)
|
354
|
+
delta = delta.abs
|
355
|
+
mapcar(m0, m1){|x, y| return false if (x < y - delta or x > y + delta) }
|
356
|
+
true
|
357
|
+
end
|
358
|
+
|
359
|
+
#
|
360
|
+
# Tests if all the diagonal elements of two matrix are equal in delta
|
361
|
+
#
|
362
|
+
def diag_in_delta?(m1, m0, eps = 1.0e-10)
|
363
|
+
n = m1.row_size
|
364
|
+
return false if n != m0.row_size or m1.column_size != m0.column_size
|
365
|
+
n.times{|i|
|
366
|
+
return false if (m1[i,i]-m0[i,i]).abs > eps
|
367
|
+
}
|
368
|
+
true
|
369
|
+
end
|
370
|
+
end
|
371
|
+
|
372
|
+
#
|
373
|
+
# Returns the matrix divided by a scalar
|
374
|
+
#
|
375
|
+
def quo(v)
|
376
|
+
map {|e| e.quo(v)}
|
377
|
+
end
|
378
|
+
|
379
|
+
#
|
380
|
+
# quo seems always desirable
|
381
|
+
#
|
382
|
+
alias :/ :quo
|
383
|
+
|
384
|
+
#
|
385
|
+
# Set de values of a matrix and the value of wrap property
|
386
|
+
#
|
387
|
+
def set(m)
|
388
|
+
0.upto(m.row_size - 1) do |i|
|
389
|
+
0.upto(m.column_size - 1) do |j|
|
390
|
+
self[i, j] = m[i, j]
|
391
|
+
end
|
392
|
+
end
|
393
|
+
self.wrap = m.wrap
|
394
|
+
end
|
395
|
+
|
396
|
+
def wraplate(ijwrap = "")
|
397
|
+
"class << self
|
398
|
+
def [](i, j)
|
399
|
+
#{ijwrap}; @rows[i][j]
|
400
|
+
end
|
401
|
+
|
402
|
+
def []=(i, j, v)
|
403
|
+
#{ijwrap}; @rows[i][j] = v
|
404
|
+
end
|
405
|
+
end"
|
406
|
+
end
|
407
|
+
|
408
|
+
#
|
409
|
+
# Set wrap feature of a matrix
|
410
|
+
#
|
411
|
+
def wrap=(mode = :torus)
|
412
|
+
case mode
|
413
|
+
when :torus then eval(wraplate("i %= row_size; j %= column_size"))
|
414
|
+
when :h_cylinder then eval(wraplate("i %= row_size"))
|
415
|
+
when :v_cylinder then eval(wraplate("j %= column_size"))
|
416
|
+
when :nil then eval(wraplate)
|
417
|
+
end
|
418
|
+
@wrap = mode
|
419
|
+
end
|
420
|
+
|
421
|
+
#
|
422
|
+
# Returns the maximum length of column elements
|
423
|
+
#
|
424
|
+
def max_len_column(j)
|
425
|
+
column_collect(j) {|x| x.to_s.length}.max
|
426
|
+
end
|
427
|
+
|
428
|
+
#
|
429
|
+
# Returns a list with the maximum lengths
|
430
|
+
#
|
431
|
+
def cols_len
|
432
|
+
(0...column_size).collect {|j| max_len_column(j)}
|
433
|
+
end
|
434
|
+
|
435
|
+
#
|
436
|
+
# Returns a string for nice printing matrix
|
437
|
+
#
|
438
|
+
def to_s(mode = :pretty, len_col = 3)
|
439
|
+
return super if empty?
