Add LU and QR decompositions for complex matrices
Currently the LU and QR linear algebra matrix decompositions are only supported on real matrices.
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Brian commented
There's an existing library that you can use for LU and QR decomposition in C#. It's a port from LAPACK called MAPACK. Works really well and is fast. I use it in a curve fitting routine I wrote (emulation of Matlab's polyfit)