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Comment:Uses LU decomposition - much faster than SVD when N>100
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SHA3-256: 2ed682530667dc80e4ca54a09cc0671c62d110a1f8b50cf7dddbf2b726b24596
User & Date: gawthrop@users.sourceforge.net on 1998-08-17 15:56:10
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Context
1998-08-17
15:57:12
Now uses LUD in place of SVD - faster for N>100 check-in: 735d80c692 user: gawthrop@users.sourceforge.net tags: origin/master, trunk
15:56:10
Uses LU decomposition - much faster than SVD when N>100 check-in: 2ed6825306 user: gawthrop@users.sourceforge.net tags: origin/master, trunk
15:55:19
added notice check-in: 395c649048 user: gawthrop@users.sourceforge.net tags: origin/master, trunk
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Modified mttroot/mtt/bin/trans/p/mtt_solve_lud.p from [565d7f41a5] to [25bf4234bb]. 

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PROCEDURE mtt_solve_lud.p(VAR x     : StateVector;
			A     : StateMatrix;
		        B     : StateVector;
			n     : integer);

{
Linear equation solution via LU factorisation}

% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% % Version control history
% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% % $Id$
% % $Log$



% % 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;


(*$I ludcmp.p *)
(*$I lubksb.p *)

BEGIN{mtt_solve}
   (* decompose matrix A using LU decomposition *)
   ludcmp(A,n,Index,d);
   
   (* backsubstitute for B *)
   lubksb(A,n,Index,B);

   (* x now lives in B *)
   FOR i := 1 TO n DO
      x[i] := B[i];
   
END{mtt_solve};


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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 1.1  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;

(*$I mtt_ludcmp.p *)
(*$I mtt_lubksb.p *)

BEGIN{mtt_solve}
   (* 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};
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