matlab - Solve Matrix with Multiple RHS -


i have problem need solve linear equations. matrix same, rhs changes (during iterative procedure). way see without repeating matrix factorization like:

[l,u] = lu(a); x = u\(l\b);

this seems clunky. there better way? can use lu factors stored in single array? tia

given system

lu*x = b

where l lower triangular matrix , u upper triangular matrix.

from question understand vector b changing , keep lu factorization constant possible vectors b.

in other words, if have n different b's n different solutions same lu decomposition of a.

i use forward substitution solve system

l*m = b

and backwards substitution with

u*x = m

more here.

this way keep factorization constant every vector b.

and concerning other question, yes, possible store l , u matrices in single matrix. recognize diagonal of l matrix not relevant because 1.


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