Merge branch 'master' into static-srcs

Author: termoshtt

.github/workflows/intel-mkl.yml

@@ -21,6 +21,7 @@ jobs:
         with:
           command: test
           args: >
+            --manifest-path=ndarray-linalg/Cargo.toml
             --no-default-features
             --features=${{ matrix.feature }}
 
@@ -38,6 +39,7 @@ jobs:
         with:
           command: test
           args: >
+            --manifest-path=ndarray-linalg/Cargo.toml
             --no-default-features
             --features=${{ matrix.feature }}
 
@@ -57,5 +59,6 @@ jobs:
         with:
           command: test
           args: >
+            --manifest-path=ndarray-linalg/Cargo.toml
             --no-default-features
             --features=${{ matrix.feature }}

.github/workflows/netlib.yml

@@ -30,6 +30,7 @@ jobs:
         with:
           command: test
           args: >
+            --manifest-path=ndarray-linalg/Cargo.toml
             --no-default-features
             --features=netlib-${{ matrix.feature }}
 
@@ -51,5 +52,6 @@ jobs:
         with:
           command: test
           args: >
+            --manifest-path=ndarray-linalg/Cargo.toml
             --no-default-features
             --features=netlib-${{ matrix.feature }}

.github/workflows/openblas.yml

@@ -30,6 +30,7 @@ jobs:
         with:
           command: test
           args: >
+            --manifest-path=ndarray-linalg/Cargo.toml
             --no-default-features
             --features=openblas-${{ matrix.feature }}
 
@@ -51,5 +52,6 @@ jobs:
         with:
           command: test
           args: >
+            --manifest-path=ndarray-linalg/Cargo.toml
             --no-default-features
             --features=openblas-${{ matrix.feature }}

.github/workflows/rust.yml

@@ -15,3 +15,11 @@ jobs:
       with:
         command: fmt
         args: -- --check
+
+  clippy:
+    runs-on: ubuntu-18.04
+    steps:
+    - uses: actions/checkout@v1
+    - uses: actions-rs/cargo@v1
+      with:
+        command: clippy

.gitignore

@@ -1,6 +1,6 @@
 # Generated by Cargo
 # will have compiled files and executables
-/target/
+target/
 *.rustfmt
 rusty-tags.*
 

CHANGELOG.md

@@ -1,6 +1,18 @@
 Unreleased
 -----------
 
+Added
+------
+- lax sub-crate from `ndarray_linalg::lapack` https://github.com/rust-ndarray/ndarray-linalg/pull/207
+  - cargo-workspace https://github.com/rust-ndarray/ndarray-linalg/pull/209
+
+Changed
+--------
+- Named struct for `MatrixLayout` https://github.com/rust-ndarray/ndarray-linalg/pull/211
+- Split LAPACK error into computational failure and invalid values https://github.com/rust-ndarray/ndarray-linalg/pull/210
+- Use thiserror crate https://github.com/rust-ndarray/ndarray-linalg/pull/208
+- Fix for clippy, and add CI check https://github.com/rust-ndarray/ndarray-linalg/pull/205
+
 0.12.1 - 28 June 2020
 ----------------------
 

Cargo.toml

@@ -1,58 +1,5 @@
-[package]
-name    = "ndarray-linalg"
-version = "0.13.0-alpha.0"
-authors = ["Toshiki Teramura <[email protected]>"]
-edition = "2018"
-
-description   = "Linear algebra package for rust-ndarray using LAPACK"
-documentation = "https://docs.rs/ndarray-linalg/"
-repository    = "https://github.com/rust-ndarray/ndarray-linalg"
-keywords      = ["ndarray", "lapack", "matrix"]
-license       = "MIT"
-readme        = "README.md"
-categories    = ["algorithms", "science"]
-
-[features]
-default = []
-
-netlib    = ["netlib-static"]
-openblas  = ["openblas-static"]
-intel-mkl = ["mkl-static-lp64-seq"]
-
-netlib-static = ["netlib-src/static"]
-netlib-system = ["netlib-src/system"]
-openblas-static = ["openblas-src/static"]
-openblas-system = ["openblas-src/system"]
-
-mkl-static-lp64-iomp   = ["intel-mkl-src/mkl-static-lp64-iomp"]
-mkl-static-lp64-seq    = ["intel-mkl-src/mkl-static-lp64-seq"]
-mkl-dynamic-lp64-iomp  = ["intel-mkl-src/mkl-dynamic-lp64-iomp"]
-mkl-dynamic-lp64-seq   = ["intel-mkl-src/mkl-dynamic-lp64-seq"]
-
-[dependencies]
-cauchy = "0.2.2"
-lapacke = "0.2.0"
-ndarray = { version = "0.13", features = ["blas", "approx", "serde-1"], default-features = false }
-num-complex = { version = "0.2", features = ["serde"] }
-num-traits  = "0.2.11"
-rand = "0.5"
-
-openblas-src  = { version = "0.9.0", optional = true }
-netlib-src    = { version = "0.8.0", optional = true }
-intel-mkl-src = { version = "0.6.0", default-features = false, features = ["download"], optional = true }
-
-[dev-dependencies]
-paste = "0.1.9"
-criterion = "0.3.1"
-approx = { version = "0.3.2", features = ["num-complex"] }
-
-[[bench]]
-name = "truncated_eig"
-harness = false
-
-[[bench]]
-name = "eigh"
-harness = false
-
-[package.metadata.docs.rs]
-rustdoc-args = ["--html-in-header", "katex-header.html"]
+[workspace]
+members = [
+  "ndarray-linalg",
+  "lax",
+]

