Crate argmin_math

Expand description

argmin-math provides mathematics related abstractions needed in argmin. It supports implementations of these abstractions for basic Vecs and for the ndarray, nalgebra, and faer linear algebra libraries. The traits can of course also be implemented for your own types to make them compatible with argmin.

For an introduction on how to use argmin, please also have a look at the book.

§Usage

Add the following line to your dependencies list:

[dependencies]
argmin-math = "0.5.1"

This will activate the primitives and vec features. For other backends see the section below.

§Features

Support for the various backends can be switched on via features. Please read this section carefully to the end before choosing a backend.

§Default features

Feature	Default	Comment
`primitives`	yes	basic integer and floating point types
`vec`	yes	`Vec`s (basic functionality)

§`ndarray`

Feature	Default	Comment
`ndarray_latest`	no	latest supported version
`ndarray_latest-nolinalg`	no	latest supported version without `ndarray-linalg`
`ndarray_v0_15`	no	version 0.15 with ndarray-linalg 0.16
`ndarray_v0_15-nolinalg`	no	version 0.15 without `ndarray-linalg`
`ndarray_v0_14-nolinalg`	no	version 0.14 without `ndarray-linalg`
`ndarray_v0_13-nolinalg`	no	version 0.13 without `ndarray-linalg`

Note that the *-nolinalg* features do NOT pull in ndarray-linalg as a dependency. This avoids linking against a BLAS library. This will however disable the implementation of ArgminInv, meaning that any solver which requires the matrix inverse will not work with the ndarray backend. It is recommended to use the *-nolinalg* options if the matrix inverse is not needed in order to keep the compilation times low and avoid problems when linking against a BLAS library.

Using the ndarray_* features with ndarray-linalg support may require to explicitly choose the ndarray-linalg BLAS backend in your Cargo.toml (see the ndarray-linalg documentation for details):

ndarray-linalg = { version = "<appropriate_version>", features = ["<linalg_backend>"] }

§`nalgebra`

Feature	Default	Comment
`nalgebra_latest`	no	latest supported version
`nalgebra_v0_34`	no	version 0.34
`nalgebra_v0_33`	no	version 0.33
`nalgebra_v0_32`	no	version 0.32
`nalgebra_v0_31`	no	version 0.31
`nalgebra_v0_30`	no	version 0.30
`nalgebra_v0_29`	no	version 0.29

§`faer`

Feature	Default	Comment
`faer_latest`	no	latest supported version
`faer_v0_21`	no	version 0.21
`faer_v0_20`	no	version 0.20

§Choosing a backend

It is not possible to activate two versions of the same backend.

The features labeled *latest* are an alias for the most recent supported version of the respective backend. It is however recommended to explicitly specify the desired version instead of using any of the *latest* features (see section about semantic versioning below).

The default features primitives and vec can be turned off in order to only compile the trait definitions. If another backend is chosen, primitives will automatically be turned on again.

§Example

Activate support for the latest supported ndarray version:

[dependencies]
argmin-math = { version = "0.5.1", features = ["ndarray_latest"] }

§Semantic versioning

This crate follows semantic versioning. Adding a new backend or a new version of a backend is not considered a breaking change. However, your code may still break if you use any of the features containing *latest*. It is therefore recommended to specify the actual version of the backend you are using.

§Contributing

You found a bug? Your favorite backend is not supported? Feel free to open an issue or ideally submit a PR.

§License

Licensed under either of

Apache License, Version 2.0, (LICENSE-APACHE or http://www.apache.org/licenses/LICENSE-2.0)
MIT License (LICENSE-MIT or http://opensource.org/licenses/MIT)

at your option.

§Contribution

Unless you explicitly state otherwise, any contribution intentionally submitted for inclusion in the work by you, as defined in the Apache-2.0 license, shall be dual licensed as above, without any additional terms or conditions.

Structs§

Error: The Error type, a wrapper around a dynamic error type.

Traits§

ArgminAdd: Add a T to self
ArgminConj: Return the conjugate
ArgminDiv: (Pointwise) Divide a T by self
ArgminDot: Dot/scalar product of T and self
ArgminEye: Identity matrix
ArgminInv: Compute the inverse (T) of self
ArgminL1Norm: Compute the l1-norm (U) of self
ArgminL2Norm: Compute the l2-norm (U) of self
ArgminMinMax: Minimum and Maximum of type T
ArgminMul: (Pointwise) Multiply a T with self
ArgminRandom: Create a random number
ArgminScaledAdd: Add a T scaled by an U to self
ArgminScaledSub: Subtract a T scaled by an U from self
ArgminSignum: Returns a number that represents the sign of self.
ArgminSub: Subtract a T from self
ArgminTranspose: Return the transpose (U) of self
ArgminWeightedDot: Dot/scalar product of T and self weighted by W (p^TWv)
ArgminZero: Return param vector of all zeros (for now, this is a hack. It should be done better)
ArgminZeroLike: Zero for dynamically sized objects
Rng: User-level interface for RNGs

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