davidm/lua-matrix — pull request #5 by waylonflinn (2014-02-20 16:17:25+00:00)
Title: Changed Pivot to Use Max

I changed the pivot method used by the gauss-jordan method to look for a maximum value in a column instead of a minimum. This is the pivot choice described in:
NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)

This method produces much better results on my test data.
Comparisons were made to the algorithm implemented in `numpy.linalg.solve`
from numpy version 1.7.1
Test data included values ranging from 100 to 0.0001 in a single matrix