10000 Linear Algebra routines as generalized ufuncs by ovillellas · Pull Request #2954 · numpy/numpy · GitHub

Linear Algebra routines as generalized ufuncs#2954

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ovillellas wants to merge 77 commits intonumpy:masterfrom

ContinuumIO:gufunc-linalg-stable

Commits on Jan 21, 2013

created a new module to hold linalg ufuncs.
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inner1d and mat_mult implemented using blas.
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refactored some code, make it cleaner overall and ready to reuse some code from the matrix_multiply in other gufuncs
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det and slogdet working
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eigh and eigvalsh working
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solve gufunc working
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solve1 and inv working
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fixed possible issues with BLAS _copy (0 is not a valid incx/incy value and the functions are not guaranteed to work with them).
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working eig and eigvals priority 2 functions.
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svd implemented. Single output working. Multiple options not functional due to a bug in the harness.
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modified the code so it just used external definitions of blas/lapack functions (as is made in linalg module). Changed some code so that it uses BLAS instead of cblas (the fortran functions) also i…
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lapack_lite for builds of umath_linalg without an optimized lapack in the system.
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added some single precision functions to f2c_lite.c that were missing and needed by out library. It seems to work now on Linux.
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added plenty of simple functions (quadratic_form plus all the "inspired from PDL" ufuncs). Only missing from "inspired from PDL" is matrix_multiply3.
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added information about the contents of umath-linalg module
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fixed gufuncs so that they use the proper signature (mwiebe fix present)

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fixed a warning in f2c_lite.c for umath/lapack_lite

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poinv and chosolve working. Rebuilt lapack_lite to support them. Used also a patched f2c to remove warnings.

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updated umath_linalg_content.txt

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wrote a wrapper module for umath_linalg. Named gufuncs_linalg (in python).

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first iteration with tests. Incomplete and some failing. Just a start. Some bugs already fixed.

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work on tests and related fixes. Getting things in shape to commit to de-shaw patch

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removed some wrappers that weren't needed with the harness fix, just changed to assignment

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modified umath_linalg_content.txt to reflect changes.

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updated the umath_linalg_content.txt adding a mention to the wrapper code.

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fixed bug in matrix_multiply when using cdoubles

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fixed the problem in eigvals (apparently)

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work in progress: proper tests for eig.

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added tests for ufuncs in gufuncs_linalg (the ones based on pdl). Added multiply4 in the wrapper, as it was missing

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reverted matrix_dot in umath_gufuncs to matrix_multiply.

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updated documentation

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compile fix on linux/mac

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Merge branch 'gufunc-fix' into gufunc-linalg-stable

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Commits on Jan 23, 2013

BLD: Windows build fixes + some tabs removed
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Commits on Jan 24, 2013

STY: made sure that split strings had \ at the end
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Commits on Jan 28, 2013

updated api version, as one merge changed it.
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fixed testdet test. It failed due to eigvails failing in single precision and notifying the failure as nans.
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TST: fixed test for gufuncs_linalg Det
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Commits on Jan 30, 2013

ENH: cholesky handling of _potrf failures (set result to nan)
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ENH: eigh, eigvalsh set result to nan on LAPACK error (_ssyevd, _heevd)
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ENH: solve sets result to nan on LAPACK error (_gesv)
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ENH: inv sets result to nan on LAPACK error (_gesv)
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ENH: svd sets results to nan on LAPACK error (_gesdd)
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ENH: chosolve sets result to nan on LAPACK error (_potrf, _potrs)
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DOC: Added docstring for eigh
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DOC: Added docstring to eigvalsh
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DOC: added docstring to solve
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DOC: added docstring for svd
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DOC: Added docstring to chosolve
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DOC: added docstring for poinv
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DOC: Added notes on error handling.
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MAINT: renamed umath_linalg module to _umath_linalg as it is internal.
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MAINT: renamed the file describing the gufuncs_linalg module
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MAINT: Rewrote the gufuncs_linalg_contents as a rst file and updated it.
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Commits on Feb 8, 2013

STY: PEP8
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DOC: corrected documentation - arrays of functions -> arrays of matrices
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ENH: Added np.seterr handling of errors
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Commits on Feb 11, 2013

BLD: python 3.x compile fix
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BLD: Python3 build problem fixed
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Commits on Feb 12, 2013

DOC: Added doctests to docstring for fused operations
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Commits on Feb 14, 2013

DOC: added more doctests
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Commits on Feb 20, 2013

DOC: changed doctests for eig and eigh to be more robust
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DOC: fixed doctest in poinv so that the example matrix is positive-definite.
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BUG: fixed a bug in eig for complex numbers. Eigenvector results are computed properly now.
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Commits on Mar 1, 2013

FIX: problems with eig and eigvals. Enhanced tests.
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Commits on Mar 22, 2013

ENH: added complex version for inner1d. Also added dotc1d
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FIX: matrix_multiply now works when given a column matrix
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Commits on Apr 5, 2013

DOC: changed <NDIMS> to … in shape descriptions in docstrings
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MAINT: added from __future__ as suggested by charris
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BLD: reverted api version back to 8
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