|
440
|
+
if mode == :pretty
|
441
|
+
clen = cols_len
|
442
|
+
to_a.collect {|r| mapcar(r, clen) {|x, l| format("%#{l}s ",x.to_s)} << "\n"}.join("")
|
443
|
+
else
|
444
|
+
i = 0; s = ""; cs = column_size
|
445
|
+
each do |e|
|
446
|
+
i = (i + 1) % cs
|
447
|
+
s += format("%#{len_col}s ", e.to_s)
|
448
|
+
s += "\n" if i == 0
|
449
|
+
end
|
450
|
+
s
|
451
|
+
end
|
452
|
+
end
|
453
|
+
|
454
|
+
#
|
455
|
+
# Iterate the elements of a matrix
|
456
|
+
#
|
457
|
+
def each
|
458
|
+
@rows.each {|x| x.each {|e| yield(e)}}
|
459
|
+
nil
|
460
|
+
end
|
461
|
+
|
462
|
+
#
|
463
|
+
# a hided module of Matrix
|
464
|
+
module MMatrix
|
465
|
+
def MMatrix.default_block(block)
|
466
|
+
block ? lambda { |i| block.call(i) } : lambda {|i| i }
|
467
|
+
end
|
468
|
+
|
469
|
+
#
|
470
|
+
# Returns:
|
471
|
+
# 1) the index of row/column and
|
472
|
+
# 2) the values Vector for changing the row/column and
|
473
|
+
# 3) the range of changes
|
474
|
+
#
|
475
|
+
def MMatrix.id_vect_range(args, l)
|
476
|
+
i = args[0] # the column(/the row) to be change
|
477
|
+
vect = args[1] # the values vector
|
478
|
+
|
479
|
+
case args.size
|
480
|
+
when 3 then range = args[2] # the range of the elements to be change
|
481
|
+
when 4 then range = args[2]..args[3] #the range by borders
|
482
|
+
else range = 0...l
|
483
|
+
end
|
484
|
+
return i, vect, range
|
485
|
+
end
|
486
|
+
|
487
|
+
end
|
488
|
+
|
489
|
+
#
|
490
|
+
# Returns an array with the elements collected from the row "i".
|
491
|
+
# When a block is given, the elements of that vector are iterated.
|
492
|
+
#
|
493
|
+
def row_collect(i, &block)
|
494
|
+
f = MMatrix.default_block(block)
|
495
|
+
@rows[i].collect {|e| f.call(e)}
|
496
|
+
end
|
497
|
+
|
498
|
+
#
|
499
|
+
# Returns row vector number "i" like Matrix.row as a Vector.
|
500
|
+
# When the block is given, the elements of row "i" are modified
|
501
|
+
#
|
502
|
+
def row!(i)
|
503
|
+
if block_given?
|
504
|
+
@rows[i].collect! {|e| yield e }
|
505
|
+
else
|
506
|
+
Vector.elements(@rows[i], false)
|
507
|
+
end
|
508
|
+
end
|
509
|
+
alias :row_collect! :row!
|
510
|
+
|
511
|
+
#
|
512
|
+
# Returns an array with the elements collected from the column "j".
|
513
|
+
# When a block is given, the elements of that vector are iterated.
|
514
|
+
#
|
515
|
+
def column_collect(j, &block)
|
516
|
+
f = MMatrix.default_block(block)
|
517
|
+
(0...row_size).collect {|r| f.call(self[r, j])}
|
518
|
+
end
|
519
|
+
|
520
|
+
#
|
521
|
+
# Returns column vector number "j" as a Vector.
|
522
|
+
# When the block is given, the elements of column "j" are mmodified
|
523
|
+
#
|
524
|
+
def column!(j)
|
525
|
+
if block_given?
|
526
|
+
(0...row_size).collect { |i| @rows[i][j] = yield @rows[i][j] }
|
527
|
+
else
|
528
|
+
column(j)
|
529
|
+
end
|
530
|
+
end
|
531
|
+
alias :column_collect! :column!
