numrs2 0.3.1

A Rust implementation inspired by NumPy for numerical computing (NumRS2)
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
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
use crate::array::Array;
#[allow(unused_imports)] // Used conditionally based on features
use crate::error::{NumRs2Error, Result};
#[cfg(feature = "lapack")]
use num_traits::{Float, NumCast, Zero};
#[cfg(feature = "lapack")]
use scirs2_core::linalg::{
    eig_ndarray, eig_symmetric, eigvals_ndarray, eigvals_symmetric, Eigenvalue,
};
#[allow(unused_imports)] // Used conditionally based on features
use scirs2_core::ndarray::ArrayView2;
use scirs2_core::Complex;
#[cfg(feature = "lapack")]
use std::fmt::Debug;

/// Type alias for eigenvalue/eigenvector result to reduce complexity
pub type EigResult<T> = (Array<Complex<T>>, Array<Complex<T>>);

/// Enhanced eigenvalue and eigenvector computation using OxiBLAS
/// Compute eigenvalues and eigenvectors of a symmetric/Hermitian matrix
#[cfg(feature = "lapack")]
pub fn eigh<T>(a: &Array<T>, _uplo: &str) -> Result<(Array<T>, Array<T>)>
where
    T: Float + Clone + Debug + 'static,
{
    // Check if the matrix is square
    let shape = a.shape();
    if shape.len() != 2 || shape[0] != shape[1] {
        return Err(NumRs2Error::DimensionMismatch(
            "eigendecomposition requires a square matrix".to_string(),
        ));
    }

    // Get 2D view of the array
    let a_view: ArrayView2<T> = a.view_2d()?;

    // For f64, use OxiBLAS directly
    if std::any::TypeId::of::<T>() == std::any::TypeId::of::<f64>() {
        // Cast to f64 array
        let a_f64 = unsafe { std::mem::transmute::<ArrayView2<T>, ArrayView2<f64>>(a_view) };

        // Compute eigenvalues and eigenvectors for a symmetric matrix using OxiBLAS
        let result = eig_symmetric(&a_f64.to_owned()).map_err(|e| {
            NumRs2Error::ComputationError(format!("Eigendecomposition failed: {:?}", e))
        })?;

        // Convert back to T
        let eigenvalues = unsafe {
            std::mem::transmute::<scirs2_core::ndarray::Array1<f64>, scirs2_core::ndarray::Array1<T>>(
                result.eigenvalues,
            )
        };
        let eigenvectors = unsafe {
            std::mem::transmute::<scirs2_core::ndarray::Array2<f64>, scirs2_core::ndarray::Array2<T>>(
                result.eigenvectors,
            )
        };

        // Convert to Array type
        let eigenvalues_converted = Array::from_ndarray(eigenvalues.into_dyn());
        let eigenvectors_converted = Array::from_ndarray(eigenvectors.into_dyn());

        return Ok((eigenvalues_converted, eigenvectors_converted));
    }

    // For f32, convert to f64, compute, and convert back
    let mut a_f64 = scirs2_core::ndarray::Array2::<f64>::zeros((a_view.nrows(), a_view.ncols()));
    for i in 0..a_view.nrows() {
        for j in 0..a_view.ncols() {
            a_f64[[i, j]] = a_view[[i, j]].to_f64().ok_or_else(|| {
                NumRs2Error::ComputationError("Cannot convert to f64".to_string())
            })?;
        }
    }

    let result = eig_symmetric(&a_f64).map_err(|e| {
        NumRs2Error::ComputationError(format!("Eigendecomposition failed: {:?}", e))
    })?;

    // Convert eigenvalues back to T
    let eigenvalues: Vec<T> = result
        .eigenvalues
        .iter()
        .map(|&v| {
            T::from(v).ok_or_else(|| NumRs2Error::ComputationError("Conversion failed".to_string()))
        })
        .collect::<Result<Vec<T>>>()?;

    // Convert eigenvectors back to T
    let mut eigenvectors: Vec<T> = Vec::with_capacity(result.eigenvectors.len());
    for &v in result.eigenvectors.iter() {
        eigenvectors.push(
            T::from(v)
                .ok_or_else(|| NumRs2Error::ComputationError("Conversion failed".to_string()))?,
        );
    }

    let n = a_view.nrows();
    let eigenvalues_converted = Array::from_vec(eigenvalues);
    let eigenvectors_converted = Array::from_vec(eigenvectors).reshape(&[n, n]);

