[Gsll-devel] lu solution followed by triangular matrix multiplication example

[Mirko Vukovic]

Hello,

Here is a snippet of LU decomposition code that illustrates the
decomposition, solution, and then solution check via blas based routines for
triangular matrix multiplication:

;; decompose
(lu-decomposition mat per)
;; solve for x given b
(lu-solve mat per b x)
;; check by multiplying mat by x.  But mat is now a product of tridiagonal
matrices L and U.
;; The LUx multiplication is done in two stages as L(Ux).  For the upper
multiplication we
;; specify the matrix-product-triangular using the Upper and :NonUnit
diagonal.
;; For the lower, we specify :Lower and :Unit diagonal
(matrix-product-triangular
          mat (matrix-product-triangular mat x 1
                         :Upper :NoTrans :NonUnit)
          1 :Lower :NoTrans :Unit))

One can off course save the matrix mat before the decomposition and then use
a direct matrix multiplication.

Mirko
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