Solve Linear System Ax = b
quantlib-numerical
Solve Linear System Ax = b
Solve the linear system Ax = b for x, where A is a square matrix and b is a vector. Uses LU decomposition with partial pivoting for numerical stability. Essential for portfolio optimization, computing implied parameters, solving equilibrium models, and inverting relationships. Returns the solution vector x. [Tier: BASIC, Credits: 1]
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Solve Linear System Ax = b
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