Abstract

LU-decomposition.

Synopsis

module mk_lu: (T: float) -> {
val lu [m]: (block_size: i64) -> (mat: [m][m]T.t) -> [m][m]T.t
}

Description

↑module mk_lu

The block size is a tunable parameter. 16 and 32 are decent sizes. This decomposition returns the L and U parts embedded into a single square matrix.