faer
faer is a collection of crates that implement low level linear algebra routines in pure Rust.
The aim is to eventually provide a fully featured library for linear algebra with focus on portability, correctness, and performance.
See the Wiki and the docs.rs documentation for code examples and usage instructions.
Questions about using the library, contributing, and future directions can be discussed in the Discord server.
faer-core
The core module implements matrix structures, as well as BLAS-like matrix operations such as matrix multiplication and solving triangular linear systems.
faer-cholesky (WIP)
The Cholesky module implements the LLT and LDLT matrix decompositions. These allow for solving symmetric/hermitian (+positive definite for LLT) linear systems.
faer-qr (WIP)
The QR module implements the QR decomposition with no pivoting, as well as the version with column pivoting.
faer-lu (WIP)
The LU module implements the LU factorization with no pivoting, as well as the versions with row pivoting and full pivoting.
Coming soon
faer-svdfaer-eigen
Benchmarks
The benchmarks were run on an 11th Gen Intel(R) Core(TM) i5-11400 @ 2.60GHz.
Matrix multiplication
Multiplication of two square matrices of size n.
faer (serial) faer (parallel) ndarray (openblas) nalgebra (matrixmultiply)
32 2.5µs 1.5µs 1.5µs 2.8µs
64 15.2µs 10µs 8.1µs 16.8µs
96 44.2µs 18.2µs 26.2µs 51.3µs
128 102.7µs 19.8µs 36.7µs 117.3µs
192 334.8µs 76µs 50.6µs 381.1µs
256 708.8µs 171.6µs 153.5µs 746.3µs
384 1.8ms 378µs 343.1µs 2ms
512 4.2ms 940.7µs 1ms 4.8ms
640 8.7ms 2.3ms 1.9ms 9.4ms
768 15.2ms 3.7ms 2.9ms 16.2ms
896 24.4ms 6.2ms 5.3ms 26ms
1024 38.2ms 9ms 7.4ms 39.1ms