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nalgebra-lapack: add doc + fix warnings.

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This commit is contained in:
Sébastien Crozet 2017-08-13 19:52:58 +02:00 committed by Sébastien Crozet
parent b22eb91a16
commit b84c7e10df
9 changed files with 137 additions and 18 deletions
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23
nalgebra-lapack/src/cholesky.rs
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@ -36,17 +36,37 @@ impl<N: CholeskyScalar + Zero, D: Dim> Cholesky<N, D>
Some(Cholesky { l: m })
}
/// Retrieves the lower-triangular factor of the cholesky decomposition.
pub fn unpack(mut self) -> MatrixN<N, D> {
self.l.fill_upper_triangle(Zero::zero(), 1);
self.l
}
/// Retrieves the lower-triangular factor of che cholesky decomposition, without zeroing-out
/// its strict upper-triangular part.
///
/// This is an allocation-less version of `self.l()`. The values of the strict upper-triangular
/// part are garbage and should be ignored by further computations.
pub fn unpack_dirty(self) -> MatrixN<N, D> {
self.l
}
/// Retrieves the lower-triangular factor of the cholesky decomposition.
pub fn l(&self) -> MatrixN<N, D> {
let mut res = self.l.clone();
res.fill_upper_triangle(Zero::zero(), 1);
res
}
/// Retrieves the lower-triangular factor of the cholesky decomposition, without zeroing-out
/// its strict upper-triangular part.
///
/// This is an allocation-less version of `self.l()`. The values of the strict upper-triangular
/// part are garbage and should be ignored by further computations.
pub fn l_dirty(&self) -> &MatrixN<N, D> {
&self.l
}
/// Solves the symmetric-definite-positive linear system `self * x = b`, where `x` is the
/// unknown to be determined.
pub fn solve<R2: Dim, C2: Dim, S2>(&self, b: &Matrix<N, R2, C2, S2>) -> Option<MatrixMN<N, R2, C2>>
@ -110,8 +130,11 @@ impl<N: CholeskyScalar + Zero, D: Dim> Cholesky<N, D>
/// Trait implemented by floats (`f32`, `f64`) and complex floats (`Complex<f32>`, `Complex<f64>`)
/// supported by the cholesky decompotition.
pub trait CholeskyScalar: Scalar {
#[allow(missing_docs)]
fn xpotrf(uplo: u8, n: i32, a: &mut [Self], lda: i32, info: &mut i32);
#[allow(missing_docs)]
fn xpotrs(uplo: u8, n: i32, nrhs: i32, a: &[Self], lda: i32, b: &mut [Self], ldb: i32, info: &mut i32);
#[allow(missing_docs)]
fn xpotri(uplo: u8, n: i32, a: &mut [Self], lda: i32, info: &mut i32);
}

9
nalgebra-lapack/src/eigen.rs
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@ -15,8 +15,11 @@ use lapack::fortran as interface;
pub struct Eigen<N: Scalar, D: Dim>
where DefaultAllocator: Allocator<N, D> +
Allocator<N, D, D> {
/// The eigenvalues of the decomposed matrix.
pub eigenvalues: VectorN<N, D>,
/// The (right) eigenvectors of the decomposed matrix.
pub eigenvectors: Option<MatrixN<N, D>>,
/// The left eigenvectors of the decomposed matrix.
pub left_eigenvectors: Option<MatrixN<N, D>>
}
@ -125,7 +128,7 @@ impl<N: EigenScalar + Real, D: Dim> Eigen<N, D>
where DefaultAllocator: Allocator<Complex<N>, D> {
assert!(m.is_square(), "Unable to compute the eigenvalue decomposition of a non-square matrix.");
let (nrows, ncols) = m.data.shape();
let nrows = m.data.shape().0;
let n = nrows.value();
let lda = n as i32;
@ -181,11 +184,15 @@ impl<N: EigenScalar + Real, D: Dim> Eigen<N, D>
* Lapack functions dispatch.
*
*/
/// Trait implemented by scalar type for which Lapack funtion exist to compute the
/// eigendecomposition.
pub trait EigenScalar: Scalar {
#[allow(missing_docs)]
fn xgeev(jobvl: u8, jobvr: u8, n: i32, a: &mut [Self], lda: i32,
wr: &mut [Self], wi: &mut [Self],
vl: &mut [Self], ldvl: i32, vr: &mut [Self], ldvr: i32,
work: &mut [Self], lwork: i32, info: &mut i32);
#[allow(missing_docs)]
fn xgeev_work_size(jobvl: u8, jobvr: u8, n: i32, a: &mut [Self], lda: i32,
wr: &mut [Self], wi: &mut [Self], vl: &mut [Self], ldvl: i32,
vr: &mut [Self], ldvr: i32, info: &mut i32) -> i32;

