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Axect
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Description

Rust numeric library with R, MATLAB & Python syntax

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Peroxide

On crates.io On docs.rs

builds.sr.ht status travis github

maintenance

Rust numeric library contains linear algebra, numerical analysis, statistics and machine learning tools with R, MATLAB, Python like macros.

Why Peroxide?

1. Customize features

Peroxide provides various features.

  • default
    - Pure Rust (No dependencies of architecture - Perfect cross compilation)
  • O3
    - OpenBLAS (Perfect performance but little bit hard to set-up - Strongly recommend to read OpenBLAS for Rust)
  • plot
    - With matplotlib of python, we can draw any plots.
  • nc
    - To handle netcdf file format with DataFrame
  • csv
    - To handle csv file format with Matrix or DataFrame
  • serde
    - serialization with Serde.

If you want to do high performance computation and more linear algebra, then choose openblas feature. If you don't want to depend C/C++ or Fortran libraries, then choose default feature. If you want to draw plot with some great templates, then choose plot feature.

You can choose any features simultaneously.

2. Easy to optimize

Peroxide uses 1D data structure to describe matrix. So, it's too easy to integrate BLAS. It means peroxide guarantees perfect performance for linear algebraic computations.

3. Friendly syntax

Rust is so strange for Numpy, MATLAB, R users. Thus, it's harder to learn the more rusty libraries. With peroxide, you can do heavy computations with R, Numpy, MATLAB like syntax.

For example,

#[macro_use]
extern crate peroxide;
use peroxide::prelude::*;

fn main() { // MATLAB like matrix constructor let a = ml_matrix("1 2;3 4");

// R like matrix constructor (default)
let b = matrix(c!(1,2,3,4), 2, 2, Row);

// Or use zeros
let mut z = zeros(2, 2);
z[(0,0)] = 1.0;
z[(0,1)] = 2.0;
z[(1,0)] = 3.0;
z[(1,1)] = 4.0;

// Simple but effective operations
let c = a * b; // Matrix multiplication (BLAS integrated)

// Easy to pretty print
c.print();
//       c[0] c[1]
// r[0]     1    3
// r[1]     2    4

// Easy to do linear algebra
c.det().print();
c.inv().print();

// and etc.

}

4. Can choose two different coding styles.

In peroxide, there are two different options.

  • prelude
    : To simple use.
  • fuga
    : To choose numerical algorithms explicitly.

For examples, let's see norm.

In

prelude
, use
norm
is simple:
a.norm()
. But it only uses L2 norm for
Vec
. (For
Matrix
, Frobenius norm.) ```rust

[macro_use]

extern crate peroxide; use peroxide::prelude::*;

fn main() { let a = c!(1, 2, 3); let l2 = a.norm(); // L2 is default vector norm

assert_eq!(l2, 14f64.sqrt());

} ```

In

fuga
, use various norms. But you should write longer than
prelude
. ```rust

[macro_use]

extern crate peroxide; use peroxide::fuga::*;

fn main() { let a = c!(1, 2, 3); let l1 = a.norm(Norm::L1); let l2 = a.norm(Norm::L2); let linf = a.norm(Norm::LInf); asserteq!(l1, 6f64); asserteq!(l2, 14f64.sqrt()); asserteq!(l_inf, 3f64); } ```

5. Batteries included

Peroxide can do many things.