    Ok((eigenvalues_converted, eigenvectors_converted))
}

/// Compute eigenvalues of a symmetric/Hermitian matrix
#[cfg(feature = "lapack")]
pub fn eigvalsh<T>(a: &Array<T>, _uplo: &str) -> Result<Array<T>>
where
    T: Float + Clone + Debug + 'static,
{
    // Check if the matrix is square
    let shape = a.shape();
    if shape.len() != 2 || shape[0] != shape[1] {
        return Err(NumRs2Error::DimensionMismatch(
            "eigendecomposition requires a square matrix".to_string(),
        ));
    }

    // Get 2D view of the array
    let a_view: ArrayView2<T> = a.view_2d()?;

    // For f64, use OxiBLAS directly
    if std::any::TypeId::of::<T>() == std::any::TypeId::of::<f64>() {
        let a_f64 = unsafe { std::mem::transmute::<ArrayView2<T>, ArrayView2<f64>>(a_view) };

        let result = eigvals_symmetric(&a_f64.to_owned()).map_err(|e| {
            NumRs2Error::ComputationError(format!("Eigenvalue computation failed: {:?}", e))
        })?;

        let eigenvalues = unsafe {
            std::mem::transmute::<scirs2_core::ndarray::Array1<f64>, scirs2_core::ndarray::Array1<T>>(
                result,
            )
        };

        return Ok(Array::from_ndarray(eigenvalues.into_dyn()));
    }

    // For f32, convert to f64, compute, and convert back
    let mut a_f64 = scirs2_core::ndarray::Array2::<f64>::zeros((a_view.nrows(), a_view.ncols()));
    for i in 0..a_view.nrows() {
        for j in 0..a_view.ncols() {
            a_f64[[i, j]] = a_view[[i, j]].to_f64().ok_or_else(|| {
                NumRs2Error::ComputationError("Cannot convert to f64".to_string())
            })?;
        }
    }

    let result = eigvals_symmetric(&a_f64).map_err(|e| {
        NumRs2Error::ComputationError(format!("Eigenvalue computation failed: {:?}", e))
    })?;

    let eigenvalues: Vec<T> = result
        .iter()
        .map(|&v| {
            T::from(v).ok_or_else(|| NumRs2Error::ComputationError("Conversion failed".to_string()))
        })
        .collect::<Result<Vec<T>>>()?;

    Ok(Array::from_vec(eigenvalues))
}

/// Compute eigenvalues and eigenvectors of a general square matrix
/// Returns complex eigenvalues and eigenvectors
#[cfg(feature = "lapack")]
pub fn eig<T>(a: &Array<T>) -> Result<EigResult<T>>
where
    T: Float + Clone + Debug,
{
    // Check if the matrix is square
    let shape = a.shape();
    if shape.len() != 2 || shape[0] != shape[1] {
        return Err(NumRs2Error::DimensionMismatch(
            "eigendecomposition requires a square matrix".to_string(),
        ));
    }

    // Get 2D view of the array
    let a_view: ArrayView2<T> = a.view_2d()?;
    let n = a_view.nrows();

    // Convert to f64 for OxiBLAS
    let mut a_f64 = scirs2_core::ndarray::Array2::<f64>::zeros((n, n));
    for i in 0..n {
        for j in 0..n {
            a_f64[[i, j]] = a_view[[i, j]].to_f64().ok_or_else(|| {
                NumRs2Error::ComputationError("Cannot convert to f64".to_string())
            })?;
        }
    }

    // Compute eigenvalues and eigenvectors using OxiBLAS
    let result = eig_ndarray(&a_f64).map_err(|e| {
        NumRs2Error::ComputationError(format!("Eigendecomposition failed: {:?}", e))
    })?;

    // Convert eigenvalues from Vec<Eigenvalue<f64>> to Array<Complex<T>>
    let vals_vec: Vec<Complex<T>> = result
        .eigenvalues
        .iter()
        .map(|e| {
            let re = T::from(e.real)
                .ok_or_else(|| NumRs2Error::ComputationError("Conversion failed".to_string()))?;
            let im = T::from(e.imag)
                .ok_or_else(|| NumRs2Error::ComputationError("Conversion failed".to_string()))?;
            Ok(Complex::new(re, im))
        })
        .collect::<Result<Vec<Complex<T>>>>()?;

    // Convert eigenvectors from real/imag parts to Array<Complex<T>>
    let eigvecs_real = result.eigenvectors_real.ok_or_else(|| {
        NumRs2Error::ComputationError("Eigenvectors real part missing".to_string())
    })?;
    let eigvecs_imag = result.eigenvectors_imag.ok_or_else(|| {
        NumRs2Error::ComputationError("Eigenvectors imag part missing".to_string())
    })?;

    let mut vecs_vec: Vec<Complex<T>> = Vec::with_capacity(n * n);
    for i in 0..n {
        for j in 0..n {
            let re = T::from(eigvecs_real[[i, j]])
                .ok_or_else(|| NumRs2Error::ComputationError("Conversion failed".to_string()))?;
            let im = T::from(eigvecs_imag[[i, j]])
                .ok_or_else(|| NumRs2Error::ComputationError("Conversion failed".to_string()))?;
            vecs_vec.push(Complex::new(re, im));
        }
    }

    let eigenvalues_converted = Array::from_vec(vals_vec);
    let eigenvectors_converted = Array::from_vec(vecs_vec).reshape(&[n, n]);

