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11 changes: 10 additions & 1 deletion examples/solve.rs
Original file line number Diff line number Diff line change
Expand Up @@ -5,17 +5,26 @@ extern crate ndarray_linalg;
use ndarray::*;
use ndarray_linalg::*;

// Solve `Ax=b`
fn solve() -> Result<(), error::LinalgError> {
let a: Array2<f64> = random((3, 3));
let b: Array1<f64> = random(3);
let _x = a.solve(&b)?;
Ok(())
}

// Solve `Ax=b` for many b with fixed A
fn factorize() -> Result<(), error::LinalgError> {
let a: Array2<f64> = random((3, 3));
let f = a.factorize_into()?; // LU factorize A (A is consumed)
for _ in 0..10 {
let b: Array1<f64> = random(3);
let x = f.solve(Transpose::No, b)?; // solve Ax=b using factorized L, U
let _x = f.solve_into(b)?; // solve Ax=b using factorized L, U
}
Ok(())
}

fn main() {
solve().unwrap();
factorize().unwrap();
}
99 changes: 96 additions & 3 deletions src/solve.rs
Original file line number Diff line number Diff line change
Expand Up @@ -9,24 +9,89 @@ use super::types::*;

pub use lapack_traits::{Pivot, Transpose};

pub trait Solve<A: Scalar> {
fn solve<S: Data<Elem = A>>(&self, a: &ArrayBase<S, Ix1>) -> Result<Array1<A>> {
let mut a = replicate(a);
self.solve_mut(&mut a)?;
Ok(a)
}
fn solve_into<S: DataMut<Elem = A>>(&self, mut a: ArrayBase<S, Ix1>) -> Result<ArrayBase<S, Ix1>> {
self.solve_mut(&mut a)?;
Ok(a)
}
fn solve_mut<'a, S: DataMut<Elem = A>>(&self, &'a mut ArrayBase<S, Ix1>) -> Result<&'a mut ArrayBase<S, Ix1>>;

fn solve_t<S: Data<Elem = A>>(&self, a: &ArrayBase<S, Ix1>) -> Result<Array1<A>> {
let mut a = replicate(a);
self.solve_t_mut(&mut a)?;
Ok(a)
}
fn solve_t_into<S: DataMut<Elem = A>>(&self, mut a: ArrayBase<S, Ix1>) -> Result<ArrayBase<S, Ix1>> {
self.solve_t_mut(&mut a)?;
Ok(a)
}
fn solve_t_mut<'a, S: DataMut<Elem = A>>(&self, &'a mut ArrayBase<S, Ix1>) -> Result<&'a mut ArrayBase<S, Ix1>>;

fn solve_h<S: Data<Elem = A>>(&self, a: &ArrayBase<S, Ix1>) -> Result<Array1<A>> {
let mut a = replicate(a);
self.solve_h_mut(&mut a)?;
Ok(a)
}
fn solve_h_into<S: DataMut<Elem = A>>(&self, mut a: ArrayBase<S, Ix1>) -> Result<ArrayBase<S, Ix1>> {
self.solve_h_mut(&mut a)?;
Ok(a)
}
fn solve_h_mut<'a, S: DataMut<Elem = A>>(&self, &'a mut ArrayBase<S, Ix1>) -> Result<&'a mut ArrayBase<S, Ix1>>;
}

pub struct Factorized<S: Data> {
pub a: ArrayBase<S, Ix2>,
pub ipiv: Pivot,
}

impl<A, S> Factorized<S>
impl<A, S> Solve<A> for Factorized<S>
where
A: Scalar,
S: Data<Elem = A>,
{
pub fn solve<Sb>(&self, t: Transpose, mut rhs: ArrayBase<Sb, Ix1>) -> Result<ArrayBase<Sb, Ix1>>
fn solve_mut<'a, Sb>(&self, mut rhs: &'a mut ArrayBase<Sb, Ix1>) -> Result<&'a mut ArrayBase<Sb, Ix1>>
where
Sb: DataMut<Elem = A>,
{
unsafe {
A::solve(
self.a.square_layout()?,
Transpose::No,
self.a.as_allocated()?,
&self.ipiv,
rhs.as_slice_mut().unwrap(),
)?
};
Ok(rhs)
}
fn solve_t_mut<'a, Sb>(&self, mut rhs: &'a mut ArrayBase<Sb, Ix1>) -> Result<&'a mut ArrayBase<Sb, Ix1>>
where
Sb: DataMut<Elem = A>,
{
unsafe {
A::solve(
self.a.square_layout()?,
Transpose::Transpose,
self.a.as_allocated()?,
&self.ipiv,
rhs.as_slice_mut().unwrap(),
)?
};
Ok(rhs)
}
fn solve_h_mut<'a, Sb>(&self, mut rhs: &'a mut ArrayBase<Sb, Ix1>) -> Result<&'a mut ArrayBase<Sb, Ix1>>
where
Sb: DataMut<Elem = A>,
{
unsafe {
A::solve(
self.a.square_layout()?,
t,
Transpose::Hermite,
self.a.as_allocated()?,
&self.ipiv,
rhs.as_slice_mut().unwrap(),
Expand All @@ -36,6 +101,34 @@ where
}
}

impl<A, S> Solve<A> for ArrayBase<S, Ix2>
where
A: Scalar,
S: Data<Elem = A>,
{
fn solve_mut<'a, Sb>(&self, mut rhs: &'a mut ArrayBase<Sb, Ix1>) -> Result<&'a mut ArrayBase<Sb, Ix1>>
where
Sb: DataMut<Elem = A>,
{
let f = self.factorize()?;
f.solve_mut(rhs)
}
fn solve_t_mut<'a, Sb>(&self, mut rhs: &'a mut ArrayBase<Sb, Ix1>) -> Result<&'a mut ArrayBase<Sb, Ix1>>
where
Sb: DataMut<Elem = A>,
{
let f = self.factorize()?;
f.solve_t_mut(rhs)
}
fn solve_h_mut<'a, Sb>(&self, mut rhs: &'a mut ArrayBase<Sb, Ix1>) -> Result<&'a mut ArrayBase<Sb, Ix1>>
where
Sb: DataMut<Elem = A>,
{
let f = self.factorize()?;
f.solve_h_mut(rhs)
}
}

impl<A, S> Factorized<S>
where
A: Scalar,
Expand Down