Sort singular values

Cargo.toml

@@ -13,3 +13,6 @@ license = "MIT"
 [dependencies]
 num = {version = "0.1.34", default-features = false }
 matrixmultiply = "0.1.8"
+
+[dev-dependencies]
+rand = "0.3"

benches/lib.rs

@@ -2,7 +2,9 @@
 
 extern crate rulinalg;
 extern crate test;
+extern crate rand;
 
 mod linalg {
 	mod matrix;
+	mod svd;
 }

benches/linalg/svd.rs

@@ -0,0 +1,29 @@
+use test::Bencher;
+use rand;
+use rand::{Rng, SeedableRng};
+use rulinalg::matrix::Matrix;
+
+fn reproducible_random_matrix(rows: usize, cols: usize) -> Matrix<f64> {
+    const STANDARD_SEED: [usize; 4] = [12, 2049, 4000, 33];
+    let mut rng = rand::StdRng::from_seed(&STANDARD_SEED);
+    let elements: Vec<_> = rng.gen_iter::<f64>().take(rows * cols).collect();
+    Matrix::new(rows, cols, elements)
+}
+
+#[bench]
+fn svd_10_10(b: &mut Bencher) {
+    let mat = reproducible_random_matrix(10, 10);
+
+    b.iter(||
+        mat.clone().svd()
+    )
+}
+
+#[bench]
+fn svd_100_100(b: &mut Bencher) {
+    let mat = reproducible_random_matrix(100, 100);
+
+    b.iter(||
+        mat.clone().svd()
+    )
+}

src/epsilon.rs

@@ -0,0 +1,24 @@
+use libnum::Float;
+use std::f32;
+use std::f64;
+
+/// Expose the machine epsilon of floating point numbers.
+/// This trait should only need to exist for a short time,
+/// until the Float trait from the Num crate has the same
+/// capabilities.
+pub trait MachineEpsilon: Float {
+    /// Returns the machine epsilon for the given Float type.
+    fn epsilon() -> Self;
+}
+
+impl MachineEpsilon for f32 {
+    fn epsilon() -> f32 {
+        f32::EPSILON
+    }
+}
+
+impl MachineEpsilon for f64 {
+    fn epsilon() -> f64 {
+        f64::EPSILON
+    }
+}

src/lib.rs

@@ -79,6 +79,10 @@ pub mod error;
 pub mod utils;
 pub mod vector;
 
+// Remove this module once epsilon() makes it into the num crate.
+mod epsilon;
+pub use epsilon::MachineEpsilon;
+
 /// Trait for linear algebra metrics.
 ///
 /// Currently only implements basic euclidean norm.