Description of lu

lu_solve		Programmers Guide
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Category:algorithms

Component type:function

Prototype

template <class DenseMatrix, class VectorB, class VectorX, class Pvector> void lu_solve(const DenseMatrix &LU, const Pvector& pvector, const VectorB &b, VectorX &x) ;

Description

Solve equation Ax=b, given an LU factored matrix. Usage:

      typedef matrixrectangle<>, 
                     dense<>, row_major>::type Matrix;
      Matrix LU(A.nrows(), A.ncols());
      dense1D pvector(A.nrows());

      copy(A, LU);
      lu_factor(LU, pvector);

      // call lu_solve with as many times for the same A as you want
      lu_solve(LU, pvector, b, x);

Thanks to Valient Gough for this routine!

Definition

lu.h

Preconditions

Complexity

Example

In lu_solve.cc:

Notes

See also