Rust LU Decomposition

Crate rlu provides sparse LU factorization with partial pivoting as described in "Sparse Partial Pivoting in Time Proportional to Arithmetic Operations" by John R. Gilbert and Tim Peierls.

@article{Gilbert1988,
  doi = {10.1137/0909058},
  url = {https://doi.org/10.1137/0909058},
  year  = {1988},
  month = {sep},
  publisher = {Society for Industrial {\&} Applied Mathematics ({SIAM})},
  volume = {9},
  number = {5},
  pages = {862--874},
  author = {John R. Gilbert and Tim Peierls},
  title = {Sparse Partial Pivoting in Time Proportional to Arithmetic Operations},
  journal = {{SIAM} Journal on Scientific and Statistical Computing}
}

This source code is distributed, with the permission of John Gilbert and Tim Peierls, under the BSD 3-clause license (LICENSE or https://opensource.org/licenses/BSD-3-Clause).

This source code was translated from the original gp FORTRAN code into Rust by Richard W. Lincoln. The FORTRAN source was distributed in Sivan Toledo's work on incomplete-factorization, from PARC in the early 1990s, and can be found in the ILU package on Netlib:

http://www.netlib.org/linalg/ilu.tgz