Non-negative Matrix Factorization for Ruby

February 9th, 2009 5 Comments »

Several months back I needed to compute NMF of some relatively larges matrices.
Since the native Ruby code was painfully slow, and for some reason even failed to work for some matrices, I decided to write a C implementation which will leverage the GNU Scientific Library (GSL) and then wrap it for using in Ruby application.
It was a neat add-on to the rb-gsl ruby library. What it does is adding NMF module under the GSL::Matrix, and there you have a method nmf which receives a GSL::Matrix and number of columns as a parameter and then returns two matrices.
Since this is an iterative algorithm, the number of runs is limited to 1000, and the desired difference cost metric is set to 10-6.
I tried to contact the author and even posted my code in the issue tracker, but haven’t received any response at the time of writing.
So I decided to create a git-svn mirror on Github and add my changes there.
http://github.com/romanbsd/rb-gsl

You can install the gem using this command:

  $ gem sources -a http://gems.github.com/ # (you only have to do this once)
  $ gem install romanbsd-gsl