Merge pull request #75 from jturner314/add-solve-docs

Add documentation for solve module

Author: termoshtt

src/solve.rs

@@ -1,4 +1,49 @@
-//! Solve linear problems
+//! Solve systems of linear equations and invert matrices
+//!
+//! # Examples
+//!
+//! Solve `A * x = b`:
+//!
+//! ```
+//! #[macro_use]
+//! extern crate ndarray;
+//! extern crate ndarray_linalg;
+//!
+//! use ndarray::prelude::*;
+//! use ndarray_linalg::Solve;
+//! # fn main() {
+//!
+//! let a: Array2<f64> = array![[3., 2., -1.], [2., -2., 4.], [-2., 1., -2.]];
+//! let b: Array1<f64> = array![1., -2., 0.];
+//! let x = a.solve_into(b).unwrap();
+//! assert!(x.all_close(&array![1., -2., -2.], 1e-9));
+//!
+//! # }
+//! ```
+//!
+//! There are also special functions for solving `A^T * x = b` and
+//! `A^H * x = b`.
+//!
+//! If you are solving multiple systems of linear equations with the same
+//! coefficient matrix `A`, it's faster to compute the LU factorization once at
+//! the beginning than solving directly using `A`:
+//!
+//! ```
+//! # extern crate ndarray;
+//! # extern crate ndarray_linalg;
+//! use ndarray::prelude::*;
+//! use ndarray_linalg::*;
+//! # fn main() {
+//!
+//! let a: Array2<f64> = random((3, 3));
+//! let f = a.factorize_into().unwrap(); // LU factorize A (A is consumed)
+//! for _ in 0..10 {
+//!     let b: Array1<f64> = random(3);
+//!     let x = f.solve_into(b).unwrap(); // Solve A * x = b using factorized L, U
+//! }
+//!
+//! # }
+//! ```
 
 use ndarray::*;
 
@@ -9,43 +54,82 @@ use super::types::*;
 
 pub use lapack_traits::{Pivot, Transpose};
 
+/// An interface for solving systems of linear equations.
+///
+/// There are three groups of methods:
+///
+/// * `solve*` (normal) methods solve `A * x = b` for `x`.
+/// * `solve_t*` (transpose) methods solve `A^T * x = b` for `x`.
+/// * `solve_h*` (Hermitian conjugate) methods solve `A^H * x = b` for `x`.
+///
+/// Within each group, there are three methods that handle ownership differently:
+///
+/// * `*` methods take a reference to `b` and return `x` as a new array.
+/// * `*_into` methods take ownership of `b`, store the result in it, and return it.
+/// * `*_mut` methods take a mutable reference to `b` and store the result in that array.
+///
+/// If you plan to solve many equations with the same `A` matrix but different
+/// `b` vectors, it's faster to factor the `A` matrix once using the
+/// `Factorize` trait, and then solve using the `Factorized` struct.
 pub trait Solve<A: Scalar> {
-    fn solve<S: Data<Elem = A>>(&self, a: &ArrayBase<S, Ix1>) -> Result<Array1<A>> {
-        let mut a = replicate(a);
-        self.solve_mut(&mut a)?;
-        Ok(a)
+    /// Solves a system of linear equations `A * x = b` where `A` is `self`, `b`
+    /// is the argument, and `x` is the successful result.
+    fn solve<S: Data<Elem = A>>(&self, b: &ArrayBase<S, Ix1>) -> Result<Array1<A>> {
+        let mut b = replicate(b);
+        self.solve_mut(&mut b)?;
+        Ok(b)
     }
-    fn solve_into<S: DataMut<Elem = A>>(&self, mut a: ArrayBase<S, Ix1>) -> Result<ArrayBase<S, Ix1>> {
-        self.solve_mut(&mut a)?;
-        Ok(a)
+    /// Solves a system of linear equations `A * x = b` where `A` is `self`, `b`
+    /// is the argument, and `x` is the successful result.
+    fn solve_into<S: DataMut<Elem = A>>(&self, mut b: ArrayBase<S, Ix1>) -> Result<ArrayBase<S, Ix1>> {
+        self.solve_mut(&mut b)?;
+        Ok(b)
     }
+    /// Solves a system of linear equations `A * x = b` where `A` is `self`, `b`
+    /// is the argument, and `x` is the successful result.
     fn solve_mut<'a, S: DataMut<Elem = A>>(&self, &'a mut ArrayBase<S, Ix1>) -> Result<&'a mut ArrayBase<S, Ix1>>;
 
