Module lu 

LU decomposition with partial pivoting (Doolittle form).

Reference: Golub & Van Loan, Matrix Computations, §3.4.

Structs

Lu

Packed LU factorization P·A = L·U.

Functions

lu_decompose

Factors a square matrix as P·A = L·U with partial (row) pivoting.

solve

Convenience wrapper: factor a and solve A·x = b in one call.