Function rgsl::linear_algebra::complex_LU_refine
source · [−]pub fn complex_LU_refine(
a: &mut MatrixComplexF64,
lu: &MatrixComplexF64,
p: &Permutation,
b: &VectorComplexF64,
x: &mut VectorComplexF64,
residual: &mut VectorComplexF64
) -> Value
Expand description
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.