umfpack

UMFPACK and BOOST's uBLAS Sparse Matrix

I am using Boost's uBLAS in a numerical code and have a 'heavy' solver in place: http://www.crystalclearsoftware.com/cgi-bin/boost_wiki/wiki.pl?LU_Matrix_Inversion The code works excellently, however, it is painfully slow. After some research, I found UMFPACK, which is a sparse matrix solver (among other things). My code generates la...