Linear Algebra (imsl.linalg)

Linear Equations with Full Matrices

Functions

lu_cond(a) Compute the \(L_1\) norm condition number of a matrix.
lu_inv(a) Compute the inverse of a matrix.
lu_factor(a) Compute the pivoted LU factorization of a matrix.
lu_factor_full(a) Compute the LU decomposition of matrix A, PA=LU.
lu_solve(a, b[, transpose]) Solve a general system Ax = b of linear equations.

Classes

LU(a) Solve a real general system of linear equations.

Linear Least-Squares Problems

Functions

lin_lsq_lin_constraints(a, b, c, bl, bu, …) Solve a linear least-squares problem with linear constraints.