Add Cholesky trait

Author: termoshtt

src/cholesky.rs

@@ -0,0 +1,43 @@
+
+use ndarray::*;
+
+use super::error::*;
+use super::layout::*;
+
+use impl2::{LapackScalar, UPLO};
+
+pub trait Cholesky<K> {
+    fn cholesky(self, UPLO) -> Result<K>;
+}
+
+impl<A, S> Cholesky<ArrayBase<S, Ix2>> for ArrayBase<S, Ix2>
+    where A: LapackScalar,
+          S: DataMut<Elem = A>
+{
+    fn cholesky(mut self, uplo: UPLO) -> Result<ArrayBase<S, Ix2>> {
+        A::cholesky(self.square_layout()?, uplo, self.as_allocated_mut()?)?;
+        Ok(self)
+    }
+}
+
+impl<'a, A, S> Cholesky<&'a mut ArrayBase<S, Ix2>> for &'a mut ArrayBase<S, Ix2>
+    where A: LapackScalar,
+          S: DataMut<Elem = A>
+{
+    fn cholesky(mut self, uplo: UPLO) -> Result<&'a mut ArrayBase<S, Ix2>> {
+        A::cholesky(self.square_layout()?, uplo, self.as_allocated_mut()?)?;
+        Ok(self)
+    }
+}
+
+impl<'a, A, Si, So> Cholesky<ArrayBase<So, Ix2>> for &'a ArrayBase<Si, Ix2>
+    where A: LapackScalar + Copy,
+          Si: Data<Elem = A>,
+          So: DataMut<Elem = A> + DataOwned
+{
+    fn cholesky(self, uplo: UPLO) -> Result<ArrayBase<So, Ix2>> {
+        let mut a = replicate(self);
+        A::cholesky(a.square_layout()?, uplo, a.as_allocated_mut()?)?;
+        Ok(a)
+    }
+}

src/lib.rs

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