RE: LU decomposition/backsubstitution

[Ted Harding]

On 06-Dec-99 Thomas Hoffmann wrote:
> 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.

Surely setting

  B = A\U

where U is an identity matrix of appropriate dimensions, would give
you what you are looking for (to within rounding errors, anyway):

  B*b = A\U*b = A\b

Ted.

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E-Mail: (Ted Harding) <address@hidden>
Date: 06-Dec-99                                       Time: 11:24:28
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