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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