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Re:Don’t invert that matrix (2010) by jacobolus on Thursday May 12, 2016 @03:58PM (#11686286)
For example, you factorize A into LU, so that you have LUx = b.

Now you can let Ux = y, solve the system Ly = b for y, then solve Ux = y for x.

Solving each triangular system is fast: O(n^2).

If you need to do this with a different b, you can do it again, and you already have A factorized, which was the expensive part, i.e. O(n^3).

(Depending on the type of problem, you might want to factorize the original matrix in a different way, e.g. QR or Cholesky or whatever.)

Re:Don’t invert that matrix (2010) by tclmeelmo on Thursday May 12, 2016 @04:02PM (#11686311)
IIRC, the HP-15C used LU decomposition in its matrix math routines.