Add Eigh

Author: termoshtt

src/eigh.rs

@@ -0,0 +1,37 @@
+
+use ndarray::*;
+
+use super::error::*;
+use super::layout::*;
+
+use impl2::{LapackScalar, UPLO};
+
+pub trait Eigh<EigVal, EigVec> {
+    fn eigh(self, UPLO) -> Result<(EigVal, EigVec)>;
+}
+
+impl<A, S, Se> Eigh<ArrayBase<Se, Ix1>, ArrayBase<S, Ix2>> for ArrayBase<S, Ix2>
+    where A: LapackScalar,
+          S: DataMut<Elem = A>,
+          Se: DataOwned<Elem = A::Real>
+{
+    fn eigh(mut self, uplo: UPLO) -> Result<(ArrayBase<Se, Ix1>, ArrayBase<S, Ix2>)> {
+        let s = A::eigh(true, self.square_layout()?, uplo, self.as_allocated_mut()?)?;
+        Ok((ArrayBase::from_vec(s), self))
+    }
+}
+
+impl<'a, A, S, Se> Eigh<ArrayBase<Se, Ix1>, &'a mut ArrayBase<S, Ix2>> for &'a mut ArrayBase<S, Ix2>
+    where A: LapackScalar,
+          S: DataMut<Elem = A>,
+          Se: DataOwned<Elem = A::Real>
+{
+    fn eigh(mut self, uplo: UPLO) -> Result<(ArrayBase<Se, Ix1>, &'a mut ArrayBase<S, Ix2>)> {
+        let s = A::eigh(true, self.square_layout()?, uplo, self.as_allocated_mut()?)?;
+        Ok((ArrayBase::from_vec(s), self))
+    }
+}
+
+pub trait EigValsh<EigVal> {
+    fn eigvalsh(self, UPLO) -> Result<EigVal>;
+}

src/lib.rs

@@ -52,6 +52,7 @@ pub mod qr;
 pub mod svd;
 pub mod opnorm;
 pub mod solve;
+pub mod eigh;
 
 pub mod vector;
 pub mod matrix;