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Does the Boost UBLAS library have a built-in solver for solving systems of equations? The documentation implies that all the ublas solver routines require the matrix to already be in triangular form.

But, if a matrix is not in triangular form, is there anything in ublas that can reduce the matrix and then back-substitute, to solve a system of equations?

+4  A: 

LU decomposition

ima
Doesn't LU decomposition require the matrices to be triangular?
No, it's by definition decomposition _into_ triangular matrices. Then they can be solved by triangular solver. I don't remember ublas syntax for it - it was quite messy - but idea is the same: decompose, then use triangular solver.
ima