19 lines
388 B
Matlab
19 lines
388 B
Matlab
function b = Alg3_forward_substitution(L, b)
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% Algorithm 3: Forward Substitution (Golub, Loan, Alg. 3.1.1)
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[m, n] = size(L);
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if m ~= n
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error('Matrix is not squar!')
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end
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if length(b) ~= m
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error('Vector b has wrong length!')
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end
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b(1, :) = b(1, :)/L(1,1);
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for i = 2:m
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b(i, :) = (b(i, :) - L(i, 1:i-1)*b(1:i-1, :))/L(i, i);
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end
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end
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