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Re: LU decomposition


From: A S Hodel
Subject: Re: LU decomposition
Date: Tue, 11 Sep 2001 11:03:19 -0500

What you're trying to do is numerically ill conditioned; e.g.,

A = [0 1; 1 0] has no LU decompostion without pivoting.
You may need to write your own routine to do the gaussian reduction.
That's not too difficult (but the algorithm is "stinky"). See Golub and van Loan's book
Matrix Computations for details on implementation and pitfalls.

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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--
--
A. S. Hodel 200 Broun Hall Dept. Elect. & Comp. Eng., Auburn Univ. AL 36849-5201
http://www.eng.auburn.edu/~scotte   334 844 1854  Fax: -1809



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