linalg/solve
src/linalg/solve.tur
linear system solvers and matrix inverse
defn
fwd-sub
(fwd-sub [L b] :int)
Forward and backward substitution
defn
back-sub
(back-sub [U b] :int)
solve Ux = b where U is upper triangular
defn
chol-solve
(chol-solve [f b] :int)
solve Ax = b using Cholesky factorization
defn
lu-solve
(lu-solve [f b] :int)
LU-based solvers
defn
mat-solve
(mat-solve [A b spd?] :int)
solve Ax = b (factorize and solve in one call)
defn
mat-inv
(mat-inv [A] :int)
compute matrix inverse using LU decomposition
defn
mat-det
(mat-det [A] :float)
compute determinant using LU decomposition
defn
qr-solve
(qr-solve [f b] :int)
QR-based least squares solver
Returns
For overdetermined systems (m > n), this finds the least-squares solution. For square systems (m = n), this is equivalent to direct solve.