    Ok((eigenvalues_converted, eigenvectors_converted))
}

/// Compute eigenvalues of a general square matrix
/// Returns complex eigenvalues
#[cfg(feature = "lapack")]
pub fn eigvals<T>(a: &Array<T>) -> Result<Array<Complex<T>>>
where
    T: Float + Clone + Debug,
{
    // Check if the matrix is square
    let shape = a.shape();
    if shape.len() != 2 || shape[0] != shape[1] {
        return Err(NumRs2Error::DimensionMismatch(
            "eigendecomposition requires a square matrix".to_string(),
        ));
    }

    // Get 2D view of the array
    let a_view: ArrayView2<T> = a.view_2d()?;
    let n = a_view.nrows();

    // Convert to f64 for OxiBLAS
    let mut a_f64 = scirs2_core::ndarray::Array2::<f64>::zeros((n, n));
    for i in 0..n {
        for j in 0..n {
            a_f64[[i, j]] = a_view[[i, j]].to_f64().ok_or_else(|| {
                NumRs2Error::ComputationError("Cannot convert to f64".to_string())
            })?;
        }
    }

    // Compute eigenvalues using OxiBLAS
    let result = eigvals_ndarray(&a_f64).map_err(|e| {
        NumRs2Error::ComputationError(format!("Eigenvalue computation failed: {:?}", e))
    })?;

    // Convert eigenvalues from Vec<Eigenvalue<f64>> to Array<Complex<T>>
    let vals_vec: Vec<Complex<T>> = result
        .iter()
        .map(|e| {
            let re = T::from(e.real)
                .ok_or_else(|| NumRs2Error::ComputationError("Conversion failed".to_string()))?;
            let im = T::from(e.imag)
                .ok_or_else(|| NumRs2Error::ComputationError("Conversion failed".to_string()))?;
            Ok(Complex::new(re, im))
        })
        .collect::<Result<Vec<Complex<T>>>>()?;

    Ok(Array::from_vec(vals_vec))
}

/// Check if a matrix is positive definite (all eigenvalues > 0)
#[cfg(feature = "lapack")]
pub fn is_positive_definite<T>(a: &Array<T>) -> Result<bool>
where
    T: Float + Clone + Debug + PartialOrd + Zero + 'static,
{
    // Compute eigenvalues of the symmetric matrix
    let eigenvalues = eigvalsh(a, "lower")?;
    let eigenvalues_vec = eigenvalues.to_vec();

    // Check if all eigenvalues are positive
    let zero = T::zero();
    Ok(eigenvalues_vec.iter().all(|&x| x > zero))
}

/// Extend the Array type with eigenvalue methods
#[cfg(feature = "lapack")]
impl<T> Array<T>
where
    T: Float + Clone + Debug + 'static,
{
    /// Compute eigenvalues and eigenvectors of a symmetric/Hermitian matrix
    pub fn eigh(&self, uplo: &str) -> Result<(Array<T>, Array<T>)> {
        eigh(self, uplo)
    }

    /// Compute only eigenvalues of a symmetric/Hermitian matrix
    pub fn eigvalsh(&self, uplo: &str) -> Result<Array<T>> {
        eigvalsh(self, uplo)
    }

    /// Compute eigenvalues and eigenvectors of a general square matrix (potentially complex)
    pub fn eig_general(&self) -> Result<EigResult<T>> {
        eig(self)
    }

    /// Compute only eigenvalues of a general square matrix (potentially complex)
    pub fn eigvals(&self) -> Result<Array<Complex<T>>> {
        eigvals(self)
    }

    /// Check if the matrix is positive definite
    pub fn is_positive_definite(&self) -> Result<bool>
    where
        T: PartialOrd + Zero,
    {
        is_positive_definite(self)
    }
}

// Add tests to verify the implementation
#[cfg(all(test, feature = "lapack"))]
mod tests {
    use super::*;

    #[test]
    fn test_symmetric_eigenvalues() {
        // Create a symmetric matrix
        let a =
            Array::from_vec(vec![2.0, -1.0, 0.0, -1.0, 2.0, -1.0, 0.0, -1.0, 2.0]).reshape(&[3, 3]);

        // Compute eigenvalues
        let eigenvalues = eigvalsh(&a, "lower").expect("eigvalsh should succeed");

