extendmatrix

DESCRIPTION:

The project consists of some enhancements to the Ruby "Matrix" module and includes: LU and QR (Householder, Givens, Gram Schmidt, Hessenberg) decompositions, bidiagonalization, eigenvalue and eigenvector calculations. Include some aditional code to obtains marginal for rows and columns.

Original code done by Cosmin Bonchis as a Google Summer of Code 2007 project for Ruby Central Inc.

Gem, github repository and current version mantained by Claudio Bustos and the Ruby Science Foundation.

SYNOPSIS:

require 'extendmatrix' v = Vector[1, 2, 3, 4]

v.magnitude # => 5.47722557505166

v.normalize # => Vector[0.182574185835055, 0.365148371670111, 0.547722557505166, 0.730296743340221]

# Backport from Ruby 1.9.2+ m = Matrix.build(4, 3){|i, j| i * 3 + j} # => Matrix[[0, 1, 2], [3, 4, 5], [6, 7, 8], [9, 10, 11]]

# You could modify the matrix m = Matrix.I(3) m[0,1]=m[1,0]=0.5 m[0,2]=m[2,0]=0.7 m[1,2]=m[2,1]=0.9 m # => Matrix[[1, 0.5, 0.7], [0.5, 1, 0.9], [0.7, 0.9, 1]]

# Eigenvalues and EigenVectors. PCA at sight :)

m.eigenvaluesJacobi => Vector[0.523942339006665, 0.0632833995384682, 2.41277426145487] m.cJacobiV # => Matrix[[0.818814082563014, 0.249617871497675, 0.516947208547894], [-0.550168858227442, 0.598307531004925, 0.58253096551128], [-0.163883268313767, -0.761392813580323, 0.62723461144538]]

• Ruby > 1.9.3

INSTALL:

• sudo gem install extendmatrix