3
nalgebra-lapack/src/hessenberg.rs
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@ -94,9 +94,12 @@ pub trait HessenbergScalar: Scalar {
tau: &mut [Self], info: &mut i32) -> i32;
}
/// Trait implemented by scalars for which Lapack implements the hessenberg decomposition.
pub trait HessenbergReal: HessenbergScalar {
#[allow(missing_docs)]
fn xorghr(n: i32, ilo: i32, ihi: i32, a: &mut [Self], lda: i32, tau: &[Self],
work: &mut [Self], lwork: i32, info: &mut i32);
#[allow(missing_docs)]
fn xorghr_work_size(n: i32, ilo: i32, ihi: i32, a: &mut [Self], lda: i32,
tau: &[Self], info: &mut i32) -> i32;
}

61
nalgebra-lapack/src/lib.rs
View File

@ -1,10 +1,69 @@
//! # nalgebra-lapack
//!
//! Rust library for linear algebra using nalgebra and LAPACK.
//!
//! ## Documentation
//!
//! Documentation is available [here](https://docs.rs/nalgebra-lapack/).
//!
//! ## License
//!
//! MIT
//!
//! ## Cargo features to select lapack provider
//!
//! Like the [lapack crate](https://crates.io/crates/lapack) from which this
//! behavior is inherited, nalgebra-lapack uses [cargo
//! features](http://doc.crates.io/manifest.html#the-[features]-section) to select
//! which lapack provider (or implementation) is used. Command line arguments to
//! cargo are the easiest way to do this, and the best provider depends on your
//! particular system. In some cases, the providers can be further tuned with
//! environment variables.
//!
//! Below are given examples of how to invoke `cargo build` on two different systems
//! using two different providers. The `--no-default-features --features "provider"`
//! arguments will be consistent for other `cargo` commands.
//!
//! ### Ubuntu
//!
//! As tested on Ubuntu 12.04, do this to build the lapack package against
//! the system installation of netlib without LAPACKE (note the E) or
//! CBLAS:
//!
//! sudo apt-get install gfortran libblas3gf liblapack3gf
//! export CARGO_FEATURE_SYSTEM_NETLIB=1
//! export CARGO_FEATURE_EXCLUDE_LAPACKE=1
//! export CARGO_FEATURE_EXCLUDE_CBLAS=1
//!
//! export CARGO_FEATURES='--no-default-features --features netlib'
//! cargo build ${CARGO_FEATURES}
//!
//! ### Mac OS X
//!
//! On Mac OS X, do this to use Apple's Accelerate framework:
//!
//! export CARGO_FEATURES='--no-default-features --features accelerate'
//! cargo build ${CARGO_FEATURES}
//!
//! [version-img]: https://img.shields.io/crates/v/nalgebra-lapack.svg
//! [version-url]: https://crates.io/crates/nalgebra-lapack
//! [status-img]: https://travis-ci.org/strawlab/nalgebra-lapack.svg?branch=master
//! [status-url]: https://travis-ci.org/strawlab/nalgebra-lapack
//! [doc-img]: https://docs.rs/nalgebra-lapack/badge.svg
//! [doc-url]: https://docs.rs/nalgebra-lapack/
//!
//! ## Contributors
//! This integration of LAPACK on nalgebra was
//! [initiated](https://github.com/strawlab/nalgebra-lapack) by Andrew Straw. It
//! then became officially supported and integrated to the main nalgebra
//! repository.
#![deny(non_camel_case_types)]
#![deny(unused_parens)]
#![deny(non_upper_case_globals)]
#![deny(unused_qualifications)]
#![deny(unused_results)]
#![warn(missing_docs)]
#![deny(missing_docs)]
#![doc(html_root_url = "http://nalgebra.org/rustdoc")]
extern crate num_traits as num;

