Fixed a bug, and added a custom solve function (using lapacke).

src/linalg.rs

@@ -0,0 +1,43 @@
+use ndarray::{prelude::*, DataMut};
+
+fn as_slice_with_layout_mut<S, T, D>(a: &mut ArrayBase<S, D>) -> Option<(&mut [T], lapacke::Layout)>
+where
+    S: DataMut<Elem = T>,
+    D: Dimension,
+{
+    if a.as_slice_mut().is_some() {
+        Some((a.as_slice_mut().unwrap(), lapacke::Layout::RowMajor))
+    } else if a.as_slice_memory_order_mut().is_some() {
+        Some((
+            a.as_slice_memory_order_mut().unwrap(),
+            lapacke::Layout::ColumnMajor,
+        ))
+    } else {
+        None
+    }
+}
+
+pub fn solve(mut a: Array2<f64>, mut b: Array2<f64>) -> Array2<f64> {
+    assert!(a.is_square());
+
+    let n = a.ncols() as i32;
+    let nrhs = b.ncols() as i32;
+    let lda = n;
+    let ldb = nrhs;
+
+    let info;
+    let mut ipiv = vec![0; n as usize];
+
+    let (a_slice, layout) = as_slice_with_layout_mut(&mut a).expect("Matrix `a` not contiguous.");
+    let (b_slice, _) = as_slice_with_layout_mut(&mut b).expect("Matrix `a` not contiguous.");
+
+    unsafe {
+        info = lapacke::dgesv(layout, n, nrhs, a_slice, lda, &mut ipiv, b_slice, ldb);
+    }
+
+    if info != 0 {
+        panic!("info={}", info);
+    }
+
+    b
+}