lusol¶
Purpose¶
- Computes the solution of \(LUx = b\) where L is a lower triangular
matrix and U is an upper triangular matrix.
Format¶
-
x =
lusol
(b, L, U)¶ - Parameters
b (PxK matrix) – data
L (PxP matrix) – lower triangular matrix
U (PxP matrix) – upper triangular matrix
- Returns
x (PxK matrix) – solution of LUx = b.
Examples¶
A = { 3 -1 5,
-2 0 5,
7 2 -2};
b = { 6 -4,
3 2,
7 -5};
// Lower decomposition
{ l, u } = lu(A);
// Solve system of equations
X = lusol(b, l, u);
x = 0.87654 -1.00000
1.38272 1.00000
0.95062 0.00000