Fast Sparse LU substitution Matlab script

Publisher review:
Fast Sparse LU substitution - A dedicated mex-file for use with UMFPACK to complete the forward and back substitution quickly This is a dedicated mex-file for use with UMFPACK to efficiently complete the permuted forward/back substitution to solve linear systems, A*x = b when A is sparse and b is a dense vector.UMFPACK is used when the MATLAB function "lu" is called with 4 outputs:[L,U,P,Q] = lu(A, tol);The mex-file provides the solution:x = LUsubs(L,U,P,Q,b);and generally results in a CPU time saving of a factor of 3-4 (On my machine).Type "LUdemo" and "help LUsubs" for more information.A pre-compiled version is included. If you have the MATLAB compiler you can re-compile the file via:mex -O LUsubs.cYou will need either windows or the compiler to use this function. Requirements: · MATLAB Release: R13
Operating system:
Windows / Linux / Mac OS / BSD / Solaris

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