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Add xGETRF/xGETRS #114
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Ah, the |
Hello!
Hopefully this is a quick one: although xGESV is broken out in
Solve
right now, there's a very similar pair of functions in the issue name, documented e.g. on he very top of this page, that (xGETRF) factor a matrix into a form conducive to (xGETRS) using it to solve for many different "B" vectors. If "A" is large and "B" changes quite a bit more frequently than "A", this gives some tangible performance improvements.This technically also provides you with an LU factorization, but I think that's an implementation detail that shouldn't necessarily be relied upon.
If you don't have the time, let me know; I could be motivated to turn this issue into a PR for my current use case.
Thanks!
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