Boost's Linear Algebra Solution for y=Ax

Question

Does boost have one? Where A, y and x is a matrix (sparse and can be very large) and vectors respectively. Either y or x can be unknown.

I can\'t seem to find it her

Answer 1

yes, you can solve linear equations with boost's ublas library. Here is one short way using LU-factorize and back-substituting to get the inverse:

using namespace boost::ublas;

Ainv = identity_matrix(A.size1());
permutation_matrix pm(A.size1());
lu_factorize(A,pm)
lu_substitute(A, pm, Ainv);

So to solve a linear system Ax=y, you would solve the equation trans(A)Ax=trans(A)y by taking the inverse of (trans(A)A)^-1 to get x: x = (trans(A)A)^-1Ay.