7
nalgebra-lapack/src/lu.rs
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@ -33,6 +33,7 @@ impl<N: LUScalar, R: Dim, C: Dim> LU<N, R, C>
Allocator<N, DimMinimum<R, C>, C> +
Allocator<i32, DimMinimum<R, C>> {
/// Computes the LU decomposition with partial (row) pivoting of `matrix`.
pub fn new(mut m: MatrixMN<N, R, C>) -> Self {
let (nrows, ncols) = m.data.shape();
let min_nrows_ncols = nrows.min(ncols);
@ -238,13 +239,19 @@ impl<N: LUScalar, D: Dim> LU<N, D, D>
* Lapack functions dispatch.
*
*/
/// Trait implemented by scalars for which Lapack implements the LU decomposition.
pub trait LUScalar: Scalar {
#[allow(missing_docs)]
fn xgetrf(m: i32, n: i32, a: &mut [Self], lda: i32, ipiv: &mut [i32], info: &mut i32);
#[allow(missing_docs)]
fn xlaswp(n: i32, a: &mut [Self], lda: i32, k1: i32, k2: i32, ipiv: &[i32], incx: i32);
#[allow(missing_docs)]
fn xgetrs(trans: u8, n: i32, nrhs: i32, a: &[Self], lda: i32, ipiv: &[i32],
b: &mut [Self], ldb: i32, info: &mut i32);
#[allow(missing_docs)]
fn xgetri(n: i32, a: &mut [Self], lda: i32, ipiv: &[i32],
work: &mut [Self], lwork: i32, info: &mut i32);
#[allow(missing_docs)]
fn xgetri_work_size(n: i32, a: &mut [Self], lda: i32, ipiv: &[i32], info: &mut i32) -> i32;
}

6
nalgebra-lapack/src/qr.rs
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@ -102,6 +102,8 @@ impl<N: QRReal + Zero, R: DimMin<C>, C: Dim> QR<N, R, C>
* Lapack functions dispatch.
*
*/
/// Trait implemented by scalar types for which Lapack funtion exist to compute the
/// QR decomposition.
pub trait QRScalar: Scalar {
fn xgeqrf(m: i32, n: i32, a: &mut [Self], lda: i32, tau: &mut [Self],
work: &mut [Self], lwork: i32, info: &mut i32);
@ -110,10 +112,14 @@ pub trait QRScalar: Scalar {
tau: &mut [Self], info: &mut i32) -> i32;
}
/// Trait implemented by reals for which Lapack funtion exist to compute the
/// QR decomposition.
pub trait QRReal: QRScalar {
#[allow(missing_docs)]
fn xorgqr(m: i32, n: i32, k: i32, a: &mut [Self], lda: i32, tau: &[Self], work: &mut [Self],
lwork: i32, info: &mut i32);
#[allow(missing_docs)]
fn xorgqr_work_size(m: i32, n: i32, k: i32, a: &mut [Self], lda: i32,
tau: &[Self], info: &mut i32) -> i32;
}

9
nalgebra-lapack/src/schur.rs
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@ -23,7 +23,7 @@ pub struct RealSchur<N: Scalar, D: Dim>
}
impl<N: EigenScalar + Real, D: Dim> RealSchur<N, D>
impl<N: RealSchurScalar + Real, D: Dim> RealSchur<N, D>
where DefaultAllocator: Allocator<N, D, D> +
Allocator<N, D> {
/// Computes the eigenvalues and real Schur foorm of the matrix `m`.
@ -106,7 +106,9 @@ impl<N: EigenScalar + Real, D: Dim> RealSchur<N, D>
* Lapack functions dispatch.
*
*/
pub trait EigenScalar: Scalar {
/// Trait implemented by scalars for which Lapack implements the Real Schur decomposition.
pub trait RealSchurScalar: Scalar {
#[allow(missing_docs)]
fn xgees(jobvs: u8,
sort: u8,
// select: ???
@ -123,6 +125,7 @@ pub trait EigenScalar: Scalar {
bwork: &mut [i32],
info: &mut i32);
#[allow(missing_docs)]
fn xgees_work_size(jobvs: u8,
sort: u8,
// select: ???
@ -141,7 +144,7 @@ pub trait EigenScalar: Scalar {
macro_rules! real_eigensystem_scalar_impl (
($N: ty, $xgees: path) => (
impl EigenScalar for $N {
impl RealSchurScalar for $N {
#[inline]
fn xgees(jobvs: u8,
sort: u8,

