Crate peroxide

peroxide is comprehensive numerical library for Rust.

Components

peroxide has various components for scientific computation.

• Linear Algebra (with BLAS & LAPACK)
  • Matrix operations
    • +,-,*,/
    • LU, Determinant, Inverse
    • QR Decomposition
    • Singular Value Decomposition
    • Reduced Row Echelon Form
  • Vector operations
  • Eigenvalue, Eigenvector algorithms
• Statistics
  • Statistical operations
    • mean, var, sd
    • factorial, P, C, H
  • Distributions
    • Bernoulli
    • Uniform
    • Binomial
    • Normal
    • Gamma
    • Beta
    • Student's t
• Special functions (Using puruspe crate)
  • Gaussian
  • Gamma
  • Beta
  • Error
  • Incomplete Gamma
  • Incomplete Beta
• Automatic Differentiation
  • Dual number system
  • Hyper dual number system
  • Taylor mode forward AD
• Numerical Utils
  • Interpolation
  • Spline
  • Polynomial
  • Lanczos Approximation
  • Numerical Integrations
• Optimization
  • Gradient Descent
  • Levenberg-Marquardt
• Root Finding
  • Bisection
  • False Position (Regula falsi)
  • Secant
  • Newton
• Differential Equations
  • Explicit
    • Runge-Kutta 4th order
    • Euler methods
  • Implicit
    • Backward Euler
    • Gauss-Legendre 4th order
• Communication with Python
  • Plot with matplotlib
• DataFrame
  • Read & Write with netcdf or csv format
• Macros
  • R macros
  • Matlab macros
  • Julia macros

And all these things are built on mathematical traits.

• Traits
  • Functional Programming tools
  • General algorithms
  • Mathematics
  • Mutable tools
  • Number & Real
  • Pointer
  • Stable

Quick Start

Cargo.toml

• To use peroxide, you should edit Cargo.toml
• Current document version is corresponding to 0.28.0

1. Default

   [dependencies]
   peroxide = "0.28"
   

2. OpenBLAS

   [dependencies.peroxide]
   version = "0.28"
   default-features = false
   features = ["O3"]
   

3. Plot

   [dependencies.peroxide]
   version = "0.28"
   default-features = false
   features = ["plot"]
   

4. netcdf dependency for DataFrame

   [dependencies.peroxide]
   version = "0.28"
   default-features = false
   features = ["nc"]
   

5. Together

   [dependencies.peroxide]
   version = "0.28"
   default-features = false
   features = ["O3", "plot", "nc"]
   

Import all at once

Peroxide has two options.

• prelude : To simple use
• fuga : To control numerical algorithms

To see differences, follow above two links.

You can import all functions & structures at once

• prelude

#[macro_use]
extern crate peroxide;
use peroxide::prelude::*;

fn main() {
    // Write what you want
}

• fuga

#[macro_use]
extern crate peroxide;
use peroxide::fuga::*;

fn main() {
    // Write what you want
}

Useful tips for features

• After 0.28.0, dataframe feature is replaced by nc feature.
• If you want to use QR or SVD then should use O3 feature (there are no implementations for these decompositions in default)
• If you want to write your numerical results, then use nc feature and netcdf format. (It is much more effective than csv and json.)
• After 0.23.0, there are two options - fuga, prelude. Choose proper option for your computations.
• To plot, use nc feature to export data as netcdf format and use python to draw plot.
  • plot feature has limited plot abilities.
  • There is a template of python code. - Socialst

Modules

fuga	Choose what you want.
macros	Useful macros
ml	Machine learning tools
numerical	Differential equations & Numerical Analysis tools
prelude	Do not disturbed. Just use.
special	Special function module
statistics	Statistical Modules
structure	Main structures for peroxide
traits
util	Utility - plot, print, pickle and etc.

Macros

c	R like concatenate (Type: Vec<f64>)
cbind	R like cbind
dnorm	R like dnorm
dt	R like dt
eye	MATLAB like eye - identity matrix
hstack
linspace	MATLAB like linspace
lm	R like lm
matrix	More R like Matrix constructor (Macro)
pnorm	R like pnorm
pt	R like pt
rand	MATLAB like rand - random matrix
rbind	R like rbind
rnorm	R like random normal
rt	R like random Student's t
runif	R like random uniform
seq	R like seq macro
vstack
zeros	MATLAB like zeros - zero matrix