non/spire — pull request #171 by luc-j-bourhis (2013-11-20 23:36:32+00:00)
Title: Gaussian elimination and supporting code

Main achievement: LU decomposition of a general rectangular matrix (88235db)
Contrary to the eigen value algorithm previously implemented, this is the state of the art of the 90's: a recursive algorithm that ships in the "variants" directory of LAPACK, although the LAPACK version is rewritten as an iterative algorithm whereas I kept it recursive.

Along the way, some milestones:
- triangular system solver (f5e18a8)
- permutation of a range of integers suited for pivoting in matrix algorithms (b09f440)
- another shameful rip-off of LAPACK testing framework: matrix sample to test linear equation solving (69ab0dc), the first step of which being LU decomposition