Re: [math] Backsolve and Frontsolve

2011-07-20 Thread Greg Sterijevski
Gents, I noticed that QR and LU have this functionality, but I thought it would be a bit of a hack. I have the 15 lines of code ready. I will submit it. -Greg On Wed, Jul 20, 2011 at 12:54 AM, Phil Steitz wrote: > On 7/19/11 9:55 PM, Greg Sterijevski wrote: > > Hello, > > > > I was working on

Re: [math] Backsolve and Frontsolve

2011-07-19 Thread Phil Steitz
On 7/19/11 9:55 PM, Greg Sterijevski wrote: > Hello, > > I was working on some regression issues when I stumbled into the need to > solve a system like > > R y = b or R'y = b. > > R is an upper or lower triangular, b is a vector. > > Does this functionality exist? If not, can I add it? And where?

Re: [math] Backsolve and Frontsolve

2011-07-19 Thread Ted Dunning
Can you just use the back-substitution phase of an LUD or QR solver? On Tue, Jul 19, 2011 at 9:55 PM, Greg Sterijevski wrote: > Hello, > > I was working on some regression issues when I stumbled into the need to > solve a system like > > R y = b or R'y = b. > > R is an upper or lower triangular,

[math] Backsolve and Frontsolve

2011-07-19 Thread Greg Sterijevski
Hello, I was working on some regression issues when I stumbled into the need to solve a system like R y = b or R'y = b. R is an upper or lower triangular, b is a vector. Does this functionality exist? If not, can I add it? And where? Thanks, -Greg