NMatrix

Fast Numerical Linear Algebra Library for Ruby

Description

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 NArray, by Masahiro Tanaka.

Installation

To install the latest stable version:

gem install nmatrix

However, you will need to install ATLAS with CBLAS (C interface to BLAS) first. Detailed directions can be found here. The requirements for NMatrix are:

  • ATLAS

  • LAPACK, probably (see here for details)

  • a version of GCC or clang which supports C++0x or C++11

  • Ruby 1.9+

  • packable 1.3.5 (used for I/O)

If you want to obtain the latest (development) code, you should generally do:

git clone https://github.com/SciRuby/nmatrix.git
cd nmatrix/
bundle install
bundle exec rake compile
bundle exec rake repackage
gem install pkg/nmatrix-0.0.9.gem

Detailed instructions are available for Mac and Linux.

Documentation

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.

Examples

Create a new NMatrix from a ruby array:

>> require 'nmatrix'
>> NMatrix.new([2, 3], [0, 1, 2, 3, 4, 5], dtype: :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.

Developers

Read the instructions in CONTRIBUTING.md if you want to help NMatrix.

Features

The following features exist in the current version of NMatrix (0.0.8):

  • Matrix and vector storage containers: dense, yale, list (more to come)

  • Data types: byte (uint8), int8, int16, int32, int64, float32, float64, complex64, complex128, rational64, rational128, Ruby object

  • Interconversion between storage and data types

  • Element-wise and right-hand-scalar operations and comparisons for all matrix types

  • Matrix-matrix multiplication for dense (with and without ATLAS) and yale

  • Matrix-vector multiplication for dense (with and without ATLAS)

  • Lots of enumerators (each, each_with_indices, each_row, each_column, each_rank, map, etc.)

  • Matrix slicing by copy and reference (for dense, yale, and list)

  • Native reading and writing of dense and yale matrices

    • Optional compression for dense matrices with symmetry or triangularity: symmetric, skew, hermitian, upper, lower

  • Matlab .MAT v5 file input

  • C and C++ API

  • BLAS internal implementations (no library) and ATLAS (with library) access:

    • Level 1: xROT, xROTG (BLAS dtypes only), xASUM, xNRM2

    • Level 2: xGEMV

    • Level 3: xGEMM, xTRSM

  • LAPACK ATLAS access:

    • xGETRF, xGETRI, xGETRS, xGESV (Gaussian elimination)

    • xPOTRF, xPOTRI, xPOTRS, xPOSV (Cholesky factorization)

    • xLASWP, xSCAL, xLAUUM

  • LAPACK-less internal implementations (no LAPACK needed and working on non-BLAS dtypes):

    • xGETRF

    • xLASWP, xSCAL

    • xLAUUM (no LAPACK needed, but BLAS dtypes only)

  • LAPACK (non-ATLAS) access:

    • xGESVD, xGESDD (singular value decomposition)

    • xGEEV (eigenvalue decomposition of a asymmetric square matrices)

  • LU decomposition

  • Matrix inversions (requires LAPACK; BLAS dtypes only)

  • Determinant calculation for BLAS dtypes

  • Vector 2-norms

  • Ruby/GSL interoperability (requires fork of rb-gsl(github.com/SciRuby/rb-gsl))

Planned Features (Short-to-Medium Term)

We are nearly the release of NMatrix 0.1.0, our first beta.

These are features planned for NMatrix 0.2.0:

  • slice assignments, e.g.,

    x[1..3,0..4] = some_other_matrix
  • LAPACK-free calculation of determinant, trace, and eigenvalues (characteristic polynomial)

  • LAPACK-free matrix inversions

  • tensor products

  • principal component analysis (PCA)

  • improved file I/O

    • compression of yale symmetries in I/O

  • optimization of non-BLAS data types on BLAS-like operations (e.g., matrix multiplication for rational numbers)

Warning

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 have a fork of Ruby/GSL.

License

Copyright © 2010–13, 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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