Re: [ublas] How to solve systems of linear equations?

Subject: Re: [ublas] How to solve systems of linear equations?
From: Rui Maciel (rui.maciel_at_[hidden])
Date: 2010-03-10 14:55:15

Jörn Ungermann wrote:
> Hi Rui,
> 
> uBLAS is intended to be a BLAS implementation, which does not offer much
> with respect to equation solving. 

That's odd.  So what's the point of boost::ublas?  A matrix data type is only 
as useful as the algorithms that are made available and, when comparing to 
implementing those algorithms, implementing the data structure is a trivial 
matter.

> There is some code for LU
> decomposition and there exists some code on the website below
> implementing a Cholesky decomposition, but if your require good
> performance, you should have a look at using bindings to bind ATLAS or
> LAPACK and use their functions to operate efficiently on uBLAS matrices.
> The link below gives some information:

I've looked into it, particularly into umfpack, but those bindings aren't a 
part of boost and aren't available in Ubuntu's repositories, which leads me to 
believe that they may not be maintained properly and therefore that it may not 
be a good idea to rely on that code.

> http://www.crystalclearsoftware.com/cgi-bin/boost_wiki/wiki.pl?Linear_Algeb
> ra_With_UBLAS I assume your matrices are dense, because otherwise a
> completely different route should be taken.

Unfortunately I'm dealing with sparse, symmetric matrices. Bummer.

Thanks for the help,
Rui Maciel