Crate russell_lab

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Russell - Rust Scientific Library

russell_lab: Matrix-vector laboratory including linear algebra tools

Important: This crate depends on external libraries (non-Rust). Thus, please check the Installation Instructions on the GitHub Repository.

§Introduction

This crate implements several functions to perform linear algebra computations–it is a matrix-vector laboratory 😉. We implement some functions in native Rust code as much as possible but also wrap the best tools available, such as OpenBLAS and Intel MKL.

The main structures are NumVector and NumMatrix, which are generic Vector and Matrix structures. The Matrix data is stored as column-major. The Vector and Matrix are f64 and Complex64 aliases of NumVector and NumMatrix, respectively.

The linear algebra functions currently handle only (f64, i32) pairs, i.e., accessing the (double, int) C functions. We also consider (Complex64, i32) pairs.

There are many functions for linear algebra, such as (for Real and Complex types):

§Example - Cholesky factorization

use russell_lab::{mat_cholesky, Matrix, StrError};

fn main() -> Result<(), StrError> {
    // set matrix
    let sym = 0.0;
    #[rustfmt::skip]
    let mut a = Matrix::from(&[
        [  4.0,   sym,   sym],
        [ 12.0,  37.0,   sym],
        [-16.0, -43.0,  98.0],
    ]);

    // perform factorization
    mat_cholesky(&mut a, false)?;

    // define alias (for convenience)
    let l = &a;

    // compare with solution
    let l_correct = "┌          ┐\n\
                     │  2  0  0 │\n\
                     │  6  1  0 │\n\
                     │ -8  5  3 │\n\
                     └          ┘";
    assert_eq!(format!("{}", l), l_correct);

    // check:  l ⋅ lᵀ = a
    let m = a.nrow();
    let mut l_lt = Matrix::new(m, m);
    for i in 0..m {
        for j in 0..m {
            for k in 0..m {
                l_lt.add(i, j, l.get(i, k) * l.get(j, k));
            }
        }
    }
    let l_lt_correct = "┌             ┐\n\
                        │   4  12 -16 │\n\
                        │  12  37 -43 │\n\
                        │ -16 -43  98 │\n\
                        └             ┘";
    assert_eq!(format!("{}", l_lt), l_lt_correct);
    Ok(())
}

Re-exports§

Modules§

  • This module implements some auxiliary functionality, not necessarily related to linear algebra
  • This module contains functions to compare float numbers and arrays for unit testing
  • This module implements some mathematical functions, including wrapping C-code
  • This module contains functions for calculations with matrices
  • This module contains functions for calculations with matrices and vectors
  • This module contains functions for calculations with vectors

Macros§

  • Calls Complex64::new(real, imag)

Type Aliases§

  • Defines a type alias for the error type as a static string