I want to solve Ax=b, which A is 8x8 and x and b are 8x1.

I should find x as fast as possible. Is APL language can help me to reach my desire goal ?

This is something Apl is excellent at : it even has a "solve" primitive ⌹

Let us set up a set of example equations :

⊢ A ← 8 8 ⍴ ? 64 ⍴ 1000

495 73 81 626 946 39 708 431

510 402 80 269 368 248 373 871

175 483 96 75 956 261 390 195

611 988 198 575 455 170 368 2

763 345 98 465 693 963 221 647

177 905 812 849 247 11 568 459

265 513 447 900 53 372 914 528

631 34 976 65 354 542 848 450

⊢ x ← ? 8 1 ⍴ 100

49

5

15

76

50

91

30

88

⊢ b ← A +.× x

183428

177450

118541

130985

261771

160685

201041

182731

We can now easily solve for x :

⊢ x ← b ⌹ A

49

5

15

76

50

91

30

88

Which we see above is correct.