Skip to main content

Module linalg

Module linalg 

Source
Expand description

Low-level linear algebra: Householder QR, back-substitution, constraint checking. Shared linear algebra utilities: constraint checking, Householder QR, and triangular back-substitution.

These operate on raw [[f32; R]; C] arrays (column-major: arr[col][row]) because the naive solver’s subproblem has a runtime column count that nalgebra’s static QR cannot express without alloc.

Functions§

backward_tri_solve
Back-substitute Rx = b where R is upper-triangular (first n rows/cols).
check_limits_tol
Check which elements of x violate bounds, with relative + absolute tolerance.
householder_qr
Compute full Householder QR factorisation: A (m x n) = Q (m x m) * R (m x n).