-
Notifications
You must be signed in to change notification settings - Fork 40
Expand file tree
/
Copy pathlib.rs
More file actions
207 lines (190 loc) · 7.52 KB
/
lib.rs
File metadata and controls
207 lines (190 loc) · 7.52 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
//! `peroxide` is a comprehensive numerical computing library for Rust.
//!
//! Scientific computing workflows rarely stay inside a single numerical domain: a typical pipeline may solve an ODE, interpolate the result onto an irregular grid, evaluate a quadrature, find a root of a derived quantity, and serialize the output for downstream analysis.
//! In Python, the SciPy + NumPy stack consolidates these capabilities under one namespace.
//! In Rust the equivalent functionality is spread across specialist crates whose type systems and trait hierarchies do not always align.
//!
//! Peroxide fills that integration gap.
//! It bundles linear algebra (with optional BLAS / LAPACK acceleration), ODE integrators, quadrature, splines, root finding, optimization, statistics and distributions, const-generic forward-mode automatic differentiation (`Jet<N>`), a `DataFrame` with parquet / NetCDF / CSV I/O, and an R / MATLAB / Python style macro surface.
//! All of these are designed to interoperate through a shared `Real` trait and a compile-time-constant Butcher-tableau interface.
//!
//! The crate is aimed at researchers and engineers who want a batteries-included numerical toolbox in Rust without composing several specialist crates and reconciling their conventions.
//!
//! See the [`examples/`](https://github.com/Axect/Peroxide/tree/master/examples) directory for 40+ self-contained programs spanning every component, and the companion [Peroxide_Gallery](https://github.com/Axect/Peroxide_Gallery) repository for longer worked examples (plotting, splines, ODE applications, ...).
//!
//! ## Components
//!
//! `peroxide` has various components for scientific computation.
//!
//! - Linear Algebra (with BLAS & LAPACK)
//! - [Matrix](structure/matrix/index.html) operations
//! - `+,-,*,/`
//! - LU Decomposition, Determinant, Inverse
//! - QR Decomposition (`O3` feature needed)
//! - Singular Value Decomposition (`O3` feature needed)
//! - Cholesky Decomposition (`O3` feature needed)
//! - Reduced Row Echelon Form
//! - [Vector](structure/vector/index.html) operations
//! - [Eigenvalue, Eigenvector](numerical/eigen/index.html) algorithms
//! - Statistics
//! - [Statistical operations](statistics/stat/index.html)
//! - `mean, var, sd`
//! - `factorial, P, C, H`
//! - Confusion Matrix & metrics
//! - [Distributions](statistics/dist/index.html)
//! - Bernoulli
//! - Uniform
//! - Binomial
//! - Normal
//! - Gamma
//! - Beta
//! - Student's t
//! - LogNormal
//! - [Special functions](special/function/index.html) (Using `puruspe` crate)
//! - Gaussian
//! - Gamma
//! - Beta
//! - Error
//! - Incomplete Gamma
//! - Incomplete Beta
//! - Lambert W
//! - Automatic Differentiation
//! - [Const-generic `Jet<N>` forward AD](structure/ad/index.html) (arbitrary-order Taylor mode)
//! - Type aliases: `Dual = Jet<1>`, `HyperDual = Jet<2>`
//! - `#[ad_function]` proc macro for automatic gradient/hessian
//! - Numerical Utils
//! - [Interpolation](numerical/interp/index.html)
//! - [Spline](numerical/spline/index.html)
//! - [Polynomial](structure/polynomial/index.html)
//! - [Lanczos Approximation](special/lanczos/index.html)
//! - [Numerical Integrations](numerical/integral/index.html)
//! - [Optimization](numerical/optimize/index.html)
//! - Gradient Descent
//! - Levenberg-Marquardt
//! - [Root Finding](numerical/root/index.html)
//! - Bisection
//! - False Position
//! - Secant
//! - Newton
//! - Broyden
//! - [Ordinary Differential Equations](numerical/ode/index.html)
//! - Explicit
//! - Ralston's 3rd order
//! - Runge-Kutta 4th order
//! - Ralston's 4th order
//! - Runge-Kutta 5th order
//! - Embedded
//! - Bogacki-Shampine 3(2)
//! - Runge-Kutta-Fehlberg 4(5)
//! - Dormand-Prince 5(4)
//! - Tsitouras 5(4)
//! - Runge-Kutta-Fehlberg 7(8)
//! - Implicit
//! - Gauss-Legendre 4th order
//! - Communication with Python
//! - [Plot with `matplotlib`](util/plot/index.html)
//! - [DataFrame](structure/dataframe/index.html)
//! - Read & Write with `parquet` or `netcdf` or `csv` format
//! - Shape & info: `nrow`, `ncol`, `shape`, `dtypes`, `is_empty`, `contains`
//! - Row operations: `head`, `tail`, `slice`
//! - Column operations: `select`, `rename`, `column_names`, `select_dtypes`
//! - Statistics: `describe`, `sum`, `mean`
//! - Series statistics: `sum`, `mean`, `var`, `sd`, `min`, `max`
//! - Macros
//! - [R macros](macros/r_macro/index.html)
//! - [Matlab macros](macros/matlab_macro/index.html)
//! - [Julia macros](macros/julia_macro/index.html)
//!
