Solving (dense) linear system Ax=b using boost

Question

I have a dense system of equations of type Ax=b to solve in my C++ program, and I was hoping to implement the solution using UBLAS in boost. In some other questions I found that people were using the extension LAPACK, but unfortunately it doesn't seem to be part of my standard boost installation (in Debian at least) and I am not allowed to add more dependencies.

Could someone paste a solution that doesn't use LAPACK or any other libraries?

Answer 1

Unfortunately, you're solving a linear system which either requires LAPACK or writing your own code. If you don't want LAPACK, your only other option is to write your own solver. Such a solver can use uBLAS of course.

If you need the code to do it, you can look at numerical recipes for an example. But, solving dense linear systems is a very rich subject, so it's probably beyond the scope here to address all aspects of it.