AAE-NA-Labs/Direct Methods for Solving Linear Systems/Alg3_forward_substitution.m

19 lines
390 B
Matlab

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