Evaluating a function using techniques for solving linear systems
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I really just need help on where to start with this problem. I know about LU decomposition and Cholesky decomposition as means of efficiently solving a linear system, but I'm unsure how to approach this problem.
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Carl
2017-10-11
An important part of solving a linear system efficiently is to avoid explicitly calculating the inverse, if possible. In MATLAB, this is often done using the mldivide (\) operator. See the page here for a high-level description of the various methods/optimizations it uses.
So in a function, something like:
inv(T)*inv(A)*x
can be replaced with:
T\(A\x)
On a related note, the transpose of a matrix or array x is written as x' in MATLAB.
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