[FEATURE] Linear Algebra Methods Expansion

[NHGrizzly]

Detailed description

I'd like to take on the task of adding algorithms for linear algebra. I would begin with fundamental row operations and decompositions using the traditional approach.

Context

I see there is only a GS algorithm in the linear algebra section. There are some basic ones that we are missing like LU Decomposition. I'm a math student with a programming concentration but my university gave me no guidance after algorithms and data structures. Linear algebra and numerical methods are familiar to me so this would be challenging but reasonable.

Possible implementation

As matrix operations, most of them can be done with arrays and a few helper variables. Each algorithm will be taken from old FORTRAN texts and updated for C++.

Additional information

No response

[NHGrizzly]

Upon starting, I realized Graham Schmitt could just be move to C-Plus-Plus/numerical_methods/.