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Fast Sparse LU substitution description |
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Fast Sparse LU substitution - A dedicated mex-file for use with UMFPACK to complete the forward and back substitution quickly This is a dedicated mex-file for use with UMFPACK to efficiently complete the permuted forward/back substitution to solve linear systems, A*x = b when A is sparse and b is a dense vector.
UMFPACK is used when the MATLAB function "lu" is called with 4 outputs:
[L,U,P,Q] = lu(A, tol);
The mex-file provides the solution:
x = LUsubs(L,U,P,Q,b);
and generally results in a CPU time saving of a factor of 3-4 (On my machine).
Type "LUdemo" and "help LUsubs" for more information.
A pre-compiled version is included. If you have the MATLAB compiler you can re-compile the file via:
mex -O LUsubs.c
You will need either windows or the compiler to use this function. Requirements:
· MATLAB Release: R13
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