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LU decomposition


From: SZABO Sandor
Subject: LU decomposition
Date: Tue, 11 Sep 2001 15:37:30 +0200

Hello,

I want to obtain the LU decomposition of a matrix.
(That is A=L*U,  without P(!), NOT  P*A=L*U.)
I can do it with Mathematica and Maple, but how
could I obtain the SAME result?!
I use 2.1.34 Octave version.
>> A=[1 4 7; 2 5 8; 3 6 11]
A =

        1        4        7
        2        5        8
        3        6       11
>> [L,U]=lu(A)
L =

  0.33333  1.00000  0.00000
  0.66667  0.50000  1.00000
  1.00000  0.00000  0.00000

U =

  1.0e+01  *

   0.30000   0.60000   1.10000
   0.00000   0.20000   0.33333
   0.00000   0.00000  -0.10000

>> L*U
ans =

        1        4        7
        2        5        8
        3        6       11

Here L is NOT lower triangular matrix!
The LU decomposition of A is the following


L=
        1   0   0
        2   1   0
        3   2   1

U=
        1   4   7
        0   -3  -6
        0   0   2

Thanks,
                 Sandor Szabo





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