SOLVE
Linear Solver for Double Dimensioned Arrays

SOLVE, a MATLAB library which solves a linear system of equations A*x=b using Gauss elimination.

In MATLAB, of course, one can simply type "x = A\b" and get an answer, even if the matrix is ill-conditioned, singular, complex, rectangular (over-determined or under-determined).

Nonetheless, this library is useful because:

• it shows the steps involved in a simple Gauss-elimination procedure;
• it can be used to count the number of operations in Gauss-elimination;
• it can be used as a guide for writing a corresponding program in a non-MATLAB environment;
• its performance can be compared to corresponding versions in C or Fortran;
• it can be used as a starting point for exploring band storage, sparse storage, iterative solutions and other topics in linear algebra.

Licensing:

The computer code and data files made available on this web page are distributed under the GNU LGPL license.

Languages:

SOLVE is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

LINPACK, a MATLAB library which solves linear systems for a variety of matrix storage schemes, real or complex arithmetic, and single or double precision. It includes a routine for computing the singular value decomposition (SVD) of a rectangular matrix. The original version of this library is by Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart.

R8LIB, a MATLAB library which contains many utility routines using double precision real (R8) arithmetic.

solve_test

Source Code:

• r8mat_fs.m, factors and solves a linear system.
• r8vec_print.m, prints an R8VEC.
• timestamp.m, prints the YMDHMS date as a timestamp.