mathru

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

Features

- Linear algebra
    - Vector
    - Matrix
        - Basic matrix operations(+,-,*)
        - Transposition
        - LU decomposition (native/lapack)
        - QR decomposition (native/lapack)
        - Hessenberg decomposition (native/lapack)
        - Singular value decomposition
        - Inverse (native/lapack)
        - Pseudo inverse (native/lapack)
        - Determinant (native/lapack)
        - Trace
        - Eigenvalue (native/lapack)

- 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 4(5)
    - Automatic step size control with starting step size
    
- Optimization
    - Gauss-Newton algorithm
    - Gradient descent
    - Newton method
    - Levenberg-Marquardt algorithm
    - Conjugate gradient method

- Statistics
    - probability distribution
        - Bernoulli
        - Beta
        - Binomial
        - Chisquared
        - Exponential
        - Gamma
        - Chi-squared
        - Multinomial
        - 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
    - beta functions
    - hypergeometrical functions

Usage

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

[dependencies.mathru]
version = "0.6"

Add the following lines to 'Cargo.toml' if the blas/lapack backend should be used:

[dependencies.mathru]
version = "0.6"
default-features = false
features = ["blaslapack"]

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

use mathru::algebra::linear::{Matrix};

// Compute the LU decomposition of a 2x2 matrix
let a: Matrix<f64> = Matrix::new(2, 2, vec![1.0, -2.0, 3.0, -7.0]);
let l_ref: Matrix<f64> = Matrix::new(2, 2, vec![1.0, 0.0, 1.0 / 3.0, 1.0]);

let (l, u, p): (Matrix<f64>, Matrix<f64>, Matrix<f64>) = a.dec_lu();

assert_eq!(l_ref, l);

Solve an ODE with initial condition:

use mathru::*;
use mathru::algebra::linear::{Vector};
use mathru::analysis::ode::{DormandPrince54};
use mathru::analysis::ode::ExplicitODE;

// Define the ODE
// x' = (5t^2 - x) / e^(t + x) `$
// x(0) = 1
pub struct ExplicitODE1
{
	time_span: (f64, f64),
	init_cond: Vector<f64>
}

impl Default for ExplicitODE1
{
	fn default() -> ExplicitODE1
	{
		ExplicitODE1
		{
			time_span: (0.0, 10.0),
			init_cond: vector![1.0],
		}
	}
}

impl ExplicitODE<f64> for ExplicitODE1
{
   	fn func(self: &Self, t: &f64, x: &Vector<f64>) -> Vector<f64>
	{
		return vector!((5.0 * t * t - *x.get(0)) / (t + *x.get(0)).exp());
	}
    
    // Returns the time span
    fn time_span(self: &Self) -> (f64, f64)
	{
		return self.time_span;
	}

    // Initial value at x(0)
    fn init_cond(self: &Self) -> Vector<f64>
	{
		return self.init_cond.clone();
	}
}


fn main() {
	let h_0: f64 = 0.001;
	let n_max: u32 = 300;
	let abs_tol: f64 = 0.00000001;

	let solver: DormandPrince54<f64> = DormandPrince54::new(abs_tol, h_0, n_max);

	let (t, x): (Vec<f64>, Vec<Vector<f64>>) = solver.solve(&problem).unwrap();
}

Contributions

Any contribution is welcome!