linxal

linxal is a linear algebra package for rust. linxal uses LAPACK as a backend, (specifically with the lapack package) to execute linear algebra routines with rust-ndarray as inputs and outputs.

Documentation

Documentation can be found at github.masonium.io/rustdoc/linxal/.

Example

```rust

[macro_use]

extern crate linxal; extern crate ndarray;

use linxal::prelude::; use ndarray::prelude::;

fn main() { let mut m = arr2(&[[1.0 as f32, 2.0], [-2.0, 1.0]]);

let r = Eigen::compute_mut(&mut m, false, true);
assert!(r.is_ok());

let r = r.unwrap();
let true_evs = Array::from_vec(vec![c32::new(1.0, 2.0), c32::new(1.0, -2.0)]);
assert_eq_within_tol!(r.values, true_evs, 0.0001);

} ```

Priorities

• Correctness: linxal will strive for correctness in all cases. Any function returning a non-Err result should return a correct result.

• Ease of Use: linxal will provide a consistent interface and should require minimal setup. Most routine should be high-level and should require no knowledge of the underlying LAPACK routines.

  linxal will minimize surprising behaviour.

• Documentation: linxal will strive to provide documentation for all functionality. Undocumented public features are a bug.

• Ergonomics: linxal will try to minimize boilerplate whenever appropriate.

• Speed

Non-Goals

• Low-dimension arithmetic: linxal is not specifically designed or optimized for {2,3,4}-D problems, as you would encounter in computer graphics, physics, or other domains. There are libraries such as nalgebra and cgmath that specialize in low-dimensional algorithms.

• Representation flexibility: ndarray is the only for standard matrices, and future representations of specialized formats (packed triangular, banded, tridiagonal, etc.) will probably not allow for user-defined formats.

Goals

• [ ] Major Linear algbra routines
  • [X] Eigenvalues
  • [X] Singular Value
  • [X] Linear Solvers
  • [X] Linear Least-Squares
  • [ ] Matrix Factorizations (QR, LU, etc.)
  • [ ] Generalized Eigenvalues
  • [ ] Generalized Singular Value Decomposition
• [ ] Multiple matrix formats
  • [X] General (direct via ndarray)
  • [ ] Symmetric / Hermitian
  • [ ] Banded (Packed)

Contributing

Pull requests of all kinds (code, documentation, formatting, spell-checks) are welcome!