20
nalgebra-lapack/src/svd.rs
View File

@ -15,9 +15,12 @@ pub struct SVD<N: Scalar, R: DimMin<C>, C: Dim>
where DefaultAllocator: Allocator<N, R, R> +
Allocator<N, DimMinimum<R, C>> +
Allocator<N, C, C> {
/// The left-singular vectors `U` of this SVD.
pub u: MatrixN<N, R>,
pub s: VectorN<N, DimMinimum<R, C>>,
pub vt: MatrixN<N, C>
/// The right-singular vectors `V^t` of this SVD.
pub vt: MatrixN<N, C>,
/// The singular values of this SVD.
pub singular_values: VectorN<N, DimMinimum<R, C>>
}
@ -37,6 +40,7 @@ impl<N: SVDScalar<R, C>, R: DimMin<C>, C: Dim> SVD<N, R, C>
Allocator<N, R, C> +
Allocator<N, DimMinimum<R, C>> +
Allocator<N, C, C> {
/// Computes the Singular Value Decomposition of `matrix`.
pub fn new(m: MatrixMN<N, R, C>) -> Option<Self> {
N::compute(m)
}
@ -87,7 +91,7 @@ macro_rules! svd_impl(
ldvt as i32, &mut work, lwork, &mut iwork, &mut info);
lapack_check!(info);
Some(SVD { u: u, s: s, vt: vt })
Some(SVD { u: u, singular_values: s, vt: vt })
}
}
@ -108,7 +112,7 @@ macro_rules! svd_impl(
/// Useful if some components (e.g. some singular values) of this decomposition have
/// been manually changed by the user.
#[inline]
pub fn matrix(&self) -> MatrixMN<$t, R, C> {
pub fn recompose(self) -> MatrixMN<$t, R, C> {
let nrows = self.u.data.shape().0;
let ncols = self.vt.data.shape().1;
let min_nrows_ncols = nrows.min(ncols);
@ -120,13 +124,13 @@ macro_rules! svd_impl(
sres.copy_from(&self.vt.rows_generic(0, min_nrows_ncols));
for i in 0 .. min_nrows_ncols.value() {
let eigval = self.s[i];
let eigval = self.singular_values[i];
let mut row = sres.row_mut(i);
row *= eigval;
}
}
&self.u * res
self.u * res
}
/// Computes the pseudo-inverse of the decomposed matrix.
@ -145,7 +149,7 @@ macro_rules! svd_impl(
self.u.columns_generic(0, min_nrows_ncols).transpose_to(&mut sres);
for i in 0 .. min_nrows_ncols.value() {
let eigval = self.s[i];
let eigval = self.singular_values[i];
let mut row = sres.row_mut(i);
if eigval.abs() > epsilon {
@ -168,7 +172,7 @@ macro_rules! svd_impl(
pub fn rank(&self, epsilon: $t) -> usize {
let mut i = 0;
for e in self.s.as_slice().iter() {
for e in self.singular_values.as_slice().iter() {
if e.abs() > epsilon {
i += 1;
}

15
nalgebra-lapack/src/symmetric_eigen.rs
View File

@ -15,8 +15,11 @@ use lapack::fortran as interface;
pub struct SymmetricEigen<N: Scalar, D: Dim>
where DefaultAllocator: Allocator<N, D> +
Allocator<N, D, D> {
pub eigenvalues: VectorN<N, D>,
/// The eigenvectors of the decomposed matrix.
pub eigenvectors: MatrixN<N, D>,
/// The unsorted eigenvalues of the decomposed matrix.
pub eigenvalues: VectorN<N, D>,
}
@ -48,7 +51,7 @@ impl<N: SymmetricEigenScalar + Real, D: Dim> SymmetricEigen<N, D>
let jobz = if eigenvectors { b'V' } else { b'N' };
let (nrows, ncols) = m.data.shape();
let nrows = m.data.shape().0;
let n = nrows.value();
let lda = n as i32;
@ -71,14 +74,14 @@ impl<N: SymmetricEigenScalar + Real, D: Dim> SymmetricEigen<N, D>
/// Computes only the eigenvalues of the input matrix.
///
/// Panics if the method does not converge.
pub fn eigenvalues(mut m: MatrixN<N, D>) -> VectorN<N, D> {
pub fn eigenvalues(m: MatrixN<N, D>) -> VectorN<N, D> {
Self::do_decompose(m, false).expect("SymmetricEigen eigenvalues: convergence failure.").0
}
/// Computes only the eigenvalues of the input matrix.
///
/// Returns `None` if the method does not converge.
pub fn try_eigenvalues(mut m: MatrixN<N, D>) -> Option<VectorN<N, D>> {
pub fn try_eigenvalues(m: MatrixN<N, D>) -> Option<VectorN<N, D>> {
Self::do_decompose(m, false).map(|res| res.0)
}
@ -113,9 +116,13 @@ impl<N: SymmetricEigenScalar + Real, D: Dim> SymmetricEigen<N, D>
* Lapack functions dispatch.
*
*/
/// Trait implemented by scalars for which Lapack implements the eigendecomposition of symmetric
/// real matrices.
pub trait SymmetricEigenScalar: Scalar {
#[allow(missing_docs)]
fn xsyev(jobz: u8, uplo: u8, n: i32, a: &mut [Self], lda: i32, w: &mut [Self], work: &mut [Self],
lwork: i32, info: &mut i32);
#[allow(missing_docs)]
fn xsyev_work_size(jobz: u8, uplo: u8, n: i32, a: &mut [Self], lda: i32, info: &mut i32) -> i32;
}