Add triangular solve

2 files changed, 28 insertions, 0 deletions

diff --git a/include/linalg_error.hpp b/include/linalg_error.hpp
index 8258899..25c48ad 100644
--- a/include/linalg_error.hpp
+++ b/include/linalg_error.hpp
@@ -16,4 +16,10 @@ public:
         : LinAlgError(message) {}
 };
 
+class SingularMatrixError : public LinAlgError {
+public:
+    explicit SingularMatrixError(const std::string& message)
+        : LinAlgError(message) {}
+};
+
 }  // namespace linalg
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