Re: [ublas] Systems of Linear Ecuations

Subject: Re: [ublas] Systems of Linear Ecuations
From: David Bellot (david.bellot_at_[hidden])
Date: 2013-05-01 18:08:45

of course it can be proposed.
Ideally, we would like to have basic solvers in uBLAS and why not, some
interface to other hyper optimized solvers.

If you want to propose that as a Google Summer of Code, be really fast,
because the deadline is in 1 day and 20hours ! Otherwise, all contributions
are welcome anytime anywhere.

Best,
David

On Wed, May 1, 2013 at 11:01 PM, Iulian Calciu <iuliancalciu_at_[hidden]>wrote:

> 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
>
>
>
>
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