Implement brutally simple `solve()`
The Armadillo solve()
function is really complicated; this one is not.
I used the LU decomposition solver (getrf/getrs) to provide an interface to solve systems AX = B
with A
square.
The solve_opts
struct is implemented but not documented, because there's only one option: solve_opts::fast
(and none
defaults to fast
).
As time goes on, more can be added, but this is at least a very rudimentary implementation that can get us started.
There are easy optimizations for A.t() * X = B
and a * A.t() * X = B
, so I implemented those too.