


ICESOLVER - solve the matrix equation AX=B
Solver AX=B, with Chol, Lu or general solvers from matlab.
We can use either the LU or the Cholesky decomposition, but the
Cholesky decomposition is twice as efficient as LU for symmetric
definite positive matrix
Usage:
X=IceSolver(A,B,solver_type);

0001 function X=Solver(A,B,solver_type); 0002 %ICESOLVER - solve the matrix equation AX=B 0003 % 0004 % Solver AX=B, with Chol, Lu or general solvers from matlab. 0005 % We can use either the LU or the Cholesky decomposition, but the 0006 % Cholesky decomposition is twice as efficient as LU for symmetric 0007 % definite positive matrix 0008 % 0009 % Usage: 0010 % X=IceSolver(A,B,solver_type); 0011 0012 if strcmpi(solver_type,'lu'), 0013 % Solve by LU decomposition. 0014 [L,U] = lu(A); 0015 X = U\(L\B); 0016 elseif strcmpi(solver_type,'cholesky'), 0017 % Solve by Choleski decomposition. 0018 L = chol(A); X = L\(L'\B); 0019 else 0020 % use matlab's generic solver 0021 X = A\B; 0022 end