https://github.com/althonos/rlinalg
Linear Algebra routines for Python as implemented in the R language.
https://github.com/althonos/rlinalg
linear-algebra python-library scientific-computing scipy
Last synced: 2 months ago
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Linear Algebra routines for Python as implemented in the R language.
- Host: GitHub
- URL: https://github.com/althonos/rlinalg
- Owner: althonos
- License: gpl-3.0
- Created: 2024-07-03T17:02:02.000Z (10 months ago)
- Default Branch: main
- Last Pushed: 2024-07-07T13:33:36.000Z (10 months ago)
- Last Synced: 2025-02-03T11:17:38.140Z (3 months ago)
- Topics: linear-algebra, python-library, scientific-computing, scipy
- Language: Python
- Homepage:
- Size: 136 KB
- Stars: 1
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- Changelog: CHANGELOG.md
- Contributing: CONTRIBUTING.md
- License: COPYING
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README
# ®️ `rlinalg` [](https://github.com/althonos/rlinalg/stargazers)
*Linear Algebra routines for Python as implemented in the [R language](https://www.r-project.org/).*
[](https://github.com/althonos/rlinalg/actions)
[](https://codecov.io/gh/althonos/rlinalg/)
[](https://choosealicense.com/licenses/gpl-3.0/)
[](https://pypi.org/project/rlinalg)
[](https://aur.archlinux.org/packages/python-rlinalg)
[](https://pypi.org/project/rlinalg/#files)
[](https://pypi.org/project/rlinalg/#files)
[](https://pypi.org/project/rlinalg/#files)
[](https://github.com/althonos/rlinalg/)
[](https://git.lumc.nl/mflarralde/rlinalg)
[](https://github.com/althonos/rlinalg/issues)
[](https://rlinalg.readthedocs.io)
[](https://github.com/althonos/rlinalg/blob/master/CHANGELOG.md)
[](https://pepy.tech/project/rlinalg)
## 🗺️ Overview
[The R Project for Statistical Computing](https://www.r-project.org/) provides
an environment for using and developing statistical methods. Most of the array
manipulation and linear algebra routines are implemented using
[LAPACK], which can be accessed in Python using [SciPy] and [NumPy].
However, when trying to port and reproduce code from R in Python, one can
notice differences in the implementation of several routines, in particular
in the [QR decomposition](https://en.wikipedia.org/wiki/QR_decomposition)
with pivoting enabled:
```r
> mat <- t(matrix(seq_len(9), nrow=3))
> qr.Q(mat)
[,1] [,2] [,3]
[1,] -0.1230915 0.9045340 0.4082483
[2,] -0.4923660 0.3015113 -0.8164966
[3,] -0.8616404 -0.3015113 0.4082483
```
```python
>>> mat = numpy.arange(1, 10).reshape(3, 3)
>>> scipy.linalg.qr(mat, pivoting = True)[0]
array([[-0.2672612 0.8728716 0.4082483]
[-0.5345225 0.2182179 -0.8164966]
[-0.8017837 -0.4364358 0.4082483]])
```
The culprit here is the [`qr`] function from R not using [LAPACK] [`dgeqp3`]
by default, but a modified R-specific version of the [LINPACK] [`dqrdc`]
routine (`dqrdc2`) that optimizes the pivoting strategy. This means that code
using [`qr`] in R will behave differently than an equivalent Python using
[LAPACK], and there was (until now) no way to reproduce the R behaviour.
The `rlinalg` library provides linear algebra routines from R using the
Fortran sources to allow reproducibility. It exposes an API similar to
the `scipy` interface for similar functions (`qr`, `cond`, `lstsq`),
which can be used to get the same results as R:
```python
>>> mat = numpy.arange(1, 10).reshape(3, 3)
>>> rlinalg.qr(mat).Q.round(7)
array([[-0.1230915 0.904534 0.4082483]
[-0.492366 0.3015113 -0.8164966]
[-0.8616404 -0.3015113 0.4082483]])
```
This library depends on [NumPy], and on the [BLAS] libraries available
on the system. It is available for all modern Python versions (3.7+).
Building is done with [Meson] and requires a Fortran compiler when compiling
from source.
[`qr`]: https://www.rdocumentation.org/packages/base/versions/3.6.2/topics/qr
[LAPACK]: https://www.netlib.org/lapack/
[BLAS]: https://www.netlib.org/blas/
[LINPACK]: https://netlib.org/linpack/
[NumPy]: https://numpy.org/
[SciPy]: https://scipy.org/
[`dgeqp3`]: https://www.netlib.org/lapack/explore-html-3.6.1/dd/d9a/group__double_g_ecomputational_ga1b0500f49e03d2771b797c6e88adabbb.html
[`dqrdc`]: https://netlib.org/linpack/dqrdc.f
[Meson]: https://mesonbuild.com/
## 🔧 Installing
Install the `rlinalg` package directly from [PyPi](https://pypi.org/project/rlinalg)
which hosts universal wheels that can be installed with `pip`:
```console
$ pip install rlinalg
```
## 📖 Documentation
A complete [API reference](https://rlinalg.readthedocs.io/en/stable/api.html)
can be found in the [online documentation](https://rlinalg.readthedocs.io/),
or directly from the command line using
[`pydoc`](https://docs.python.org/3/library/pydoc.html):
```console
$ pydoc rlinalg
```
## 💭 Feedback
### ⚠️ Issue Tracker
Found a bug? Have an enhancement request? Head over to the [GitHub issue
tracker](https://github.com/althonos/rlinalg/issues) if you need to report
or ask something. If you are filing in on a bug, please include as much
information as you can about the issue, and try to recreate the same bug
in a simple, easily reproducible situation.
### 🏗️ Contributing
Contributions are more than welcome! See
[`CONTRIBUTING.md`](https://github.com/althonos/rlinalg/blob/main/CONTRIBUTING.md)
for more details.
## 📋 Changelog
This project adheres to [Semantic Versioning](http://semver.org/spec/v2.0.0.html)
and provides a [changelog](https://github.com/althonos/rlinalg/blob/master/CHANGELOG.md)
in the [Keep a Changelog](http://keepachangelog.com/en/1.0.0/) format.
## ⚖️ License
This library is provided under the
[GNU General Public License v3.0](https://choosealicense.com/licenses/gpl-3.0/) or later.
It includes some code redistributed from the R language, which is licensed under the
[GNU General Public License v2.0](https://choosealicense.com/licenses/gpl-2.0/)
or later. Some tests were adapted from SciPy, which is developed under the
[BSD-3-clause](https://choosealicense.com/licenses/bsd-3-clause/) license.
See full [copyright notice](https://rlinalg.readthedocs.io/en/stable/copyright.html)
on the [online documentation](https://rlinalg.readthedocs.io/).
*This project is in no way not affiliated, sponsored, or otherwise endorsed
by the [`R` project](https://www.r-project.org/).
It was developed by [Martin Larralde](https://github.com/althonos/) during his
PhD project at the [Leiden University Medical Center](https://www.lumc.nl/en/)
in the [Zeller lab](https://zellerlab.org/).*