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Include more matrix algorithms efficiently in C++, including the following #1

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@DLohmann
  • Adding, subtracting, multiplying, and finding the determinant of matrices.

  • Calculating a large power of a matrix, using matrix diagonalization if possible.

  • Multiplying a chain of matrices of different sizes, and finding the most efficient order to multiply them in (see https://practice.geeksforgeeks.org/problems/matrix-chain-multiplication/0)

  • LU factorization

  • Gaussian elimination, with exceptions thrown for undetermined or linearly dependent systems.

  • Algorithm to convert a linearly dependent matrix (or system) to a linearly independent matrix without loss of information (only redundancy.

  • Maybe these algorithms should be written as a C++ STL template so that they can be used with any data type (ie double, int, etc)

  • Use OpenMP or another parallelization library to make these algorithms as efficient as possible.

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