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1 | 1 | //! Linear Algebra eXtension (LAX)
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| 2 | +//! =============================== |
| 3 | +//! |
| 4 | +//! ndarray-free safe Rust wrapper for LAPACK FFI |
| 5 | +//! |
| 6 | +//! Linear equation, Inverse matrix, Condition number |
| 7 | +//! -------------------------------------------------- |
| 8 | +//! |
| 9 | +//! As the property of $A$, several types of triangular factorization are used: |
| 10 | +//! |
| 11 | +//! - LU-decomposition for general matrix |
| 12 | +//! - $PA = LU$, where $L$ is lower matrix, $U$ is upper matrix, and $P$ is permutation matrix |
| 13 | +//! - Bunch-Kaufman diagonal pivoting method for nonpositive-definite Hermitian matrix |
| 14 | +//! - $A = U D U^\dagger$, where $U$ is upper matrix, |
| 15 | +//! $D$ is Hermitian and block diagonal with 1-by-1 and 2-by-2 diagonal blocks. |
| 16 | +//! |
| 17 | +//! | matrix type | Triangler factorization (TRF) | Solve (TRS) | Inverse matrix (TRI) | Reciprocal condition number (CON) | |
| 18 | +//! |:--------------------------------|:------------------------------|:------------|:---------------------|:----------------------------------| |
| 19 | +//! | General (GE) | [lu] | [solve] | [inv] | [rcond] | |
| 20 | +//! | Symmetric (SY) / Hermitian (HE) | [bk] | [solveh] | [invh] | - | |
| 21 | +//! |
| 22 | +//! [lu]: solve/trait.Solve_.html#tymethod.lu |
| 23 | +//! [solve]: solve/trait.Solve_.html#tymethod.solve |
| 24 | +//! [inv]: solve/trait.Solve_.html#tymethod.inv |
| 25 | +//! [rcond]: solve/trait.Solve_.html#tymethod.rcond |
| 26 | +//! |
| 27 | +//! [bk]: solveh/trait.Solveh_.html#tymethod.bk |
| 28 | +//! [solveh]: solveh/trait.Solveh_.html#tymethod.solveh |
| 29 | +//! [invh]: solveh/trait.Solveh_.html#tymethod.invh |
| 30 | +//! |
| 31 | +//! Eigenvalue Problem |
| 32 | +//! ------------------- |
| 33 | +//! |
| 34 | +//! Solve eigenvalue problem for a matrix $A$ |
| 35 | +//! |
| 36 | +//! $$ Av_i = \lambda_i v_i $$ |
| 37 | +//! |
| 38 | +//! or generalized eigenvalue problem |
| 39 | +//! |
| 40 | +//! $$ Av_i = \lambda_i B v_i $$ |
| 41 | +//! |
| 42 | +//! | matrix type | Eigenvalue (EV) | Generalized Eigenvalue Problem (EG) | |
| 43 | +//! |:--------------------------------|:----------------|:------------------------------------| |
| 44 | +//! | General (GE) |[eig] | - | |
| 45 | +//! | Symmetric (SY) / Hermitian (HE) |[eigh] |[eigh_generalized] | |
| 46 | +//! |
| 47 | +//! [eig]: eig/trait.Eig_.html#tymethod.eig |
| 48 | +//! [eigh]: eigh/trait.Eigh_.html#tymethod.eigh |
| 49 | +//! [eigh_generalized]: eigh/trait.Eigh_.html#tymethod.eigh_generalized |
| 50 | +//! |
| 51 | +//! Singular Value Decomposition (SVD), Least square problem |
| 52 | +//! ---------------------------------------------------------- |
| 53 | +//! |
| 54 | +//! | matrix type | Singular Value Decomposition (SVD) | SVD with divided-and-conquer (SDD) | Least square problem (LSD) | |
| 55 | +//! |:-------------|:-----------------------------------|:-----------------------------------|:---------------------------| |
| 56 | +//! | General (GE) | [svd] | [svddc] | [least_squares] | |
| 57 | +//! |
| 58 | +//! [svd]: svd/trait.SVD_.html#tymethod.svd |
| 59 | +//! [svddc]: svddck/trait.SVDDC_.html#tymethod.svddc |
| 60 | +//! [least_squares]: least_squares/trait.LeastSquaresSvdDivideConquer_.html#tymethod.least_squares |
2 | 61 |
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3 | 62 | extern crate blas_src;
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4 | 63 | extern crate lapack_src;
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