|
532
|
+
|
533
|
+
#
|
534
|
+
# Set a certain column with the values of a Vector
|
535
|
+
# m = Matrix.new(3, 3){|i, j| i * 3 + j + 1}
|
536
|
+
# m.column= 1, Vector[1, 1, 1], 1..2
|
537
|
+
# m => 1 2 3
|
538
|
+
# 4 1 6
|
539
|
+
# 7 1 9
|
540
|
+
#
|
541
|
+
def column=(args)
|
542
|
+
m = row_size
|
543
|
+
c, v, r = MMatrix.id_vect_range(args, m)
|
544
|
+
(m..r.begin - 1).each{|i| self[i, c] = 0}
|
545
|
+
[v.size, r.entries.size].min.times{|i| self[i + r.begin, c] = v[i]}
|
546
|
+
((v.size + r.begin)..r.entries.last).each {|i| self[i, c] = 0}
|
547
|
+
end
|
548
|
+
|
549
|
+
#
|
550
|
+
# Set a certain row with the values of a Vector
|
551
|
+
# m = Matrix.new(3, 3){|i, j| i * 3 + j + 1}
|
552
|
+
# m.row= 0, Vector[0, 0], 1..2
|
553
|
+
# m => 1 0 0
|
554
|
+
# 4 5 6
|
555
|
+
# 7 8 9
|
556
|
+
#
|
557
|
+
def row=(args)
|
558
|
+
i, val, range = MMatrix.id_vect_range(args, column_size)
|
559
|
+
row!(i)[range] = val
|
560
|
+
end
|
561
|
+
|
562
|
+
def norm(p = 2)
|
563
|
+
Vector::Norm.sqnorm(self, p) ** (Float(1)/p)
|
564
|
+
end
|
565
|
+
|
566
|
+
def norm_frobenius
|
567
|
+
norm
|
568
|
+
end
|
569
|
+
alias :normF :norm_frobenius
|
570
|
+
|
571
|
+
#
|
572
|
+
# Tests if the matrix is empty or not
|
573
|
+
#
|
574
|
+
def empty?
|
575
|
+
@rows.empty? if @rows
|
576
|
+
end
|
577
|
+
|
578
|
+
#
|
579
|
+
# Returns the row/s of matrix as a Matrix
|
580
|
+
#
|
581
|
+
def row2matrix(r)
|
582
|
+
a = self.send(:row, r).to_a
|
583
|
+
if r.is_a?(Range) and r.entries.size > 1
|
584
|
+
return Matrix[*a]
|
585
|
+
else
|
586
|
+
return Matrix[a]
|
587
|
+
end
|
588
|
+
end
|
589
|
+
|
590
|
+
#
|
591
|
+
# Returns the colomn/s of matrix as a Matrix
|
592
|
+
#
|
593
|
+
def column2matrix(c)
|
594
|
+
a = self.send(:column, c).to_a
|
595
|
+
if c.is_a?(Range) and c.entries.size > 1
|
596
|
+
return Matrix[*a]
|
597
|
+
else
|
598
|
+
return Matrix[*a.collect{|x| [x]}]
|
599
|
+
end
|
600
|
+
end
|
601
|
+
|
602
|
+
module LU
|
603
|
+
#
|
604
|
+
# Return the Gauss vector, MC, Golub, 3.2.1 Gauss Transformation, p94
|
605
|
+
#
|
606
|
+
def LU.gauss_vector(mat, k)
|
607
|
+
t = mat.column2matrix(k)
|
608
|
+
tk = t[k, 0]
|
609
|
+
(0..k).each{|i| t[i, 0] = 0}
|
610
|
+
return t if tk == 0
|
611
|
+
(k+1...mat.row_size).each{|i| t[i, 0] = t[i, 0].to_f / tk}
|
612
