yanyaqin wrote:

Thank you very much!

But what's the function of ublas::permutation_matrix pm(A.size1());

You should never, ever try to LU factorize a matrix without using partial pivotting. The permutation_matrix stores the re-ordering of the rows.

And I note that there's sparse matrix and symmetric matrix type in ublas, but how can I express symmetric sparse matrix conveniently?

Please ask on the UBLAS list. There are many there who will know the answer to such questions. I don't. It's mirrored on gmane at gmane.comp.lib.boost.ublas.

Also I want to know the performance of ublas::lu_* comparing with other math library.

Ask on the UBLAS list please. Angus