README.md

@@ -45,8 +45,8 @@ ndarray-linalg = { version = "0.12", features = ["openblas"] }
 
 |Backend  | Linux | Windows | macOS |
 |:--------|:-----:|:-------:|:-----:|
-|OpenBLAS |✔️      |-        |✔️      |
-|Netlib   |✔️      |-        |✔️      |
+|OpenBLAS |✔️      |-        |-      |
+|Netlib   |✔️      |-        |-      |
 |Intel MKL|✔️      |✔️        |✔️      |
 
 ### For librarian

lax/Cargo.toml

@@ -0,0 +1,32 @@
+[package]
+name = "lax"
+version = "0.1.0"
+authors = ["Toshiki Teramura <[email protected]>"]
+edition = "2018"
+
+[features]
+default = []
+
+netlib    = ["netlib-static"]
+openblas  = ["openblas-static"]
+intel-mkl = ["mkl-static-lp64-seq"]
+
+netlib-static = ["netlib-src/static"]
+netlib-system = ["netlib-src/system"]
+openblas-static = ["openblas-src/static"]
+openblas-system = ["openblas-src/system"]
+
+mkl-static-lp64-iomp   = ["intel-mkl-src/mkl-static-lp64-iomp"]
+mkl-static-lp64-seq    = ["intel-mkl-src/mkl-static-lp64-seq"]
+mkl-dynamic-lp64-iomp  = ["intel-mkl-src/mkl-dynamic-lp64-iomp"]
+mkl-dynamic-lp64-seq   = ["intel-mkl-src/mkl-dynamic-lp64-seq"]
+
+[dependencies]
+thiserror = "1.0"
+cauchy = "0.2.0"
+num-traits = "0.2"
+lapack = "0.16.0"
+
+openblas-src  = { version = "0.9.0", optional = true }
+netlib-src    = { version = "0.8.0", optional = true }
+intel-mkl-src = { version = "0.6.0", default-features = false, features = ["download"], optional = true }

lax/src/cholesky.rs

@@ -0,0 +1,90 @@
+//! Cholesky decomposition
+
+use super::*;
+use crate::{error::*, layout::*};
+use cauchy::*;
+
+pub trait Cholesky_: Sized {
+    /// Cholesky: wrapper of `*potrf`
+    ///
+    /// **Warning: Only the portion of `a` corresponding to `UPLO` is written.**
+    fn cholesky(l: MatrixLayout, uplo: UPLO, a: &mut [Self]) -> Result<()>;
+
+    /// Wrapper of `*potri`
+    ///
+    /// **Warning: Only the portion of `a` corresponding to `UPLO` is written.**
+    fn inv_cholesky(l: MatrixLayout, uplo: UPLO, a: &mut [Self]) -> Result<()>;
+
+    /// Wrapper of `*potrs`
+    fn solve_cholesky(l: MatrixLayout, uplo: UPLO, a: &[Self], b: &mut [Self]) -> Result<()>;
+}
+
+macro_rules! impl_cholesky {
+    ($scalar:ty, $trf:path, $tri:path, $trs:path) => {
+        impl Cholesky_ for $scalar {
+            fn cholesky(l: MatrixLayout, uplo: UPLO, a: &mut [Self]) -> Result<()> {
+                let (n, _) = l.size();
+                if matches!(l, MatrixLayout::C { .. }) {
+                    square_transpose(l, a);
+                }
+                let mut info = 0;
+                unsafe {
+                    $trf(uplo as u8, n, a, n, &mut info);
+                }
+                info.as_lapack_result()?;
+                if matches!(l, MatrixLayout::C { .. }) {
+                    square_transpose(l, a);
+                }
+                Ok(())
+            }
+
+            fn inv_cholesky(l: MatrixLayout, uplo: UPLO, a: &mut [Self]) -> Result<()> {
+                let (n, _) = l.size();
+                if matches!(l, MatrixLayout::C { .. }) {
+                    square_transpose(l, a);
+                }
+                let mut info = 0;
+                unsafe {
+                    $tri(uplo as u8, n, a, l.lda(), &mut info);
+                }
+                info.as_lapack_result()?;
+                if matches!(l, MatrixLayout::C { .. }) {
+                    square_transpose(l, a);
+                }
+                Ok(())
+            }
+
+            fn solve_cholesky(
+                l: MatrixLayout,
+                mut uplo: UPLO,
+                a: &[Self],
+                b: &mut [Self],
+            ) -> Result<()> {
+                let (n, _) = l.size();
+                let nrhs = 1;
+                let mut info = 0;
+                if matches!(l, MatrixLayout::C { .. }) {
+                    uplo = uplo.t();
+                    for val in b.iter_mut() {
+                        *val = val.conj();
+                    }
+                }
+                unsafe {
+                    $trs(uplo as u8, n, nrhs, a, l.lda(), b, n, &mut info);
+                }
+                info.as_lapack_result()?;
+                if matches!(l, MatrixLayout::C { .. }) {
+                    for val in b.iter_mut() {
+                        *val = val.conj();
+                    }
+                }
+                Ok(())
+            }
+        }
+    };
+} // end macro_rules
+
+impl_cholesky!(f64, lapack::dpotrf, lapack::dpotri, lapack::dpotrs);
+impl_cholesky!(f32, lapack::spotrf, lapack::spotri, lapack::spotrs);
+impl_cholesky!(c64, lapack::zpotrf, lapack::zpotri, lapack::zpotrs);
+impl_cholesky!(c32, lapack::cpotrf, lapack::cpotri, lapack::cpotrs);