        // Check the dimensions
        assert_eq!(eigenvalues.shape(), vec![3]);

        // For this tridiagonal matrix, eigenvalues are known
        let eig_data = eigenvalues.to_vec();

        // The eigenvalues should be sorted in ascending order
        // For this matrix, they should be approximately: 2 - sqrt(2), 2, 2 + sqrt(2)
        let expected = [2.0 - 2.0_f64.sqrt(), 2.0, 2.0 + 2.0_f64.sqrt()];

        for i in 0..3 {
            assert!(num_traits::Float::abs(eig_data[i] - expected[i]) < 1e-10);
        }
    }

    #[test]
    fn test_symmetric_eigenvectors() {
        // Create a symmetric matrix
        let a = Array::from_vec(vec![1.0, 0.0, 0.0, 0.0, 2.0, 0.0, 0.0, 0.0, 3.0]).reshape(&[3, 3]);

        // Compute eigenvalues and eigenvectors
        let (eigenvalues, eigenvectors) = eigh(&a, "lower").expect("eigh should succeed");

        // Check the dimensions
        assert_eq!(eigenvalues.shape(), vec![3]);
        assert_eq!(eigenvectors.shape(), vec![3, 3]);

        // For this diagonal matrix, eigenvalues should be 1, 2, 3
        let eig_data = eigenvalues.to_vec();
        assert!(num_traits::Float::abs(eig_data[0] - 1.0) < 1e-10);
        assert!(num_traits::Float::abs(eig_data[1] - 2.0) < 1e-10);
        assert!(num_traits::Float::abs(eig_data[2] - 3.0) < 1e-10);

        // Eigenvectors should be orthogonal
        let vecs = eigenvectors.to_vec();

        // Check that eigenvectors are normalized (unit vectors)
        for i in 0..3 {
            let mut norm_squared = 0.0;
            for j in 0..3 {
                norm_squared += vecs[j * 3 + i] * vecs[j * 3 + i];
            }
            assert!(num_traits::Float::abs(norm_squared - 1.0) < 1e-10);
        }
    }

    #[test]
    fn test_general_eigenvalues() {
        // Create a general non-symmetric matrix
        let a = Array::from_vec(vec![1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0]).reshape(&[3, 3]);

        // Compute eigenvalues
        let eigenvalues = eigvals(&a).expect("eigvals should succeed for general matrix");

        // Check the dimensions
        assert_eq!(eigenvalues.shape(), vec![3]);

        // For a more complete test, we'd check the actual eigenvalues
        // But for now, just ensure we get the right number of them
        assert_eq!(eigenvalues.size(), 3);

        // Verify that one eigenvalue has a large real part (should be around 16.1)
        let mut has_large_eigenvalue = false;
        for eigenvalue in eigenvalues.to_vec() {
            if eigenvalue.re > 15.0 {
                has_large_eigenvalue = true;
                break;
            }
        }
        assert!(has_large_eigenvalue);
    }

    #[test]
    fn test_complex_eigenvalues() {
        // Create a rotation matrix with complex eigenvalues
        let theta = std::f64::consts::PI / 4.0; // 45-degree rotation
        let a = Array::from_vec(vec![theta.cos(), -theta.sin(), theta.sin(), theta.cos()])
            .reshape(&[2, 2]);

        // Compute eigenvalues
        let eigenvalues = eigvals(&a).expect("eigvals should succeed for rotation matrix");

        // Check the dimensions
        assert_eq!(eigenvalues.shape(), vec![2]);

        // For a rotation matrix, eigenvalues should be e^(±iθ)
        let eig_data = eigenvalues.to_vec();

        // Check that the eigenvalues are complex conjugates with magnitude close to 1
        for eigenvalue in eig_data {
            let magnitude = (eigenvalue.re * eigenvalue.re + eigenvalue.im * eigenvalue.im).sqrt();
            assert!((magnitude - 1.0).abs() < 1e-10);
        }
    }

    #[test]
    fn test_positive_definite() {
        // Create a positive definite matrix
        let a =
            Array::from_vec(vec![2.0, -1.0, 0.0, -1.0, 2.0, -1.0, 0.0, -1.0, 2.0]).reshape(&[3, 3]);

        // Test the positive definite check
        let is_pd = a
            .is_positive_definite()
            .expect("is_positive_definite should succeed");
        assert!(is_pd);

        // Create a matrix that's not positive definite (eigenvalues: -1, 1, 2)
        let b = Array::from_vec(vec![1.0, 1.0, 0.0, 1.0, 0.0, 1.0, 0.0, 1.0, 1.0]).reshape(&[3, 3]);

        // Test the positive definite check
        let is_pd = b
            .is_positive_definite()
            .expect("is_positive_definite should succeed");
        assert!(!is_pd);
    }
}