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LU decomposition/backsubstitution


From: John W. Eaton
Subject: LU decomposition/backsubstitution
Date: Mon, 6 Dec 1999 14:06:02 -0600 (CST)

On  6-Dec-1999, Thomas Hoffmann <address@hidden> 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.
| 
| 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?

No, not yet.  Would someone like to volunteer to implement this
feature for Octave and contribute the changes?

Thanks,

jwe



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