Fast Sparse LU substitution 1.0

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.See Tim Davis's website (UMFPACK's author) for some great linear algebra routines:http://www.cise.ufl.edu/~davis/P.S This sort of thing is important when solving PDE's numerically.NOTE: The zip file should now work (03/04/2006), but I have removed the demo...See also my fast sparse-matrix-vector-product function:http://www.mathworks.com/matlabcentral/fil...objectType=file

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Platforms:	Matlab
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