householder

A native Rust library for advanced Linear Algebra routines

lib.rs:

A Rust native linear algebra library

The goal of householder is the development of a Rust native linear algebra library that is performant and does not require external BLAS/Lapack linkage or dependencies.

The library is early stage. The core data structures are implemented and functionality is continuously being added.

The core of householder is the Matrix type, which supports fixed size implementations, dynamic size implementations, and specialises also to vectors. It is agnostic to underlying storage layouts (i.e. row or column major) and also supports layouts with arbitrary strides.

Algebraic operations on matrices are implemented using a system that is akin to expression templates. Adding matrices or multiplying them with a scalar is not immediately executed but creates a new type that stores the information about the operation. Only when the user asks for the evaluation, all operations are executed in a single pass without creating temporaries.

Matrix-matrix products are implemented through the matrixmultiply crate. We are in the process of implementing more advanced linear algebra routines (e.g. LU, QR, etc.). But these are not yet available. The focus is on implementing modern blocked multi-threaded routines whose performance is competitive with Lapack.

To learn more about householder we recommend the user to read the following bits of information.

• Basic trait definitions
• Matrix storage layouts
• The Matrix type
• Examples