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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

Build Process

# Build
cargo build --release

# Run
cargo run --release --bin solve