Dense linear algebra solvers with provable contracts.

Solvers

• LU: Partial pivoting, PA = LU
• QR: Householder reflections, A = QR
• SVD: One-sided Jacobi, A = UΣV^T
• Cholesky: A = LL^T for positive definite matrices

Example

use trueno_solve::lu_factorize;

// Solve Ax = b where A = [[2, 1], [1, 3]]
let a = [2.0, 1.0, 1.0, 3.0_f32];
let lu = lu_factorize(&a, 2).unwrap();
let x = lu.solve(&[5.0, 7.0]).unwrap();
// x ≈ [1.6, 1.8]
assert!((x[0] - 1.6).abs() < 1e-5);
assert!((x[1] - 1.8).abs() < 1e-5);