Commit Graph

3 Commits

Author SHA1 Message Date
Benoit Jacob
09ef7db9d9 Add partial pivoting runtime option to LU.
Note: in fact, inverse() always uses partial pivoting because the algo
currently used doesn't make sense with complete pivoting. No num
stability issue so far even with size 200x200. If there is any problem
we can of course reimplement inverse on top of LU.
2008-08-05 15:43:11 +00:00
Benoit Jacob
79a0feee68 big performance improvement in inverse and LU 2008-08-04 23:34:21 +00:00
Benoit Jacob
c2f8ecf466 * LU decomposition, supporting all rectangular matrices, with full
pivoting for better numerical stability. For now the only application is
determinant.
* New determinant unit-test.
* Disable most of Swap.h for now as it makes LU fail (mysterious).
Anyway Swap needs a big overhaul as proposed on IRC.
* Remnants of old class Inverse removed.
* Some warnings fixed.
2008-08-04 04:45:59 +00:00