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umfpack_lu_solve

umfpack_lu_solve(A, b)

Solves Ax = b using LU factorization with umfpack.

Parameters:

Name Type Description Default
A (n, n) float numpy array

Matrix to solve

 required
b (n, ) float numpy array

Right hand side

 required

Returns:

Name Type Description
x (n, ) float numpy array

Solution to Ax = b
Source code in src\fast_cody\umfpack_lu_solve.py 
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def umfpack_lu_solve(A, b):
    """
    Solves Ax = b using LU factorization with umfpack.
    Parameters
    ----------
    A : (n, n) float numpy array
        Matrix to solve
    b : (n, ) float numpy array
        Right hand side

    Returns
    -------
    x : (n, ) float numpy array
        Solution to Ax = b
    """
    [I, J] = A.nonzero()
    v = A.data
    Ac= cvxopt.spmatrix(v, I, J, A.shape)
    bc = cvxopt.matrix(b)
    cvxopt.umfpack.linsolve(Ac, bc)
    cnp = np.array(bc)
    return cnp