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Matrix
A matrix library for Rust. Supports basic addition, subtraction, and multiplication operations, solving systems of equations (including underdetermined and overdetermined), decompositions, and norms (both vector and matrix). Wraps calls to BLAS / LAPACK.
Features:
- Matrix-scalar addition, subtraction, multiplication
- Matrix-matrix entrywise addition, subtraction
- Matrix-matrix multiplication
- Submatrix indexing and extraction
- Matrix decomposition:
- LU Decomposition
- QR Decomposition
- Cholesky Factorization
- Eigenvalue Decomposition
- Singular Value Decomposition
- Systems of equations solver (including overdetermined and underdetermined systems)
- Inverse matrices
- Vector Norms: L1, L2, Inf, Lp
- Matrix Norms:
- Induced: L1, L2 / Spectral, Inf
- Entry-wise (for any vector norm)
- Lp, q
- Frobenius (same as entry-wise L2)
- Max (same as entry-wise Inf)
- Schatten norms (for any vector norm), including nuclear (same as L1 Schatten)