Solvers
March 23, 2026 ยท View on GitHub
Numerical solvers for linear systems, polynomial roots, and matrix equations.
Algorithms
| Algorithm | Description |
|---|---|
| Cholesky Decomposition | Fast factorization for symmetric positive-definite matrices |
| Gaussian Elimination | Direct solver for dense linear systems using partial pivoting |
| Levinson-Durbin | Fast solver for Toeplitz linear systems exploiting structural symmetry |
| Durand-Kerner | Simultaneous iterative root-finder for polynomials |
| Discrete Algebraic Riccati Equation | Iterative solver for the DARE arising in LQR and Kalman filter design |