Module compute::linalg::lu

Implements LU decomposition and system solving with the decomposition.

Functions

lu

Computes the pivoted LU decomposition of a square matrix. For some matrix A, this decomposition is A = PLU. The resulting matrix has U in its upper triangle and L in its lower triangle. The unit diagonal elements of L are not stored. The pivot indices representing the permutation matrix P is also returned.

lu_solve

Solve the linear system Ax = b given a LU decomposed matrix A. The first argument should be a tuple, where the first element is the LU decomposed matrix and the second element is the pivots P.