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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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- LU decomposition,
SZABO Sandor <=