tzyysang / Matrix

0 stars 0 forks source link

Implement Linear System Solver #1

Open tzyysang opened 3 years ago

tzyysang commented 3 years ago

Implement LU decomposition-based linear system solver,

  1. Triangular system solver
  2. LU decomposition
tzyysang commented 3 years ago

Add LinearSolver in lu.h, lu.cpp Add LinearSolver::solver_lower_triangular() and solver_upper_triangular()

tzyysang commented 3 years ago

Add LinearSolver::lu_decomp() to do LU decomposition. Next is to implement the LUx=b solver for vector b.

tzyysang commented 3 years ago

Add LinearSolver::solve_vec() It uses extra memory to store LU, next is to compute in-place.

tzyysang commented 3 years ago

Revised LinearSolver::solve_lower_triangular() and LinearSolver::solve_upper_triangular Now they are private and only solve for LU matrices in _mat.