mathru

Mathru is a numeric library containing algorithms for linear algebra, analysis and statistics written in pure Rust with BLAS/LAPACK support.

Features

The following features are implemented in this create:

• Linear algebra

  • Vector
  • Matrix
    • Basic matrix operations(+,-,*)
    • Transposition
    • LU decomposition
    • QR decomposition
    • Hessenberg decomposition
    • Cholesky decomposition
    • Eigen decomposition
    • Singular value decomposition
    • Inverse
    • Pseudo inverse
    • Determinant
    • Trace
    • Solve linear system

• Ordinary differential equation (ODE)

  • Explicit methods
    • Heun's method
    • Euler method
    • Midpoint method
    • Ralston's method
    • Kutta 3rd order
    • Runge-Kutta 4th order
    • Runge-Kutta-Felhberg 4(5)
    • Dormand-Prince 4(5)
    • Cash-Karp 4(5)
    • Tsitouras 4(5)
    • Bogacki-Shampine 2(3)
    • Adams-Bashforth
  • Automatic step size control with starting step size
  • Implicit methods
    • Implicit Euler
    • Backward differentiation formula (BDF)

• Optimization

  • Gauss-Newton algorithm
  • Gradient descent
  • Newton method
  • Levenberg-Marquardt algorithm
  • Conjugate gradient method

• Statistics

  • probability distribution
    • Bernoulli
    • Beta
    • Binomial
    • Exponential
    • Gamma
    • Chi-squared
    • Normal
    • Log-Normal
    • Poisson
    • Raised cosine
    • Student-t
    • Uniform
  • test
    • Chi-squared
    • G
    • Student-t

• elementary functions

  • trigonometric functions
  • hyperbolic functions
  • exponential functions

• special functions

  • gamma functions
    • gamma function
    • log-gamma function
    • digamma function
    • upper incomplete gamma function
    • upper incomplete regularized gamma function
    • lower incomplete gamma function
    • lower regularized incomplete gamma function
  • beta functions
    • beta function
    • incomplete beta function
    • incomplete regularized beta function
  • error functions
    • error function
    • complementary error function
    • inverse error function
    • inverse complementary error function
  • hypergeometric functions

Usage

Add this to your Cargo.toml for the native Rust implementation:

toml [dependencies.mathru] version = "^0.7" Add the following lines to 'Cargo.toml' if the openblas library should be used:

toml [dependencies.mathru] version = "^0.7" default-features = false features = "openblas"

One of the following implementations for linear algebra can be activated as a feature: - native: Native Rust implementation(activated by default) - openblas: Optimized BLAS library - netlib: Collection of mathematical software, papers, and databases - intel-mkl: Intel Math Kernel Library - accelerate Make large-scale mathematical computations and image calculations, optimized for high performance and low-energy consumption.(macOS only)

Then import the modules and it is ready to be used.

rust use mathru as mr;

Documentation

See project page for more information and examples. The API is documented on docs.rs.

License

Licensed under

• MIT license (LICENSE-MIT or http://opensource.org/licenses/MIT)

Contribution

Any contribution is welcome!