I have an algorithm where I have to perform
A * x and
A \ x a lot of times for the same
A can be dense, triangular, sparse, etc.
I would like to save a generic decomposition object for
A which makes this fast and numerically stable.
First I tried
lu(A), but that does not work for eg
LowerTriangular. So now I am special-casing for these things. Is there a generic solution?