Add example/solveh.rs

Author: termoshtt

examples/solveh.rs

@@ -0,0 +1,34 @@
+
+extern crate ndarray;
+extern crate ndarray_linalg;
+
+use ndarray::*;
+use ndarray_linalg::*;
+
+// Solve `Ax=b` for Hermite matrix A
+fn solve() -> Result<(), error::LinalgError> {
+    let a: Array2<c64> = random_hermite(3); // complex Hermite positive definite matrix
+    let b: Array1<c64> = random(3);
+    println!("b = {:?}", &b);
+    let f = a.factorizeh()?; // DK factorize
+    let x = f.solveh(b)?;
+    println!("Ax = {:?}", a.dot(&x));;
+    Ok(())
+}
+
+// Solve `Ax=b` for many b with fixed A
+fn factorize() -> Result<(), error::LinalgError> {
+    let a: Array2<f64> = random_hpd(3);
+    let f = a.factorizeh_into()?;
+    // once factorized, you can use it several times:
+    for _ in 0..10 {
+        let b: Array1<f64> = random(3);
+        let _x = f.solveh(b)?;
+    }
+    Ok(())
+}
+
+fn main() {
+    solve().unwrap();
+    factorize().unwrap();
+}