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Gaussian Elimination

Basic algorithms are implemented in C

  • Solving a linear system by Gaussian Elimination without Pivoting
  • LU - decomposition "in place" where L and U are placed directly in A
  • A number of useful helper functions (norms, distances, creation and destruction of matrices, random matrix generation)

Disclaimer

This code is very minimalistic and it is designed purely for illustration and educational purposes. The author is takes no responsibility resulting from its use.