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WAZ Factorization

Reference

Ke Chen, Matrix Preconditioning Techniques and Applications, Cambridge Monographs on Applied and Computational Mathematics

Description

LU factorization requires substitution to solve linear system. But there is substitution free algorithm - WAZ factorization.

L^{-1} A U{-1} = W^T A Z

Build Process

# Build
cargo build --release

# Run
cargo run --release