Module faer_lu::full_pivoting

The full pivoting LU decomposition is such that: $$PAQ^\top = LU,$$ where $P$ and $Q$ are permutation matrices, $L$ is a unit lower triangular matrix, and $U$ is an upper triangular matrix.

The full pivoting LU decomposition is more numerically stable than the one with partial pivoting, but is more expensive to compute.

Modules

• compute
• inverse
• reconstruct
• solve