small nogil-compatible linear equation system solver

Project description

Solve A x = b.

PyLU uses LU decomposition with partial pivoting (row swaps), and requires only NumPy and Cython.

The main use case for PyLU (over numpy.linalg.solve) is solving many small systems inside a nogil block in Cython code, without requiring SciPy (for its cython_lapack module).

Python and Cython interfaces are provided. The API is designed to be as simple to use as possible.

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