|
+
t
|
613
|
+
end
|
614
|
+
|
615
|
+
#
|
616
|
+
# Return the Gauss transformation matrix: M_k = I - tau * e_k^T
|
617
|
+
#
|
618
|
+
def LU.gauss(mat, k)
|
619
|
+
i = Matrix.I(mat.column_size)
|
620
|
+
tau = gauss_vector(mat, k)
|
621
|
+
e = i.row2matrix(k)
|
622
|
+
i - tau * e
|
623
|
+
end
|
624
|
+
|
625
|
+
#
|
626
|
+
# LU factorization: A = LU
|
627
|
+
# where L is lower triangular and U is upper triangular
|
628
|
+
#
|
629
|
+
def LU.factorization(mat)
|
630
|
+
u = mat.clone
|
631
|
+
n = u.column_size
|
632
|
+
i = Matrix.I(n)
|
633
|
+
l = i.clone
|
634
|
+
(n-1).times {|k|
|
635
|
+
mk = gauss(u, k)
|
636
|
+
u = mk * u # M_{n-1} * ... * M_1 * A = U
|
637
|
+
l += i - mk # L = M_1^{-1} * ... * M_{n-1}^{-1} = I + sum_{k=1}^{n-1} tau * e
|
638
|
+
}
|
639
|
+
return l, u
|
640
|
+
end
|
641
|
+
end
|
642
|
+
|
643
|
+
#
|
644
|
+
# Return the upper triangular matrix of LU factorization
|
645
|
+
# M_{n-1} * ... * M_1 * A = U
|
646
|
+
#
|
647
|
+
def U
|
648
|
+
LU.factorization(self)[1]
|
649
|
+
end
|
650
|
+
|
651
|
+
#
|
652
|
+
# Return the lower triangular matrix of LU factorization
|
653
|
+
# L = M_1^{-1} * ... * M_{n-1}^{-1} = I + sum_{k=1}^{n-1} tau * e
|
654
|
+
#
|
655
|
+
def L
|
656
|
+
LU.factorization(self)[0]
|
657
|
+
end
|
658
|
+
|
659
|
+
module Householder
|
660
|
+
#
|
661
|
+
# a QR factorization that uses Householder transformation
|
662
|
+
# Q^T * A = R
|
663
|
+
# MC, Golub & van Loan, pg 224, 5.2.1 Householder QR
|
664
|
+
#
|
665
|
+
def Householder.QR(mat)
|
666
|
+
h = []
|
667
|
+
a = mat.clone
|
668
|
+
m = a.row_size
|
669
|
+
n = a.column_size
|
670
|
+
n.times{|j|
|
671
|
+
v, beta = a[j..m - 1, j].house
|
672
|
+
|
673
|
+
h[j] = Matrix.diag(Matrix.I(j), Matrix.I(m-j)- beta * (v * v.t))
|
674
|
+
|
675
|
+
a[j..m-1, j..n-1] = (Matrix.I(m-j) - beta * (v * v.t)) * a[j..m-1, j..n-1]
|
676
|
+
a[(j+1)..m-1,j] = v[2..(m-j)] if j < m - 1 }
|
677
|
+
h
|
678
|
+
end
|
679
|
+
|
680
|
+
#
|
681
|
+
# From the essential part of Householder vector
|
682
|
+
# it returns the coresponding upper(U_j)/lower(V_j) matrix
|
683
|
+
#
|
684
|
+
def Householder.bidiagUV(essential, dim, beta)
|
685
|
+
v = Vector.concat(Vector[1], essential)
|
686
|
+
dimv = v.size
|
687
|
+
Matrix.diag(Matrix.I(dim - dimv), Matrix.I(dimv) - beta * (v * v.t) )
