Lua Linear provides linear algebra functions for the Lua programming language.
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README.md

Lua Linear README

Introduction

Lua Linear provides comprehensive linear algebra support for the Lua programming language. Where applicable, the BLAS and LAPACK implementations on the system are used.

Build, Test, and Install

Lua Linear comes with a simple Makefile. Please adapt the Makefile to your environment, and then run:

make <platform>
make test
make install

Reference

Types

vector

A vector of float values. Vectors have support for the ipairs function, the length operator #, as well as index access to get and set the elements of the vector. Indexing is 1-based.

matrix

A matrix of float values. Matrices have support for the ipairs function, the length operator #, as well as index access to get major order vectors referencing the underlying matrix. For a row major matrix, row vectors are returned, and for a columm major matrix, column vectors are returned. Indexing is 1-based.

Functions

linear.vector (size)

Creates a new vector of the specified size.

linear.matrix (rows, cols [, order])

Creates a new matrix of the specified size. Order is one of row, col, and defaults to creating a matrix with row major order.

linear.type (value)

Returns vector if the value is a vector, matrix if the value is a matrix, and nil otherwise.

linear.size (vector|matrix)

Returns the number of elements of a vector, or three values for the number of rows and columns as well as the order of a matrix.

linear.tvector (matrix, index)

Returns a transposed (or minor order) vector referencing the underlying matrix. This is a column vector in case of a row major matrix, and a row vector in case of a column major matrix.

linear.sub (vector [, start [, end]])

Returns a sub vector referencing the underlying vector. Start and end are inclusive. The argument start defaults to 1, and the argument end defaults to the size of the vector.

linear.sub (matrix [, majorstart [, minorstart [, majorend [, minorend]]]])

Returns a sub matrix referencing the underlying matrix. All bounding values are inclusive. Start values default to 1, and end values default to the number of rows or columns of the matrix. For a row major matrix, majorstart and majorend relate to the rows of the matrix, and minorstart and minorend relate to the columns of the matrix. For a column major matrix, the relation is inverse.

linear.unwind (matrix {, matrix}, vector)

Unwinds one or more matrices into a vector. The number of elements of the matrices and the vector must match.

linear.reshape (vector, matrix {, matrix})

Reshapes a vector into one or more matrices. The number of elements of the vector and the matrices must match.

linear.totable (vector|matrix)

Converts a vector or matrix into a Lua table. The Lua table uses only standard Lua types, and can be converted back to a vector or matrix by passing it to the linear.tolinear function.

linear.tolinear (table)

Converts a Lua table returned by the linear.totable function into a vector or matrix.

linear.dot (vector x, vector y)

Returns the dot product of two vectors, formally x^T y.

linear.nrm2 (vector x)

Returns the Euclidean norm (also known as L2 norm) of a vector, formally ||x||_2.

linear.asum (vector x)

Returns the absolute-value norm (also known as L1 norm) of a vector, formally ||x||.

linear.iamax (vector x)

Returns the index of the first element of a vector having the largest absolute value, formally argmax_i |x_i|.

linear.sum (vector|matrix x [, vector y [, transpose]])

Returns the sum of the elements of a vector, formally sigma_i x_i, or sets a vector to the sum of each major order vector of a matrix, formally y_i <- sigma_j x_i,j. The argument transpose is one of notrans, trans, and defaults to notrans. If set to trans, the vector is set to the sum of each minor order vector of the matrix, formally y_j <- sigma_i x_i_j.

linear.swap (vector|matrix x, vector|matrix y [, transpose])

Swaps the elements of two vectors or matrices, formally x <-> y. The function can be invoked with a vector and a matrix to swap the vector repeatedly with the major order vectors of the matrix. The argument transpose is one of notrans, trans, and defaults to notrans. If set to trans, the vector is swapped with the minor order vectors of the matrix.

linear.copy (vector|matrix x, vector|matrix y [, transpose])

Copies the elements of a vector or matrix to another vector or matrix, formally y <- x. The function can be invoked with a vector and a matrix to copy the vector repeatedly to the major order vectors of the matrix. The argument transpose is one of notrans, trans, and defaults to notrans. If set to trans, the vector is copied to the minor order vectors of the matrix.

linear.axpy (vector|matrix x, vector|matrix y [, alpha [, transpose]])

Adds a scaled vector or matrix to another vector or matrix, formally y <- alpha x + y. The function can be invoked with a vector and a matrix to add the vector repatedly to the major order vectors of the matrix. The argument alpha defaults to 1.0. The argument transpose is one of notrans, trans, and defaults to notrans. If set to trans, the vector is added to the minor order vectors of the matrix.

linear.scal (vector|matrix x [, alpha])

Scales a vecctor or matrix, formally x <- alpha x. The argument alpha defaults to 1.0.

linear.set (vector|matrix x [, alpha])

Sets the elements of a vector or matrix to a constant, formally x <- alpha. The argument alpha defaults to 1.0.

linear.uniform (vector|matrix x)

