Peroxide
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Rust numeric library with R, MATLAB & Python syntax
This pull request will contain an implementation of the Cooley-Tukey Fast Fourier Transform algorithm, and use it to speed up polynomial multiplication for high degree polynomials. More information can be...
Hey, thanks for the library, it's a pleasure to use. I was wondering whether there are any plans to implement Cholesky decomposition? I understand it's probably not a high priority...
Hey, Thanks for the wonderful library. Do you have plans of putting in adaptive solvers of differential equations? Would that require considerable changes to the current framework? Best, Amartya
The current [polynomial multiplication](https://github.com/Axect/Peroxide/blob/04e777f7feedd55c343801d7c508ec49f0b86947/src/structure/polynomial.rs#L341) has a runtime of O(n^2). This is fine for some cases (especially lower degree polynomials), but is suboptimal, as it is relatively easy to reduce the...
There will be huge update in `0.31.0` - Algebraic Syntax Tree based Automatic Differentiation. Therefore, there will be significant changes in the numerical calculation API accordingly. 1. Optimize (`numeric/optimize.rs`) -...
Hi, thanks a lot for the great library. I tried running the example in optimization.rs in 0.30.6 and it does not optimize, keeping the initial value in p output. Using...
QR, SVD were already implemented in `O3` feature, but not natively. Since `O3` feature require blas-family, we can't use QR and SVD in portable environments. So, we need native implementation...
Still peroxide supports only real number. But for many cases, complex number, vector & matrix should be required. - [x] Integrate `num_complex::Complex` - [ ] Complex vector - [x] Re-design...
To calculate exact Hessian via Taylor-mode AD, we should need multivariate formula. - [ ] New structure for Multivariate AD - `ADM` (temporary name) - [ ] `std::ops` for `ADM`...
Peroxide already supported `dataframe` feature, but it is only for `f64` data type. So, our new general `DataFrame` should have following features : - [x] Various data types Series -...