LU decomposition/backsubstitution

[Thomas Hoffmann]

To solve a linear system A x = b, I use "left division" x=A\b .

But given I have a system with fixed A and several (succesively computed)
b's, I would like to use something like a precomputed decomposition of A which 
I can apply my b's to, 
to get the solutions for every b with minimal computational effort.

Formerly I used RLab, where I had a function "backsub", which is an internal 
function derived from a 
LAPACK or LINPACK subroutine.

Is there a similar possibility in Octave?

Thomas.

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Thomas Hoffmann, Institut fuer Halbleiter- und Mikrosystemtechnik, TU Dresden 
E-mail: address@hidden



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