OxiBLAS LAPACK - Pure Rust LAPACK implementation.

This crate provides LAPACK (Linear Algebra PACKage) operations implemented in pure Rust.

Decompositions

• LU: LU decomposition with partial/full pivoting ✓
• Cholesky: LL^{T and LDL}T decomposition for positive definite matrices ✓
• QR: QR decomposition with optional column pivoting ✓
• EVD: Eigenvalue decomposition (symmetric and general) ✓
• SVD: Singular value decomposition (Jacobi, divide-and-conquer, randomized) ✓

Example

use oxiblas_lapack::lu::Lu;
use oxiblas_matrix::Mat;

let a: Mat<f64> = Mat::from_rows(&[
    &[2.0, 1.0],
    &[1.0, 3.0],
]);

let lu = Lu::compute(a.as_ref()).expect("Matrix is not singular");
let det = lu.determinant();
assert!((det - 5.0).abs() < 1e-10); // det = 2*3 - 1*1 = 5