Working my way through the third edition of Numerical Recipes, but rewriting everything in Rust.
This is not meant to be blazingly fast. For that, you want something like faer, or better yet, just use BLAS if you have it available.
Currently working on:
- QR decomposition
- Interpolation methods
Previous work:
- Cholesky decomposition
- LU decomposition
- Forward and backward substitution methods
- Full solvers