|
688
|
+
end
|
689
|
+
|
690
|
+
#
|
691
|
+
# Householder Bidiagonalization algorithm. MC, Golub, pg 252, Algorithm 5.4.2
|
692
|
+
# Returns the matrices U_B and V_B such that: U_B^T * A * V_B = B,
|
693
|
+
# where B is upper bidiagonal.
|
694
|
+
#
|
695
|
+
def Householder.bidiag(mat)
|
696
|
+
a = mat.clone
|
697
|
+
m = a.row_size
|
698
|
+
n = a.column_size
|
699
|
+
ub = Matrix.I(m)
|
700
|
+
vb = Matrix.I(n)
|
701
|
+
n.times{|j|
|
702
|
+
v, beta = a[j..m-1,j].house
|
703
|
+
a[j..m-1, j..n-1] = (Matrix.I(m-j) - beta * (v * v.t)) * a[j..m-1, j..n-1]
|
704
|
+
a[j+1..m-1, j] = v[1..(m-j-1)]
|
705
|
+
ub *= bidiagUV(a[j+1..m-1,j], m, beta) #Ub = U_1 * U_2 * ... * U_n
|
706
|
+
if j < n - 2
|
707
|
+
v, beta = (a[j, j+1..n-1]).house
|
708
|
+
a[j..m-1, j+1..n-1] = a[j..m-1, j+1..n-1] * (Matrix.I(n-j-1) - beta * (v * v.t))
|
709
|
+
a[j, j+2..n-1] = v[1..n-j-2]
|
710
|
+
vb *= bidiagUV(a[j, j+2..n-1], n, beta) #Vb = V_1 * U_2 * ... * V_n-2
|
711
|
+
end }
|
712
|
+
return ub, vb
|
713
|
+
end
|
714
|
+
|
715
|
+
#
|
716
|
+
#Householder Reduction to Hessenberg Form
|
717
|
+
#
|
718
|
+
def Householder.toHessenberg(mat)
|
719
|
+
h = mat.clone
|
720
|
+
n = h.row_size
|
721
|
+
u0 = Matrix.I(n)
|
722
|
+
for k in (0...n - 2)
|
723
|
+
v, beta = h[k+1..n-1, k].house #the householder matrice part
|
724
|
+
houseV = Matrix.I(n-k-1) - beta * (v * v.t)
|
725
|
+
u0 *= Matrix.diag(Matrix.I(k+1), houseV)
|
726
|
+
h[k+1..n-1, k..n-1] = houseV * h[k+1..n-1, k..n-1]
|
727
|
+
h[0..n-1, k+1..n-1] = h[0..n-1, k+1..n-1] * houseV
|
728
|
+
end
|
729
|
+
return h, u0
|
730
|
+
end
|
731
|
+
|
732
|
+
|
733
|
+
end #end of Householder module
|
734
|
+
|
735
|
+
#
|
736
|
+
# Returns the upper bidiagonal matrix obtained with Householder Bidiagonalization algorithm
|
737
|
+
#
|
738
|
+
def bidiagonal
|
739
|
+
ub, vb = Householder.bidiag(self)
|
740
|
+
ub.t * self * vb
|
741
|
+
end
|
742
|
+
|
743
|
+
#
|
744
|
+
# Returns the orthogonal matrix Q of Householder QR factorization
|
745
|
+
# where Q = H_1 * H_2 * H_3 * ... * H_n,
|
746
|
+
#
|
747
|
+
def houseQ
|
748
|
+
h = Householder.QR(self)
|
749
|
+
q = h[0]
|
750
|
+
(1...h.size).each{|i| q *= h[i]}
|
751
|
+
q
|
752
|
+
end
|
753
|
+
|
754
|
+
#
|
755
|
+
# Returns the matrix R of Householder QR factorization
|
756
|
+
# R = H_n * H_n-1 * ... * H_1 * A is an upper triangular matrix
|
757
|
+
#
|
758
|
+
def houseR
|
759
|
+
h = Householder.QR(self)
