Add triangular solve

1 files changed, 22 insertions, 0 deletions

diff --git a/include/triangular_solve.hpp b/include/triangular_solve.hpp
new file mode 100644
index 0000000..632f225
--- /dev/null
+++ b/include/triangular_solve.hpp
@@ -0,0 +1,22 @@
+#pragma once
+
+#include <cstddef>
+
+#include "matrix.hpp"
+#include "vector.hpp"
+
+namespace linalg {
+
+Vector forward_substitution(
+    const Matrix& lower,
+    const Vector& rhs,
+    double singular_tolerance = 1e-12,
+    bool unit_diagonal = false);
+
+Vector backward_substitution(
+    const Matrix& upper,
+    const Vector& rhs,
+    double singular_tolerance = 1e-12,
+    bool unit_diagonal = false);
+
+}  // namespace linalg