Function rgsl::linear_algebra::complex_LU_refine

pub fn complex_LU_refine(
    a: &mut MatrixComplexF64,
    lu: &MatrixComplexF64,
    p: &Permutation,
    b: &VectorComplexF64,
    x: &mut VectorComplexF64,
    residual: &mut VectorComplexF64
) -> Value

This function applies an iterative improvement to x, the solution of A x = b, from the precomputed LU decomposition of A into (LU,p). The initial residual r = A x - b is also computed and stored in residual.