|
760
|
+
r = self.clone
|
761
|
+
h.size.times{|i| r = h[i] * r}
|
762
|
+
r
|
763
|
+
end
|
764
|
+
|
765
|
+
#
|
766
|
+
# Modified Gram Schmidt QR factorization (MC, Golub, p. 232)
|
767
|
+
# A = Q_1 * R_1
|
768
|
+
#
|
769
|
+
def gram_schmidt
|
770
|
+
a = clone
|
771
|
+
n = column_size
|
772
|
+
m = row_size
|
773
|
+
q = Matrix.new(m, n){0}
|
774
|
+
r = Matrix.zero(n)
|
775
|
+
for k in 0...n
|
776
|
+
r[k,k] = a[0...m, k].norm
|
777
|
+
q[0...m, k] = a[0...m, k] / r[k, k]
|
778
|
+
for j in (k+1)...n
|
779
|
+
r[k, j] = q[0...m, k].t * a[0...m, j]
|
780
|
+
a[0...m, j] -= q[0...m, k] * r[k, j]
|
781
|
+
end
|
782
|
+
end
|
783
|
+
return q, r
|
784
|
+
end
|
785
|
+
|
786
|
+
#
|
787
|
+
# Returns the Q_1 matrix of Modified Gram Schmidt algorithm
|
788
|
+
# Q_1 has orthonormal columns
|
789
|
+
#
|
790
|
+
def gram_schmidtQ
|
791
|
+
gram_schmidt[0]
|
792
|
+
end
|
793
|
+
|
794
|
+
#
|
795
|
+
# Returns the R_1 upper triangular matrix of Modified Gram Schmidt algorithm
|
796
|
+
#
|
797
|
+
def gram_schmidtR
|
798
|
+
gram_schmidt[1]
|
799
|
+
end
|
800
|
+
|
801
|
+
|
802
|
+
module Givens
|
803
|
+
#
|
804
|
+
# Returns the values "c and s" of a Given rotation
|
805
|
+
# MC, Golub, pg 216, Alghorithm 5.1.3
|
806
|
+
#
|
807
|
+
def Givens.givens(a, b)
|
808
|
+
if b == 0
|
809
|
+
c = 0; s = 0
|
810
|
+
else
|
811
|
+
if b.abs > a.abs
|
812
|
+
tau = Float(-a)/b; s = 1/Math.sqrt(1+tau**2); c = s * tau
|
813
|
+
else
|
814
|
+
tau = Float(-b)/a; c = 1/Math.sqrt(1+tau**2); s = c * tau
|
815
|
+
end
|
816
|
+
end
|
817
|
+
return c, s
|
818
|
+
end
|
819
|
+
|
820
|
+
#
|
821
|
+
# a QR factorization using Givens rotation
|
822
|
+
# Computes the upper triangular matrix R and the orthogonal matrix Q
|
823
|
+
# where Q^t A = R (MC, Golub, p227 algorithm 5.2.2)
|
824
|
+
#
|
825
|
+
def Givens.QR(mat)
|
826
|
+
r = mat.clone
|
827
|
+
m = r.row_size
|
828
|
+
n = r.column_size
|
829
|
+
q = Matrix.I(m)
|
830
|
+
n.times{|j|
|
831
|
+
m-1.downto(j+1){|i|
|
832
|
+
c, s = givens(r[i - 1, j], r[i, j])
|
833
|
+
qt = Matrix.I(m); qt[i-1..i, i-1..i] = Matrix[[c, s],[-s, c]]
|
834
|
+
q *= qt
|
835
|
+
r[i-1..i, j..n-1] = Matrix[[c, -s],[s, c]] * r[i-1..i, j..n-1]}}
|
836
|
+
return r, q
|
837
|
+
end
|
838
|
+
|
839
|
+
end
|
840
|
+
|
841
|
+
#
|
842
|
+
# Returns the upper triunghiular matrix R of a Givens QR factorization
|
843
|
+
#
|
844
|
+
def givensR
|
845
|
+
Givens.QR(self)[0]
