[ublas] Systems of Linear Ecuations

Subject: [ublas] Systems of Linear Ecuations
From: Iulian Calciu (iuliancalciu_at_[hidden])
Date: 2013-05-01 18:01:33

Hello,

I have nowhere seen a proposal for Systems of Linear Ecuations solving.
I know they can be solved with LU descomposition for quadratic systems.

Eg: 
Ax = b;
A = LU with LU transform;
LUx = b; note Ux = y, then 
Ly = b => y = LTRIS(L, b), then
Ux = y => x = UTRIS(U, y);

Note: LTRIS and UTRIS are methods for solving triangular lower/upper systems of ecuations.

LTRIS
x = b;
for i = 1 : n
for j = 1 : i - 1
x(i) = x(i) - L(i,j)x(j)
end
x(i) = x(i) / L(i,i);
end

UTRIS:
x = b;
for i = n : -1: 1
for j = i + 1 : n
x(i) = x(i) - U(i,j)x(j)
end
x(i) = x(i) / U(i,i);
end

Can this thing be proposed in Boost uBLAS?

Thank you,
Iulian Calciu