Function rgsl::linear_algebra::LU_refine

pub fn LU_refine(a: &MatrixF64, lu: &MatrixF64, p: &Permutation, b: &VectorF64, x: &VectorF64, residual: &VectorF64) -> Value

This function applies an iterative improvement to x, the solution of A x = b, from the precomputed LU decomposition of A into (LU,p). The initial residual r = A x - b is also computed and stored in residual.