[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
LU Factorization: A = P'*L*U ?
From: |
Vivek Shanmuganathan \(95410006-BS\) |
Subject: |
LU Factorization: A = P'*L*U ? |
Date: |
Mon, 17 Jan 2000 12:32:16 +0530 (IST) |
Hello:
What is the Octave definition of LU-Factorisation of a
matrix A? As I understand from LAPACK documentation, the
factorisation is defined as
A = P*L*U ...... (1)
where U is upper diagonal, L is unit lower diagonal, and P
is the permutation matrix (unit matrix with rows
interchanged suitably to satisfy equation (1)).
However, the value of the permutation matrix retuned by
Octave 2.0.14 (i386-redhat-linux-gnu) is actually
transpose(P) as given in (1).
Any comments?
Vivek...
-----------------------------------------------------------------------
Octave is freely available under the terms of the GNU GPL.
Octave's home on the web: http://www.che.wisc.edu/octave/octave.html
How to fund new projects: http://www.che.wisc.edu/octave/funding.html
Subscription information: http://www.che.wisc.edu/octave/archive.html
-----------------------------------------------------------------------
- Fmins, Richard Davis, 2000/01/12
- LU Factorization: A = P'*L*U ?,
Vivek Shanmuganathan \(95410006-BS\) <=