Matrix

A matrix library for Rust. Supports basic addition, subtraction, and multiplication operations, solving systems of equations (including underdetermined and overdetermined), decompositions, and norms (both vector and matrix). Wraps calls to BLAS / LAPACK.

Features:

• Matrix-scalar addition, subtraction, multiplication
• Matrix-matrix entrywise addition, subtraction
• Matrix-matrix multiplication
• Submatrix indexing and extraction
• Matrix decomposition:
  • LU Decomposition
  • QR Decomposition
  • Cholesky Factorization
  • Eigenvalue Decomposition
  • Singular Value Decomposition
• Systems of equations solver (including overdetermined and underdetermined systems)
• Inverse matrices
• Vector Norms: L₁, L₂, Inf, L_p
• Matrix Norms:
  • Induced: L₁, L₂ / Spectral, Inf
  • Entry-wise (for any vector norm)
  • L_{p, q}
  • Frobenius (same as entry-wise L₂)
  • Max (same as entry-wise Inf)
  • Schatten norms (for any vector norm), including nuclear (same as L₁ Schatten)