nnls's Introduction

nnls

This is a Rust version of nnls (Non-Negative Least Squares). It's a port from a Fortran90 script used by scipy.optimize.nnls and probably several others.

Why?

I decided to port nnls to Rust because:

The C version of nnls is not thread-safe! There are several static variables throughout the code which make it unusable in parallel. If you plan to use nnls only in single-thread, you might prefer linking to that version: it has been heavily tested and has no known problem.
Both Fortran versions (77 and 90) require some knowledge of Fortran memory model and some compiler tricks to successfuly link against. I wasn't able to do it and I didn't want to waste more hours into this adventure, so I simply ported the script to Rust.

Advantages

It has been used several millions of times and it will be used billions of times soon. I work with 3D images and each image I see contains around 1 million voxels. For a specific algorithm, I need to call nnls 2 times for each voxel. Several of those images has been tested and compared with the original Fortran version.
There's no unsafe and it is forbidden to use any in this crate.

Problems

This is not idiomatic Rust. I tried cleaning and enhancing the code but it's not always possible.
I use ndarray. You might prefer something else. I do not plan to change this but you're welcome to discuss it.
There are currently 3 panic! in the code because there are 3 code paths in the original code which use goto that I couldn't translate properly to Rust. I planned to handle those cases but it turns out that they are never called. As I wrote, nnls has been extensively used and I couldn't find any dataset that triggers those conditions. If my programs ever panic because of this, it will be repaired quickly.

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