Re: [ublas] Solving linear equations of the form Ax = b ?

From: John Maddock (john_at_[hidden])
Date: 2006-04-14 08:31:53

> Questions regarding "lu.hpp" often comes up so I guess we should do
> something about it!

:-)

> My feeling is we should move "lu.hpp" to a "contrib" sub-directory
> under "libs/numeric/ublas" with and appropriate README. That we are
> not advertising a stable interface or documentation. Simply supplying
> useful code that people can copy and use in there own projects.
>
> Personally my feeling with regard to 2) is that it should not become
> part of uBLAS. It is not a BLAS function. If factorisations are going
> to be added they should be structured in seperate library with
> appropriate documentation, tests etc

I realise it's not a traditional part of BLAS, but it's so fundamental to 
matrix operations, that I was surprised when I couldn't find something like 
this in the docs.

> With regard to question 3) I think your assumption would be correct.
> The good thing about the factorisation is that you know what the
> inverse should be so you can potentially check the result. Depending
> on the numerics of your problem a simple inverse sanity check may be
> good enough.

Nod.

Thanks,

John.