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Re: Efficient backsubstitution for upper triangular matrix


From: Paul Roberts
Subject: Re: Efficient backsubstitution for upper triangular matrix
Date: Fri, 26 Aug 2005 09:14:01 -0700

Thanks for the information. For my purposes right now, I have just
been letting octave figure it out and that has been fast enough.
However, It's good to know that a dedicated function is in the works
for the future!

Paul

On 8/26/05, David Bateman <address@hidden> wrote:
> Paul Roberts wrote:
> 
> >Hello,
> >
> >I was wondering if there is a explicit function in octave to
> >efficiently compute the solution to: Ax = b when A is upper triangluar
> >and non-singular.
> >
> >Thanks,
> >
> >Paul
> >
> >
> This one is on my ToDo list. I've done a poly-morphic solver for the
> sparse matrices that includes special cases for the solves of triangular
> matrices, but it is definitely worthwhile to do the same thing for full
> triangular, positive definite and perhaps even permuted triangular
> matrices... You can use the matrix_type function in 2.9.3 to flag the
> matrix type or just let octave figure it out for itself, which is fairly
> efficient. So if your matrix is sparse then in 2.9.3 there are the tools
> you need to do this.
> 
> In octave-forge there is a cholesky function that is then combined with
> a home rolled back subsitution (not dtrsm unfortunately) and a special
> triangular matix type, but has no way to flag a matrix as triangular, so
> it is quite limited and not as fast as it could be since it does profit
> from ATLAS.
> 
> In any case I intend to have the special treatment of full triangular
> matries done for version 3.0.
> 
> Regards
> David
> 
> --
> David Bateman                                address@hidden
> Motorola Labs - Paris                        +33 1 69 35 48 04 (Ph)
> Parc Les Algorithmes, Commune de St Aubin    +33 1 69 35 77 01 (Fax)
> 91193 Gif-Sur-Yvette FRANCE
> 
> The information contained in this communication has been classified as:
> 
> [x] General Business Information
> [ ] Motorola Internal Use Only
> [ ] Motorola Confidential Proprietary
> 
> 
> 
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