
Ublas : 
Subject: Re: [ublas] Systems of Linear Ecuations
From: oswin krause (oswin.krause_at_[hidden])
Date: 20130502 06:35:55
Hi,
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
matrixmatrix multiply this is hardly an efficiency issue. The
implementation however crucially relies on the efficiency of the
matrixproxies, 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.
Greetings,
Oswin
On 02.05.2013 00:01, Iulian Calciu 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
>
>
>
>
>
> _______________________________________________
> ublas mailing list
> ublas_at_[hidden]
> http://lists.boost.org/mailman/listinfo.cgi/ublas
> Sent to: Oswin.Krause_at_[hidden]