rateslib::dual::linalg

Function dsolve

Source 
pub fn dsolve<T>(
    a: &ArrayView2<'_, T>,
    b: &ArrayView1<'_, T>,
    allow_lsq: bool,
) -> Array1<T>
where
    T: PartialOrd + Signed + Clone + Sum + Zero,
    for<'a> &'a T: Sub<&'a T, Output = T> + Mul<&'a T, Output = T> + Div<&'a T, Output = T>,
Expand description

Solve a linear system of equations, ax = b, using Gaussian elimination and partial pivoting.

  • a is a 2d-array.
  • b is a 1d-array.
  • allow_lsq can be set to true if the number of rows in a is greater than its number of columns.