[Rcpp-devel] RcppArmadillo: Solving triangular system using trimatu

Søren Højsgaard sorenh at math.aau.dk
Thu Feb 6 23:41:02 CET 2014

Dear all,

Consider solving Ax=b. According to the Armadillo docs it is so that if we know that A is upper triangular then declaring this should lead to a faster solution, i.e. (my understanding)
  solve( trimatu(A), b )

should be faster than

  solve( A, b )

My limited experience is that this is not the case (I have tried where A is 14x14). I have read (SO) that Armadillo does not have "proper" forward/backward substitution implemented, so I am not sure what declaring trimatu(A) should do when solving linear equations.

Does anyone have any insight on these issues? 

Thanks in advance

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