feat(svd): implement svd in rust without using openblas as a dependency#7518

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SarahNasser576 wants to merge 38 commits into

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SarahNasser576:fix-issue-SVDImplementation

Commits on Jun 16, 2026

Added svd.rs file, where I will code a pure-Rust SVD implementation that does not depend on OpenBLAS
SarahNasser576
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Commits on Jun 20, 2026

Formed the A^T A matrix, and used Jacobi iteration to eigendecompose the A^T A matrix
SarahNasser576
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Commits on Jun 22, 2026

Set σᵢ = √λᵢ

Sarah Nasser
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Sarah Nasser
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Sorted all n eigenvalues in descending order before computing singular values σᵢ = √λᵢ for the top k eigenvalues

Sarah Nasser
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Sarah Nasser
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Computed left singular vectors uᵢ = (1/σᵢ) * A * vᵢ. Used the sorted eigenvectors to build the U matrix.

Sarah Nasser
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Sarah Nasser
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Commits on Jun 23, 2026

Padded the U matrix with zero columns if m > k. Used Gram-Schmidt to fill these zero columns with orthonormal vectors that complete the basis of R^m.

Sarah Nasser
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Sarah Nasser
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Packed the columns of the U matrix into a row-major mxm matrix

Sarah Nasser
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Sarah Nasser
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Built the V^T matrix and returned the U, sigma, and V^T matrices

Sarah Nasser
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Sarah Nasser
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Implemented the create_identity_matrix() function, which creates an nxn identity matrix as a row-major vector

Sarah Nasser
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Sarah Nasser
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Created the jacobi_rotate() function, which applies a Givens rotation to a symmetric matrix S. Also created the apply_givens_right() function, which accumulates a Givens rotation into the matrix V …

Sarah Nasser
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Sarah Nasser
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Renamed a few functions for clarity purposes

Sarah Nasser
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Sarah Nasser
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Fixed a typo in a variable name

Sarah Nasser
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Sarah Nasser
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Removed a semicolon from a return value

Sarah Nasser
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Sarah Nasser
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Checked whether the input matrix has at least one row and at least one column

Sarah Nasser
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Sarah Nasser
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Checked whether the data length of the input matrix matches the product of the specified number of rows and number of columns

Sarah Nasser
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Sarah Nasser
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Checked whether the input matrix contains null or infinite entries

Sarah Nasser
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Sarah Nasser
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Edited my input validation statements for clarity purposes

Sarah Nasser
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Sarah Nasser
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Converted my input validation statement for whether the matrix has at least one row and at least one column, from an assert statement to an if statement.

Sarah Nasser
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Sarah Nasser
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Converted my input validation statement for whether the data length of the matrix matches the product of the specified number of rows and number of columns, from an assert statement to an if statem…

Sarah Nasser
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Sarah Nasser
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Converted my input validation statement for whether the matrix contains null or infinite entries, from an assert statement to an if statement.

Sarah Nasser
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Sarah Nasser
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Edited all my input validation logic so that multiple different error messages can be displayed if needed

Sarah Nasser
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Sarah Nasser
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Commits on Jun 24, 2026

Included unit, integration, and manual tests and made a minor edit to my input validation error messages

Sarah Nasser
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Sarah Nasser
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Commits on Jun 30, 2026

Edited my input validation logic so that the error message on empty input matrices will be displayed if the length of the input matrix is 0, even if the number of specified rows and columns is not 0.

Sarah Nasser
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Sarah Nasser
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Edited my input validation logic so that all the output matrices are empty, even if the specified number of rows and columns is not 0

Sarah Nasser
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Sarah Nasser
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Included comments explaining my code

Sarah Nasser
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Sarah Nasser
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Removed the tests from this file to tidy this file up

Sarah Nasser
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Sarah Nasser
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Merge branch 'main' into fix-issue-SVDImplementation
SarahNasser576
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Commits on Jul 1, 2026

Merge branch 'main' into fix-issue-SVDImplementation
SarahNasser576
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Commits on Jul 2, 2026

Merge branch 'main' into fix-issue-SVDImplementation
SarahNasser576
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Commits on Jul 3, 2026

Merge branch 'main' into fix-issue-SVDImplementation
SarahNasser576
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Commits on Jul 6, 2026

Merge branch 'main' into fix-issue-SVDImplementation
SarahNasser576
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Commits on Jul 8, 2026

Merge branch 'main' into fix-issue-SVDImplementation
SarahNasser576
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Commits on Jul 17, 2026

Normalized the YAML list indentation in pre-commit-config.yaml

SarahNasser576
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coderabbitai[bot]
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Merge branch 'main' into fix-issue-SVDImplementation
SarahNasser576
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Added real rustdoc comments with an example for the public API svd

Sarah Nasser
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Sarah Nasser
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Returned a Result with typed errors for invalid input to svd() function

Sarah Nasser
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Sarah Nasser
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Checked that m*n, m*m, and n*n don't overflow usize

Sarah Nasser
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Sarah Nasser
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Made Jacobi convergence aware of small-scale matrices A and actually sweep the matrix

Sarah Nasser
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Sarah Nasser
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