Solving a linear system without modifying and allocating arrays

[stevengj]

@cneverett

Is there an existing function or method, something like lu!(A_lu,A), where the factorisation A_lu can be pre-allocated and reused, avoiding the matrix copy?

Yes, this feature was recently added: define lu!(F::LU,A) for general matrices by longemen3000 · Pull Request #1131 · JuliaLang/LinearAlgebra.jl · GitHub

I’m not sure how long it will be until this appears in a Julia release, but the code from that PR is pretty short so you could easily copy it.