AddKnownsToLinearSystem

This module deals with solving a linear system A*u=b when some values of the vector u is already known. The module will modify the linear system according to the known values.

Detailed Description

This module takes 3 inputs:

1. LHS Matrix is an NxN Matrix (must be a SparseRowMatrix).

2. RHS Vector is the right hand side vector, an Nx1 Matrix.

3. X Vector is an Nx1 Matrix specifying the known variables in the linear system LHS. If the kth variable is known, x(k) is its value, otherwise x(k) should be set NaN.

This module returns 2 outputs:

1. OutPutLHSMatrix is an NxN Matrix.

2. OutPutRHSVector is an Nx1 Matrix.

The solution:

inv(A2)*b2

has the same value as x at the non-NaN positions.