Solve Linear Equations algorithm

[Mike J]

Does someone know what algorithm is used for SolveLinearEquationsSingleRightHand uses? I would also like to know what its pivoting strategy is so I can asses how useful it will be for my application.

I would also like to know how the LUFactorization works. What kind of pivoting is used for that.

[aoh]

For SolveLinearEquationsSingleRightHand: the algorithm used is determined by the coefficient matrix type:

1. If matrixType is General, the function uses SVD algorithm to find the least square answer.

2. If matrixType is PositiveDefinite, the function uses Cholesky decomposition method to find the answer

3. If matrixType is LowerTriangular or UpperTriangular, the function forward/backward substitution method to find the answer.

No internal pivoting in all these three methods.

For LUFactorization: the pivoting vector permutationVector records how the input matrix A is pivoted. Specifically, the row i of A is exchanged with the row permutationVector [i] of A.