|
846
|
+
end
|
847
|
+
|
848
|
+
#
|
849
|
+
# Returns the orthogonal matrix Q of Givens QR factorization.
|
850
|
+
# Q = G_1 * ... * G_t where G_j is the j'th Givens rotation
|
851
|
+
# and 't' is the total number of rotations
|
852
|
+
#
|
853
|
+
def givensQ
|
854
|
+
Givens.QR(self)[1]
|
855
|
+
end
|
856
|
+
|
857
|
+
module Hessenberg
|
858
|
+
#
|
859
|
+
# the matrix must be an upper R^(n x n) Hessenberg matrix
|
860
|
+
#
|
861
|
+
def Hessenberg.QR(mat)
|
862
|
+
r = mat.clone
|
863
|
+
n = r.row_size
|
864
|
+
q = Matrix.I(n)
|
865
|
+
for j in (0...n-1)
|
866
|
+
c, s = Givens.givens(r[j,j], r[j+1, j])
|
867
|
+
cs = Matrix[[c, s], [-s, c]]
|
868
|
+
q *= Matrix.diag(Matrix.I(j), cs, Matrix.I(n - j - 2))
|
869
|
+
r[j..j+1, j..n-1] = cs.t * r[j..j+1, j..n-1]
|
870
|
+
end
|
871
|
+
return q, r
|
872
|
+
end
|
873
|
+
end
|
874
|
+
|
875
|
+
#
|
876
|
+
# Returns the orthogonal matrix Q of Hessenberg QR factorization
|
877
|
+
# Q = G_1 *...* G_(n-1) where G_j is the Givens rotation G_j = G(j, j+1, omega_j)
|
878
|
+
#
|
879
|
+
def hessenbergQ
|
880
|
+
Hessenberg.QR(self)[0]
|
881
|
+
end
|
882
|
+
|
883
|
+
#
|
884
|
+
# Returns the upper triunghiular matrix R of a Hessenberg QR factorization
|
885
|
+
#
|
886
|
+
def hessenbergR
|
887
|
+
Hessenberg.QR(self)[1]
|
888
|
+
end
|
889
|
+
|
890
|
+
#
|
891
|
+
# Return an upper Hessenberg matrix obtained with Householder reduction to Hessenberg Form algorithm
|
892
|
+
#
|
893
|
+
def hessenberg_form_H
|
894
|
+
Householder.toHessenberg(self)[0]
|
895
|
+
end
|
896
|
+
|
897
|
+
#
|
898
|
+
# The real Schur decomposition.
|
899
|
+
# The eigenvalues are aproximated in diagonal elements of the real Schur decomposition matrix
|
900
|
+
#
|
901
|
+
def realSchur(eps = 1.0e-10, steps = 100)
|
902
|
+
h = self.hessenberg_form_H
|
903
|
+
h1 = Matrix[]
|
904
|
+
i = 0
|
905
|
+
loop do
|
906
|
+
h1 = h.hessenbergR * h.hessenbergQ
|
907
|
+
break if Matrix.diag_in_delta?(h1, h, eps) or steps <= 0
|
908
|
+
h = h1.clone
|
909
|
+
steps -= 1
|
910
|
+
i += 1
|
911
|
+
end
|
912
|
+
h1
|
913
|
+
end
|
914
|
+
|
915
|
+
|
916
|
+
module Jacobi
|
917
|
+
#
|
918
|
+
# Returns the nurm of the off-diagonal element
|
919
|
+
#
|
920
|
+
def Jacobi.off(a)
|
921
|
+
n = a.row_size
|
922
|
+
sum = 0
|
923
|
+
n.times{|i| n.times{|j| sum += a[i, j]**2 if j != i}}
|
924
|
+
Math.sqrt(sum)
|
925
|
+
end
|
926
|
+
|
927
|
+
#
|
928
|
+
# Returns the index pair (p, q) with 1<= p < q <= n and A[p, q] is the maximum in absolute value
|
929
