Add LU decomposition. #23
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Should we use a better name instead of AltLU? |
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Looks good, thanks! Any chance you can add a couple more test cases at some point, particularly ones that cover corner cases / special exceptions etc? I'm a little nervous about these kind of algorithms because it's always possible to create results that look right but have some errors..... |
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May do a bit of renaming.... |
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As it mentioned in EJML javadoc, this LU originally came from Jama.