Module dlib.math.linsolve

Linear equation system solvers

Description

A system is given in matrix form:

Ax = b

For example:

x + 3y - 2z = 5
3x + 5y + 6z = 7
2x + 4y + 3z = 8

For this system, A (coefficient matrix) will be

[1, 3, -2]
[3, 5,  6]
[2, 4,  3]

And b (right side vector) will be

[5, 7, 8]

x is a vector of unknowns:

[x, y, z]

Functions

NameDescription
solve(a, x, b) Solve Ax = b directly using LUP decomposition
solveGS(a, x, b, iterations) Solve Ax = b iteratively using Gauss-Seidel method
solveLU(L, U, x, b) Solve LUx = b directly