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Thomas-Klietsch/Gauss-Jordan

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Introduction

A single header library for solving system of equations, for square or overdetermined matrices.

If std::float128_t is not available/supported, long double will be used.

Dependencies

  • C++23 (optional)

Note: Work in progress

This project was made to solve a particular problem, so it lacks polish.

The goal was to solve the Kronrod extension of Lobatto Gauss quadrature.

Error estimate plot of problem, log scale on y axis to enhance location of solution:

Interestingly the plot depends on which rows are used to solve the matrix:

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