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Solving a special linear system with LU factorisation

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azi

Post subject: Solving a special linear system with LU factorisation

Posted: Sat, 20 Dec 2008 03:13:42 UTC

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Joined: Fri, 21 Sep 2007 17:15:28 UTC
Posts: 47

Hello,

I'm given a vector $b = (x_1,\ldots,x_n)^T$ and a matrix

of dimensions $n \times n$ and upper triangular matrix

, lower triangular matrix

so that

for some permutation matrices P,Q

.

I'm wondering, if there is any better way to solve the system

A*X = b*b^T

other than solving n systems of the type:

A*X_i = b_i

where

is i'th column of b*b^T

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