Under review

Add precomputeLU support for dense matrix

Zhen Zhong 5 years ago updated by Pavel Holoborodko 5 years ago 3

Now, precomputeLU only supports sparse matrix. In addition, Maybe also precomputeQR.

Under review

Dense matrices is way more easy/faster to handle.

[L,U,P] = lu(A);  % pre-compute dense LU beforehand

x = U\(L\(P*b));  % re-use it in a loop for different right-hand sides

In future versions we will support same syntax for sparse matrices (and also will keep the precomputeLU)

Thanks for your help. But I think the following matlab code is more convenient (It is in the lu page of matlab document):

dA = decomposition(A,'lu');
x = dA\b

What do you think of it?

This is the same idea as 'precomputeLU', but we introduced it years before 'decomposition'.

We will support 'decomposition' in future versions, of course.