https://github.com/ruby-numo/numo-linalg

Linear Algebra Library for Ruby/Numo::NArray
https://github.com/ruby-numo/numo-linalg

blas lapack linalg linear-algebra-library matrix narray numo ruby

Last synced: 29 days ago
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Linear Algebra Library for Ruby/Numo::NArray

• Host: GitHub
• URL: https://github.com/ruby-numo/numo-linalg
• Owner: ruby-numo
• License: bsd-3-clause
• Created: 2016-04-15T14:29:20.000Z (over 8 years ago)
• Default Branch: master
• Last Pushed: 2023-12-15T07:39:29.000Z (12 months ago)
• Last Synced: 2024-10-20T20:29:32.887Z (about 2 months ago)
• Topics: blas, lapack, linalg, linear-algebra-library, matrix, narray, numo, ruby
• Language: Ruby
• Homepage:
• Size: 2.11 MB
• Stars: 37
• Watchers: 6
• Forks: 9
• Open Issues: 9
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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• data-science-with-ruby - numo-linalg

README

        
# Numo::Linalg : Linear Algebra library with BLAS/LAPACK binding to Numo::NArray

[![Binder](http://mybinder.org/badge.svg)](http://mybinder.org/repo/ruby-numo/numo-linalg)

[![Build Status](https://github.com/ruby-numo/numo-linalg/workflows/build/badge.svg)](https://github.com/ruby-numo/numo-linalg/actions)

[GitHub](https://github.com/ruby-numo/numo-linalg) |

[RubyGems](https://rubygems.org/gems/numo-linalg)

Under development!

## Introduction

This is a binding of BLAS/LAPACK for Numo::NArray using dynamic linking loader.

This design allows you to change backend libraries without re-compiling.

### [Numo::Linalg API](http://ruby-numo.github.io/numo-linalg/yard/Numo/Linalg.html)

* Matrix and vector products

    * dot, matmul

* Decomposition

    * lu, lu\_fact, lu\_inv, lu\_solve, ldl, cholesky, cho\_fact, cho\_inv, cho\_solve,

      qr, svd, svdvals, orth, null_space

* Matrix eigenvalues

    * eig, eigh, eigvals, eigvalsh

* Norms and other numbers

    * norm, cond, det, slogdet, matrix\_rank, matrix\_power

* Solving equations and inverting matrices

    * solve, lstsq, inv, pinv

### Low-level modules

* [Numo::Linalg::Blas](http://ruby-numo.github.io/numo-linalg/yard/Numo/Linalg/Blas.html) - Low-level BLAS functions

* [Numo::Linalg::Lapack](http://ruby-numo.github.io/numo-linalg/yard/Numo/Linalg/Lapack.html) - Low-level LAPACK functions

## Installation

* Install [Numo::NArray](https://github.com/ruby-numo/narray)

* Install [LAPACK](http://www.netlib.org/lapack/) or alternative package.

    * Numo::Linalg requires C-interface

      [CBLAS](http://www.netlib.org/blas/#_cblas) and

      [LAPACKE](http://www.netlib.org/lapack/lapacke.html) interface.

      These are included in LAPACK package.

    * Recommended: use one of following faster libraries:

        * [ATLAS](https://sourceforge.net/projects/math-atlas/)

        * [OpenBLAS](http://www.openblas.net/)

        * [Intel MKL](https://software.intel.com/intel-mkl)

    * Note that the performance depends on the backend library as shown in

      [benchmark](https://github.com/ruby-numo/numo-linalg/tree/master/bench).

* Install Numo::Linalg

```shell

$ gem install numo-linalg

```

or

```shell

$ git clone https://github.com/ruby-numo/numo-linalg.git

$ cd linalg

$ rake build

$ gem install pkg/numo-linalg-*.gem

```

## Using

* Load Numo::Linalg module with default backend:

```ruby

require "numo/linalg"

```

* Read also instruction for [Selecting Backend Library](https://github.com/ruby-numo/numo-linalg/tree/master/doc/select-backend.md).

## Authors

* Masahiro Tanaka

* Makoto Kishimoto

* Atsushi Tatsuma

## Acknowledgments

* This work is partly supported by 2016 Ruby Association Grant.

## ToDo

* More functions

* write test

* Documentation