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 impelmented 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
  - 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

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.

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

Licensed under

Any contribution is welcome!