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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)


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?


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