-    fn solve_t<S: Data<Elem = A>>(&self, a: &ArrayBase<S, Ix1>) -> Result<Array1<A>> {
-        let mut a = replicate(a);
-        self.solve_t_mut(&mut a)?;
-        Ok(a)
+    /// Solves a system of linear equations `A^T * x = b` where `A` is `self`, `b`
+    /// is the argument, and `x` is the successful result.
+    fn solve_t<S: Data<Elem = A>>(&self, b: &ArrayBase<S, Ix1>) -> Result<Array1<A>> {
+        let mut b = replicate(b);
+        self.solve_t_mut(&mut b)?;
+        Ok(b)
     }
-    fn solve_t_into<S: DataMut<Elem = A>>(&self, mut a: ArrayBase<S, Ix1>) -> Result<ArrayBase<S, Ix1>> {
-        self.solve_t_mut(&mut a)?;
-        Ok(a)
+    /// Solves a system of linear equations `A^T * x = b` where `A` is `self`, `b`
+    /// is the argument, and `x` is the successful result.
+    fn solve_t_into<S: DataMut<Elem = A>>(&self, mut b: ArrayBase<S, Ix1>) -> Result<ArrayBase<S, Ix1>> {
+        self.solve_t_mut(&mut b)?;
+        Ok(b)
     }
+    /// Solves a system of linear equations `A^T * x = b` where `A` is `self`, `b`
+    /// is the argument, and `x` is the successful result.
     fn solve_t_mut<'a, S: DataMut<Elem = A>>(&self, &'a mut ArrayBase<S, Ix1>) -> Result<&'a mut ArrayBase<S, Ix1>>;
 
-    fn solve_h<S: Data<Elem = A>>(&self, a: &ArrayBase<S, Ix1>) -> Result<Array1<A>> {
-        let mut a = replicate(a);
-        self.solve_h_mut(&mut a)?;
-        Ok(a)
+    /// Solves a system of linear equations `A^H * x = b` where `A` is `self`, `b`
+    /// is the argument, and `x` is the successful result.
+    fn solve_h<S: Data<Elem = A>>(&self, b: &ArrayBase<S, Ix1>) -> Result<Array1<A>> {
+        let mut b = replicate(b);
+        self.solve_h_mut(&mut b)?;
+        Ok(b)
     }
-    fn solve_h_into<S: DataMut<Elem = A>>(&self, mut a: ArrayBase<S, Ix1>) -> Result<ArrayBase<S, Ix1>> {
-        self.solve_h_mut(&mut a)?;
-        Ok(a)
+    /// Solves a system of linear equations `A^H * x = b` where `A` is `self`, `b`
+    /// is the argument, and `x` is the successful result.
+    fn solve_h_into<S: DataMut<Elem = A>>(&self, mut b: ArrayBase<S, Ix1>) -> Result<ArrayBase<S, Ix1>> {
+        self.solve_h_mut(&mut b)?;
+        Ok(b)
     }
+    /// Solves a system of linear equations `A^H * x = b` where `A` is `self`, `b`
+    /// is the argument, and `x` is the successful result.
     fn solve_h_mut<'a, S: DataMut<Elem = A>>(&self, &'a mut ArrayBase<S, Ix1>) -> Result<&'a mut ArrayBase<S, Ix1>>;
 }
 
+/// Represents the LU factorization of a matrix `A` as `A = P*L*U`.
 pub struct Factorized<S: Data> {
+    /// The factors `L` and `U`; the unit diagonal elements of `L` are not
+    /// stored.
     pub a: ArrayBase<S, Ix2>,
+    /// The pivot indices that define the permutation matrix `P`.
     pub ipiv: Pivot,
 }
 
@@ -134,6 +218,7 @@ where
     A: Scalar,
     S: DataMut<Elem = A>,
 {
+    /// Computes the inverse of the factorized matrix.
     pub fn into_inverse(mut self) -> Result<ArrayBase<S, Ix2>> {
         unsafe {
             A::inv(
@@ -146,11 +231,17 @@ where
     }
 }
 
+/// An interface for computing LU factorizations of matrix refs.
 pub trait Factorize<S: Data> {
+    /// Computes the LU factorization `A = P*L*U`, where `P` is a permutation
+    /// matrix.
     fn factorize(&self) -> Result<Factorized<S>>;
 }
 
+/// An interface for computing LU factorizations of matrices.
 pub trait FactorizeInto<S: Data> {
+    /// Computes the LU factorization `A = P*L*U`, where `P` is a permutation
+    /// matrix.
     fn factorize_into(self) -> Result<Factorized<S>>;
 }
 
@@ -180,13 +271,17 @@ where
     }
 }
 
+/// An interface for inverting matrix refs.
 pub trait Inverse {
     type Output;
+    /// Computes the inverse of the matrix.
     fn inv(&self) -> Result<Self::Output>;
 }
 
+/// An interface for inverting matrices.
 pub trait InverseInto {
     type Output;
+    /// Computes the inverse of the matrix.
     fn inv_into(self) -> Result<Self::Output>;
 }