I think my last mail was a bit off topic as an answer to the warnign. Sorry!

This is already implemented in triangular.hpp as inplace_solve. However the implementation is not complete.

This reminds me that I wanted to send the improved implementation of my fork back to ublas as I think that it is quite complete. of course there is no SSE or stuff like that so there is a lot of space to improve. it is also not a blocked implementation but given the state of the matrix-matrix multiply this is hardly an efficiency issue. The implementation however crucially relies on the efficiency of the matrix-proxies, but if they are slow (in the sparse/packed case) the proxies should be improved. I have not benchmarked that.

the implementation is attached, namespaces need to be changed. otherwise everything is there.


On 02.05.2013 00:01, Iulian Calciu wrote:

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

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.

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

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

Can this thing be proposed in Boost uBLAS?

Thank you,
Iulian Calciu

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