  • Linear Algebra
    • Effective Matrix structure
    • Transpose, Determinant, Diagonal
    • LU Decomposition, Inverse matrix, Block partitioning
    • QR Decomposition (
      O3
      feature)
    • Singular Value Decomposition (SVD) (
      O3
      feature)
    • Reduced Row Echelon form
    • Column, Row operations
    • Eigenvalue, Eigenvector
  • Functional Programming
    • More easy functional programming with
      Vec
    • For matrix, there are three maps
      • fmap
        : map for all elements
      • col_map
        : map for column vectors
      • row_map
        : map for row vectors
  • Automatic Differentiation
    • Taylor mode Forward AD - for nth order AD
    • Exact jacobian
    • Real
      trait to constrain for
      f64
      and
      AD
      (for ODE)
  • Numerical Analysis
    • Lagrange interpolation
    • Cubic spline
    • Non-linear regression
      • Gradient Descent
      • Levenberg Marquardt
    • Ordinary Differential Equation
      • Euler
      • Runge Kutta 4th order
      • Backward Euler (Implicit)
      • Gauss Legendre 4th order (Implicit)
    • Numerical Integration
      • Newton-Cotes Quadrature
      • Gauss-Legendre Quadrature (up to 30 order)
      • Gauss-Kronrod Quadrature (Adaptive)
        • G7K15, G10K21, G15K31, G20K41, G25K51, G30K61
    • Root Finding
      • Bisection
      • False Position (Regula Falsi)
      • Secant
      • Newton
  • Statistics
    • More easy random with
      rand
      crate
    • Ordered Statistics
      • Median
      • Quantile (Matched with R quantile)
    • Probability Distributions
      • Bernoulli
      • Uniform
      • Binomial
      • Normal
      • Gamma
      • Beta
      • Student's-t
    • RNG algorithms
      • Acceptance Rejection
      • Marsaglia Polar
      • Ziggurat
      • Wrapper for
        rand-dist
        crate
  • Special functions
    • Wrapper for
      puruspe
      crate (pure rust)
  • Utils
    • R-like macro & functions
    • Matlab-like macro & functions
    • Numpy-like macro & functions
    • Julia-like macro & functions
  • Plotting
    • With
      pyo3
      &
      matplotlib
  • DataFrame
    • Support various types simultaneously
    • Read & Write
      csv
      files (
      csv
      feature)
    • Read & Write
      netcdf
      files (
      nc
      feature)

6. Compatible with Mathematics

After

0.23.0
, peroxide is compatible with mathematical structures.
Matrix
,
Vec
,
f64
are considered as inner product vector spaces. And
Matrix
,
Vec
are linear operators -
Vec
to
Vec
and
Vec
to
f64
. For future, peroxide will include more & more mathematical concepts. (But still practical.)

7. Written in Rust

Rust & Cargo are awesome for scientific computations. You can use any external packages easily with Cargo, not make. And default runtime performance of Rust is also great. If you use many iterations for computations, then Rust become great choice.

Latest README version

Corresponding to

0.30.2

Pre-requisite

  • For
    O3
    feature - Need
    OpenBLAS
  • For
    plot
    feature - Need
    matplotlib
    of python
  • For
    nc
    feature - Need
    netcdf

Install

  • Add next block to your
    cargo.toml
  1. Default
    toml
    [dependencies]
    peroxide = "0.30"
    
  2. OpenBLAS
    toml
    [dependencies.peroxide]
    version = "0.30"
    default-features = false
    features = ["O3"] 
    
  3. Plot
    toml
    [dependencies.peroxide]
    version = "0.30"
    default-features = false
    features = ["plot"] 
    
  4. NetCDF dependency for DataFrame
    toml
    [dependencies.peroxide]
    version = "0.30"
    default-features = false
    features = ["nc"]
    
  5. CSV dependency for DataFrame
    toml
    [dependencies.peroxide]
    version = "0.30"
    default-features = false
    features = ["csv"]
    
  6. OpenBLAS & Plot & NetCDF
    toml
    [dependencies.peroxide]
    version = "0.30"
    default-features = false
    features = ["O3", "plot", "nc", "csv"] 
    

Useful tips for features

  • If you want to use
    QR
    or
    SVD
    then should use
    O3
    feature (there are no implementations for these decompositions in
    default
    )
  • If you want to write your numerical results, then use
    nc
    feature and
    netcdf
    format. (It is much more effective than
    csv
    and
    json
    .)
  • To plot, use
    nc
    feature to export data as netcdf format and use python to draw plot.
    • plot
      feature has limited plot abilities.
    • There is a template of python code. - Socialst

Module Structure

Documentation

  • On docs.rs

Example

Peroxide Gallery

Version Info

To see RELEASES.md

Contributes Guide

See CONTRIBUTES.md

TODO

To see TODO.md

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