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So I have AX = B, where A is a n x n matrix, and B = [b1(t); b2(t); b3(t); ... ; bn(t)]. So X would be a n x 1 matrix, with each entries as a function of t.

How would I be able to find X, using either gauss elimination, LU decomposition, or any other methods?

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    My matrix algebra is very stale but isn't X just A\B ? (i.e. inverse(A)*B) Commented May 10, 2013 at 9:42

2 Answers 2

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LU Decomposition is an inbuilt function available with Matlab. See here.

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I didn't know this would work for symbolic computations as well. Thanks for the help :)
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LU-factorization:

[L, U, P] = lu(A); X = (U \ (L \ (P * B))); 

You could also simply do

X = A\B; 

Which exploits any potential special structures of A, that could speed up the calculations.

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