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feat(numerics): add LU and Cholesky decompositions - #14

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feat(numerics): add LU and Cholesky decompositions#14
backlundtransform wants to merge 1 commit into
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feat/lu-cholesky-decompositions

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  • LuDecomposition with partial pivoting (PA = LU): cached factorization with Solve for vector/list/matrix right-hand sides, Determinant, Inverse, IsSingular, Lower/Upper/PermutationMatrix
  • CholeskyDecomposition (A = L*L^T) with IsPositiveDefinite, Solve, Determinant, Inverse
  • Extension facade matrix.Lu() / matrix.Cholesky()
  • Matrix.Inverse now uses LU internally (O(n^3) instead of adjugate O(n!)), same public API and error messages
  • LinearSystemSolver overloads solve via LU substitution instead of computing the full inverse
  • 25 new unit tests; full suite green (1486 passed)
  • Check off LinearAlgebra roadmap Phase 1

- LuDecomposition with partial pivoting (P*A = L*U): cached factorization
  with Solve for vector/list/matrix right-hand sides, Determinant, Inverse,
  IsSingular, Lower/Upper/PermutationMatrix
- CholeskyDecomposition (A = L*L^T) with IsPositiveDefinite, Solve,
  Determinant, Inverse
- Extension facade matrix.Lu() / matrix.Cholesky()
- Matrix.Inverse now uses LU internally (O(n^3) instead of adjugate O(n!)),
  same public API and error messages
- LinearSystemSolver overloads solve via LU substitution instead of
  computing the full inverse
- 25 new unit tests; full suite green (1486 passed)
- Check off LinearAlgebra roadmap Phase 1

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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