PROCEDURE mtt_solve_lud(VAR x : StateVector;
A : StateMatrix;
B : StateVector;
n : integer);
{
Linear equation solution via LU factorisation
% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% % Version control history
% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% % $Id$
% % $Log$
% % Revision 1.3 1999/10/26 23:37:20 peterg
% % Put include files here.
% %
% % Revision 1.2 1998/08/17 15:56:10 peterg
% % Uses LU decomposition - much faster than SVD when N>100
% %
% % Revision 1.1 1998/08/17 12:52:16 peterg
% % Initial revision
% %
% % Revision 1.1 1998/08/17 12:41:37 peterg
% % Initial revision
% %
% % Revision 1.2 1998/08/14 12:09:13 peterg
% % A passed by value - its destroyed by SVDcm
% %
% % Revision 1.1 1998/08/13 08:51:57 peterg
% % Initial revision
% %
% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
}
VAR
i : integer;
d : real;
Index : StateVector;
(*$I $MTTPATH/trans/p/mtt_ludcmp.p *)
(*$I $MTTPATH/trans/p/mtt_lubksb.p *)
BEGIN{mtt_solve_lud}
(* decompose matrix A using LU decomposition *)
mtt_ludcmp(A,n,Index,d);
(* backsubstitute for B *)
mtt_lubksb(A,n,Index,B);
(* x now lives in B *)
FOR i := 1 TO n DO
x[i] := B[i];
END{mtt_solve_lud};