Fast Numerical Linear Algebra Library for Ruby
NMatrix is a fast numerical linear algebra library for Ruby, with dense and sparse matrices, written mostly in C and C++. It is part of the SciRuby project.
NMatrix was inspired by and based heavily upon NArray, by Masahiro Tanaka.
To install the latest stable version:
gem install nmatrix
However, you will need to install ATLAS with CBLAS (C interface to BLAS) first. Those directions can be found here. The requirements for NMatrix are:
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ATLAS
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LAPACK, probably
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a version of GCC or clang which supports C++0x or C++11
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Ruby 1.9 or 2.x
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packable 1.3.5 (used for I/O)
If you want to obtain the latest (development)code, you should do:
git clone https://github.com/SciRuby/nmatrix.git cd nmatrix/ rake compile rake repackage gem install pkg/nmatrix-0.0.4.gem
If you get errors about clapack.h or cblas.h, determine where your ATLAS headers are using:
locate clapack.h
If you’re a Mac user, we recommend you search for cblas.h instead.
Then, tell your system:
export C_INCLUDE_PATH=/usr/local/atlas/include export CPLUS_INCLUDE_PATH=/usr/local/atlas/include
Finally, try compiling again.
Carlos Agarie (@agarie) is currently working to improve the documentation. The best way to get help is by posting issues or sending e-mails to our mailing list. You may also email @agarie, or look for ‘agarie` on #sciruby at chat.freenode.net if you want to ask questions or offer suggestions.
You can find the complete API documentation on our website.
Create a new NMatrix from a ruby array:
>> NMatrix.new([2, 3], [0, 1, 2, 3, 4, 5], :int64).pp [0, 1, 2] [3, 4, 5] => nil
Create a new NMatrix using the N
shortcut:
>> m = N[ [2, 3, 4], [7, 8, 9] ] => #<NMatrix:0x007f8e121b6cf8shape:[2,3] dtype:int32 stype:dense> >> m.pp [2, 3, 4] [7, 8, 9]
If you want to learn more about how to create a matrix, read the guide in our wiki.
Again, you can find the complete API documentation on our website.
Read the instructions in CONTRIBUTING.md
if you want to help NMatrix.
The following features exist in the current version of NMatrix (0.0.3):
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Matrix storage containers: dense, yale, list (more to come)
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Data types: uint8, int8, int16, int32, int64, float32, float64, complex64, complex128, rational64, rational128 (incomplete)
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Conversion between storage and data types (except from-complex, and from-float-to-rational)
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Element-wise operations and comparisons for dense and yale
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Matrix-matrix multiplication for dense (using ATLAS) and yale
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Matrix-vector multiplication for dense (using ATLAS)
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Dense and list matrix slicing and referencing
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Native reading and writing of dense and yale matrices
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Optional compression for dense matrices with symmetry or triangularity: symmetric, skew, hermitian, upper, lower
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Matlab .MAT v5 file input
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C and C++ API
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BLAS internal implementations (no library) and ATLAS (with library) access:
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Level 1: xROT, xROTG (BLAS dtypes only)
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Level 2: xGEMV
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Level 3: xGEMM, xTRSM
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LAPACK ATLAS access:
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xGETRF, xGETRI, xGETRS, xGESV (Gaussian elimination)
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xPOTRF, xPOTRI, xPOTRS, xPOSV (Cholesky factorization)
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xLASWP, xSCAL, xLAUUM
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LAPACK-less internal implementations (no LAPACK needed and working on non-BLAS dtypes):
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xGETRF
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xLASWP, xSCAL
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xLAUUM (no LAPACK needed, but BLAS dtypes only)
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LU decomposition
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Matrix inversions (requires LAPACK; BLAS dtypes only)
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Determinant calculation for BLAS dtypes
These are features planned for NMatrix 0.1.0, our first beta.
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calculation of determinant (LAPACK-free), trace, and eigenvalues (characteristic polynomial) (0.1.0)
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exponentials and square roots
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matrix inversions (LAPACK-free)
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matrix decomposition/factorization
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calculation of norms
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tensor products
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principal component analysis (PCA)
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improved file I/O
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compression of yale symmetries in I/O
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operation scheduling
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parallelization of some types of operations
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optimization of non-BLAS data types on BLAS-like operations (e.g., matrix multiplication for rational numbers)
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Ruby/GSL interoperability
Please be aware that SciRuby and NMatrix are alpha status. If you’re thinking of using SciRuby/NMatrix to write mission-critical code, such as for driving a car or flying a space shuttle, you may wish to choose other software for now.
You should also be aware that NMatrix and NArray are incompatible with one another; you should not try to require both at the same time. Unfortunately, that causes problems with Ruby/GSL, which currently depends upon NArray. As such, we are working on a patch for Ruby/GSL. You can find the most recent version in the work branch of Masaomi’s fork (not currently compiling as of this writing).
Copyright © 2012–13, The Ruby Science Foundation.
All rights reserved.
NMatrix, along with SciRuby, is licensed under the BSD 2-clause license. See LICENSE.txt for details.
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