|
+
#
|
930
|
+
def Jacobi.max(a)
|
931
|
+
n = a.row_size
|
932
|
+
max = 0
|
933
|
+
p = 0
|
934
|
+
q = 0
|
935
|
+
n.times{|i|
|
936
|
+
((i+1)...n).each{|j|
|
937
|
+
val = a[i, j].abs
|
938
|
+
if val > max
|
939
|
+
max = val
|
940
|
+
p = i
|
941
|
+
q = j
|
942
|
+
end }}
|
943
|
+
return p, q
|
944
|
+
end
|
945
|
+
|
946
|
+
#
|
947
|
+
# Compute the cosine-sine pair (c, s) for the element A[p, q]
|
948
|
+
#
|
949
|
+
def Jacobi.sym_schur2(a, p, q)
|
950
|
+
if a[p, q] != 0
|
951
|
+
tau = Float(a[q, q] - a[p, p])/(2 * a[p, q])
|
952
|
+
if tau >= 0
|
953
|
+
t = 1./(tau + Math.sqrt(1 + tau ** 2))
|
954
|
+
else
|
955
|
+
t = -1./(-tau + Math.sqrt(1 + tau ** 2))
|
956
|
+
end
|
957
|
+
c = 1./Math.sqrt(1 + t ** 2)
|
958
|
+
s = t * c
|
959
|
+
else
|
960
|
+
c = 1
|
961
|
+
s = 0
|
962
|
+
end
|
963
|
+
return c, s
|
964
|
+
end
|
965
|
+
|
966
|
+
#
|
967
|
+
# Returns the Jacobi rotation matrix
|
968
|
+
#
|
969
|
+
def Jacobi.J(p, q, c, s, n)
|
970
|
+
j = Matrix.I(n)
|
971
|
+
j[p,p] = c; j[p, q] = s
|
972
|
+
j[q,p] = -s; j[q, q] = c
|
973
|
+
j
|
974
|
+
end
|
975
|
+
end
|
976
|
+
|
977
|
+
#
|
978
|
+
# Classical Jacobi 8.4.3 Golub & van Loan
|
979
|
+
#
|
980
|
+
def cJacobi(tol = 1.0e-10)
|
981
|
+
a = self.clone
|
982
|
+
n = row_size
|
983
|
+
v = Matrix.I(n)
|
984
|
+
eps = tol * a.normF
|
985
|
+
while Jacobi.off(a) > eps
|
986
|
+
p, q = Jacobi.max(a)
|
987
|
+
c, s = Jacobi.sym_schur2(a, p, q)
|
988
|
+
#print "\np:#{p} q:#{q} c:#{c} s:#{s}\n"
|
989
|
+
j = Jacobi.J(p, q, c, s, n)
|
990
|
+
a = j.t * a * j
|
991
|
+
v = v * j
|
992
|
+
end
|
993
|
+
return a, v
|
994
|
+
end
|
995
|
+
|
996
|
+
#
|
997
|
+
# Returns the aproximation matrix computed with Classical Jacobi algorithm.
|
998
|
+
# The aproximate eigenvalues values are in the diagonal of the matrix A.
|
999
|
+
#
|
1000
|
+
def cJacobiA(tol = 1.0e-10)
|
1001
|
+
cJacobi(tol)[0]
|
1002
|
+
end
|
1003
|
+
|
1004
|
+
#
|
1005
|
+
# Returns a Vector with the eigenvalues aproximated values.
|
1006
|
+
# The eigenvalues are computed with the Classic Jacobi Algorithm.
|
1007
|
+
#
|
1008
|
+
def eigenvaluesJacobi
|
1009
|
+
a = cJacobiA
|
1010
|
+
Vector[*(0...row_size).collect{|i| a[i, i]}]
|
1011
|
+
end
|
1012
|
+
|
1013
|
+
#
|
1014
|
+
# Returns the orthogonal matrix obtained with the Jacobi eigenvalue algorithm.
|
1015
|
+
# The columns of V are the eigenvector.
|
1016
|
+
#
|
1017
|
+
def cJacobiV(tol = 1.0e-10)
|
1018
|
+
cJacobi(tol)[1]
|
1019
|
+
end
|
1020
|
+
end
|
1021
|
+
|
1022
|
+
|