Expand description
LU Factorization with partial pivoting.
Computes P * A = L * U where:
- P is a permutation matrix (represented by pivot indices)
- L is unit lower triangular
- U is upper triangular
Uses a blocked right-looking algorithm:
- Panel factorization: factor a narrow column panel using a dedicated GPU kernel
- Apply pivots: swap rows in the trailing portion
- TRSM: solve for the upper triangle block
- GEMM: update the trailing submatrix
The L and U factors overwrite the input matrix A in-place (LAPACK-style packed storage with unit diagonal for L implicitly assumed).
Structs§
- LuResult
- Result of an LU factorization.
Functions§
- lu_
factorize - Performs LU factorization with partial pivoting in-place.
- lu_
solve - Solves
A * X = Bgiven an LU-factored matrix.