//! And all these things are built on mathematical traits.
//!
//! - Traits
//! - [Functional Programming tools](traits/fp/index.html)
//! - [General algorithms](traits/general/index.html)
//! - [Mathematics](traits/math/index.html)
//! - [Mutable tools](traits/mutable/index.html)
//! - [Number & Real](traits/num/index.html)
//! - [Pointer](traits/pointer/index.html)
//! - [Stable](traits/stable/index.html)
//! ## Import all at once
//!
//! Peroxide has two options.
//!
//! * [`prelude`](prelude/index.html) : To simple use
//! * [`fuga`](fuga/index.html) : To control numerical algorithms
//!
//! To see differences, follow above two links.
//!
//! You can import all functions & structures at once
//!
//! * `prelude`
//! ```
//! #[macro_use]
//! extern crate peroxide;
//! use peroxide::prelude::*;
//!
//! fn main() {
//! // Write what you want
//! }
//! ```
//!
//! * `fuga`
//! ```
//! #[macro_use]
//! extern crate peroxide;
//! use peroxide::fuga::*;
//!
//! fn main() {
//! // Write what you want
//! }
//! ```
//!
//! ## Useful tips for features
//!
//! * If you want to use _QR_, _SVD_, or _Cholesky Decomposition_, you should use the `O3` feature. These decompositions are not implemented in the `default` feature.
//!
//! * If you want to save your numerical results, consider using the `parquet` or `nc` features, which correspond to the `parquet` and `netcdf` file formats, respectively. These formats are much more efficient than `csv` and `json`.
//!
//! * For plotting, it is recommended to use the `plot` feature. However, if you require more customization, you can use the `parquet` or `nc` feature to export your data in the parquet or netcdf format and then use Python to create the plots.
//!
//! * To read parquet files in Python, you can use the `pandas` and `pyarrow` libraries.
//!
//! * A template for Python code that works with netcdf files can be found in the [Socialst](https://github.com/Axect/Socialst/blob/master/Templates/PyPlot_Template/nc_plot.py) repository.
//!
#[cfg(feature = "O3")]
extern crate blas;
#[cfg(feature = "O3")]
extern crate lapack;
// Force link-directive propagation when a backend convenience feature
// (`O3-openblas` / `O3-accelerate` / `O3-mkl` / `O3-netlib`) activates
// `blas-src` / `lapack-src` via Cargo's optional-dep feature shim.
#[cfg(feature = "blas-src")]
extern crate blas_src as _;
#[cfg(feature = "lapack-src")]
extern crate lapack_src as _;
#[cfg(feature = "plot")]
extern crate pyo3;
#[cfg(feature = "serde")]
extern crate serde;
extern crate rand;
// extern crate json;
extern crate order_stat;
extern crate puruspe;
extern crate matrixmultiply;
#[cfg(feature = "nc")]
extern crate netcdf;
extern crate peroxide_ad;
#[macro_use]
pub mod macros;
pub mod fuga;
pub mod ml;
pub mod numerical;
pub mod prelude;
pub mod special;
pub mod statistics;
pub mod structure;
pub mod traits;
pub mod util;
#[cfg(feature = "complex")]
pub mod complex;
#[cfg(feature = "parallel")]
extern crate rayon;