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

One of the best solvers for Ax = b, when A is sparse, is Tim Davis's UMFPACK

UMFPACK computes a sparse LU decomposition of A. It is the algorithm that gets used behind the scenes in Matlab when you type x=A\b (and A is sparse and square). UMFPACK is free software (GPL)

Also note if y=Ax, and x is known, but y is not, you compute y by performing a sparse matrix vector multiply, not by solving a linear system.