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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

For overdetermined systems (m > n), this finds the least-squares solution. For square systems (m = n), this is equivalent to direct solve.