Sets the elements of a vector or matrix to uniformly distributed random values, formally x <- uniform where uniform ~ 𝒰(0, 1 - ε).

linear.normal (vector|matrix x)

Sets the elements of a vector or matrix to normally distributed random values, formally x <- normal where normal ~ 𝒩(0, 1).

linear.inc (vector|matrix x [, alpha])

Increments the elements of a vector or matrix, formally x <- x + alpha. The argument alpha defaults to 1.0.

linear.mul (vector|matrix x, vector|matrix y [, alpha [, transpose]])

Performs element-wise power multiplication on two vectors or matrices, formally y <- x^alpha * y. The function can be invoked with a vector and a matrix to multiply the vector repatedly with the major order vectors of the matrix. The argument alpha defaults to 1.0. The argument transpose is one of notrans, trans, and defaults to notrans. If set to trans, the vector is multiplied with the minor order vectors of the matrix.

linear.pow (vector|matrix x, [, alpha])

Raises the elements of a vector or matrix to a power, formally x <- x^alpha. The argument alpha defaults to 1.0.

linear.sign (number|vector|matrix x)

Applies the sign function to the elements of a vector or matrix, formally x <- sgn(x), or returns the sign of a number, formally sgn(x). The sign is 1 if x > 0, -1 if x < 0, and x otherwise.

linear.abs (number|vector|matrix x)

Applies the absolute value function to the elements of a vector or matrix, formally x <- abs(x), or returns the absolute value of a number, formally abs(x).

linear.exp (number|vector|matrix x)

Applies the exponent function to the elements of a vector or matrix, formally x <- e^x, or returns the exponent of a number, formally e^x.

linear.log (number|vector|matrix x)

Applies the natural logarithm function to the elements of a vector or matrix, formally x <- log(x), or returns the natural logarithm of a number, formally log(x).

linear.logistic (number|vector|matrix x)

Applies the logistic function to the elements of a vector or matrix, formally x <- 1 / (1 + e^-x), or returns the logistic function of a number, formally 1 / (1 + e^-x).

linear.tanh (number|vector|matrix x)

Applies the hyperbolic tangent function to the elements of a vector or matrix, formally x <- tanh(x), or returns the hyperbolic tangent of a number, formally tanh(x).

linear.softplus (number|vector|matrix x)

Applies the softplus function to the elements of a vector or matrix, formally x <- log(1 + e^x), or returns the softplus function of a number, formally log(1 + e^x).

linear.rectifier (number|vector|matrix x)

Applies the rectifier function (also known as rectified linear unit, ReLU) to the elements of a vector or matrix, formally x <- max(0, x), or returns the recitifier function of a number, formally max(0, x).

linear.apply (number|vector|matrix x, function f)

Applies the specified function to the elements of a vector or matrix, formally x <- f(x), or returns the function value of a number, formally f(x).

linear.gemv (matrix A, vector x, vector y [, alpha [, beta [, transpose A]]])

Performs a matrix-vector product and addition operation, formally y <- alpha A x + beta y. The arguments alpha and beta default to 1.0 and 0.0 respectively. The argument transpose is one of notrans, trans, and defaults to notrans. If set to trans, the operation is performed on A^T instead of A.

linear.ger (vector x, vector y, matrix A [, alpha])

Performs a vector-vector product and addition operation, formally A <- alpha x y^T + A. The argument alpha defaults to 1.0.

linear.gemm (matrix A, matrix B, matrix C [, alpha [, beta [, transpose A [, transpose B]]]])

Performs a matrix-matrix product and addition operation, formally C <- alpha A B + beta C. The arguments alpha and beta default to 1.0 and 0.0 respectively. The transpose arguments are one of notrans, trans, and default to notrans. If set to trans, the operations is performed on A^T and/or B^T respectively.

linear.gesv (matrix A, matrix B)

Solves systems of linear equations, formally A X = B. On input, each column of B represents the right-hand sides of a system. On output, the solutions X are stored in B.

linear.gels (matrix A, matrix B [, transpose A])

Solves overdetermined or underdetermined systems of linear equations, formally A X = B. On input, each column of B represents the right-hand sides of a system. On output, the solutions X are stored in B. In case of overdetermined systems, the function solves the least squares problems min ||b - A x||_2, and in case of underdetermined systems, the function finds minimum L2 norm solutions. The argument transpose is one of notrans, trans, and defaults to notrans. If set to trans, the operation is performed on A^T.

linear.inv (matrix A)

Inverts a matrix, formally A <- A^-1. Returns 0 if the calculation was successful, and a positive value if the matrix is singular and cannot be inverted. In this case, the elements of the matrix are undefined when the function returns.

linear.det (matrix A)

Returns the determinant of a matrix, formally det(A).

Limitations

Lua Linear supports Lua 5.2.

Lua Linear has been built and tested on Ubuntu Linux (64-bit).

Lua Linear uses the BLAS and LAPACK implementations on the system.

Lua Linear uses the OpenMP implementation on the system.

License

Lua Linear is released under the MIT license. See LICENSE for license terms.