PluSolver

PluSolver is a Compact PLU or LU decomposition (factorization) solver of a system of linear equations, AX=B. I wrote a post explaining this code in detail on my weblog.

PluSolver is compact as both Lower matrix and upper matrix are stored in A matrix. Moreover, Permutation matrix, P, is stored in a vector. In this way, all the memory could have taken by zeros in P, L and U is saved. The code is written in C#, so it's suitable for .Net applications.

Usage

Inject A and B in an instance of Solver then get the result from Solver.SolveX() method.

• If there is no answer to the system, an exception is raised which you can catch.
• As the method is compact, A matrix is modified inside SolveX() method. So, if you want to keep A, inject a clone of it.

// Inside a method or main program
double[,] A = new double[,] 
{
  { 1,  2},
  { 3,  1}
};

var B = new double[] { 5, 5 };

var solver = new Solver(A, B);
double[] X = null;

try
{
  X = solver.SolveX();
}
catch (Exception ex);
{
  Console.Write(ex.Message());
}

// rest of the code