triangular

Gaussian Elimination with Complete Pivoting LU

Reference

• Biswa Nath Datta, Numerical Linear Algebra and Applications, Second Edition

Description

• Implement Back-substitution for Upper Triangular Matrix
• Implement Forward-Elimination for Lower Triangular Matrix
• Solve linear system with Gaussian elimination with Complete Pivoting LU (GECP)

Example

• Wikipedia

Build Process

# Build
cargo build --release

# Run
cargo run --release --bin solve