Function LU_refine (o2scl_linalg)¶
-
template<class
mat_t
, classmat2_t
, classvec_t
, classvec2_t
, classvec3_t
>
into2scl_linalg
::
LU_refine
(const size_t N, const mat_t &A, const mat2_t &LU, const o2scl::permutation &p, const vec_t &b, vec2_t &x, vec3_t &residual)¶ Refine the solution of a linear system.
These functions apply an iterative improvement to x, the solution of A x = b, using the LU decomposition of A into (LU,p). The initial residual r = A x - b is also computed and stored in residual.