mdarray-linalg 0.1.2

Linear algebra operations for mdarray, with multiple exchangeable backends
Documentation
// Helper module with common code for integration tests.
// See https://doc.rust-lang.org/rust-by-example/testing/integration_testing.html
use num_complex::ComplexFloat;
use num_traits::Zero;

use mdarray::{DSlice, DTensor, expr, tensor};

use rand::Rng;

pub fn example_matrix(
    shape: [usize; 2],
) -> expr::FromFn<(usize, usize), impl FnMut(&[usize]) -> f64> {
    expr::from_fn(shape, move |i| (shape[1] * i[0] + i[1] + 1) as f64)
}

#[macro_export]
macro_rules! assert_matrix_eq {
    ($a:expr, $b:expr) => {
        assert_matrix_eq!($a, $b, 1e-8f64)
    };
    ($a:expr, $b:expr, $epsilon:expr) => {
        assert_eq!($a.shape(), $b.shape(), "Matrix shapes don't match");
        let shape = $a.shape();
        for i in 0..shape.0 {
            for j in 0..shape.1 {
                assert_relative_eq!($a[[i, j]], $b[[i, j]], epsilon = $epsilon);
            }
        }
    };
}

#[macro_export]
macro_rules! assert_complex_matrix_eq {
    ($a:expr, $b:expr) => {
        assert_complex_matrix_eq!($a, $b, 1e-8)
    };
    ($a:expr, $b:expr, $epsilon:expr) => {
        assert_eq!($a.shape(), $b.shape(), "Matrix shapes don't match");
        let shape = $a.shape();
        for i in 0..shape.0 {
            for j in 0..shape.1 {
                assert_relative_eq!(
                    Complex::norm($a[[i, j]]),
                    Complex::norm($b[[i, j]]),
                    epsilon = $epsilon
                );
            }
        }
    };
}

/// Generate a random matrix of size m x n
pub fn random_matrix(m: usize, n: usize) -> DTensor<f64, 2> {
    let mut rng = rand::rng();
    DTensor::<f64, 2>::from_fn([m, n], |_| rng.random_range(0.0..1.0))
}

/// Generate a rank-k matrix by multiplying m×k and k×n matrices
pub fn rank_k_matrix(m: usize, n: usize, k: usize) -> DTensor<f64, 2> {
    assert!(k <= n.min(m));

    let a = random_matrix(m, k);
    let b = random_matrix(k, n);

    naive_matmul(&a, &b)
}

/// Textbook implementation of matrix multiplication, in order for
/// this crate to be independant of any backend.
pub fn naive_matmul<T: ComplexFloat + Zero>(a: &DSlice<T, 2>, b: &DSlice<T, 2>) -> DTensor<T, 2> {
    let (ma, na) = *a.shape();
    let (mb, nb) = *b.shape();

    if na != mb {
        panic!("Shapes don't match");
    }

    let mut c = tensor![[T::zero();nb];ma];

    for (mut ci, ai) in c.rows_mut().into_iter().zip(a.rows()) {
        for (aik, bk) in ai.expr().into_iter().zip(b.rows()) {
            for (cij, bkj) in ci.expr_mut().into_iter().zip(bk) {
                *cij = (*aik) * (*bkj) + *cij;
            }
        }
    }
    c
}