Function rgsl::linear_algebra::LU_refine

pub fn LU_refine(
    a: &MatrixF64, 
    lu: &MatrixF64, 
    p: &Permutation, 
    b: &VectorF64, 
    x: &mut VectorF64, 
    residual: &mut VectorF64
) -> Value

This function applies an iterative improvement to x, the solution of A x = b, from the precomputed LU decomposition of A into (LU,p). The initial residual r = A x - b is also computed and stored in residual.