ndarray-linalg 0.13.1

Linear algebra package for rust-ndarray using LAPACK
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62

use ndarray::*;
use ndarray_linalg::{krylov::*, *};

#[test]
fn aq_qh_mgs() {
    let a: Array2<f64> = random((5, 5));
    let v: Array1<f64> = random(5);
    let (q, h) = arnoldi_mgs(a.clone(), v, 1e-9);
    println!("A = \n{:?}", &a);
    println!("Q = \n{:?}", &q);
    println!("H = \n{:?}", &h);
    let aq = a.dot(&q);
    let qh = q.dot(&h);
    println!("AQ = \n{:?}", &aq);
    println!("QH = \n{:?}", &qh);
    close_l2(&aq, &qh, 1e-9);
}

#[test]
fn aq_qh_householder() {
    let a: Array2<f64> = random((5, 5));
    let v: Array1<f64> = random(5);
    let (q, h) = arnoldi_mgs(a.clone(), v, 1e-9);
    println!("A = \n{:?}", &a);
    println!("Q = \n{:?}", &q);
    println!("H = \n{:?}", &h);
    let aq = a.dot(&q);
    let qh = q.dot(&h);
    println!("AQ = \n{:?}", &aq);
    println!("QH = \n{:?}", &qh);
    close_l2(&aq, &qh, 1e-9);
}

#[test]
fn aq_qh_mgs_complex() {
    let a: Array2<c64> = random((5, 5));
    let v: Array1<c64> = random(5);
    let (q, h) = arnoldi_mgs(a.clone(), v, 1e-9);
    println!("A = \n{:?}", &a);
    println!("Q = \n{:?}", &q);
    println!("H = \n{:?}", &h);
    let aq = a.dot(&q);
    let qh = q.dot(&h);
    println!("AQ = \n{:?}", &aq);
    println!("QH = \n{:?}", &qh);
    close_l2(&aq, &qh, 1e-9);
}

#[test]
fn aq_qh_householder_complex() {
    let a: Array2<c64> = random((5, 5));
    let v: Array1<c64> = random(5);
    let (q, h) = arnoldi_mgs(a.clone(), v, 1e-9);
    println!("A = \n{:?}", &a);
    println!("Q = \n{:?}", &q);
    println!("H = \n{:?}", &h);
    let aq = a.dot(&q);
    let qh = q.dot(&h);
    println!("AQ = \n{:?}", &aq);
    println!("QH = \n{:?}", &qh);
    close_l2(&aq, &qh, 1e-9);
}