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LU Factorizations

From: Nick Allen
Subject: LU Factorizations
Date: 11 Mar 2003 20:36:34 -0500

I have a question about using Octave to determine an LU matrix
factorization.  Straight out of the manual for the "lu" function I run:

[l, u, p] = lu (a)

l =
  1.00000  0.00000
  0.33333  1.00000

u =
  3.00000  4.00000
  0.00000  0.66667

p =
  0  1
  1  0

but if i then do l*u I get:
  3  4
  1  2

when it should result in the original matrix a, which was:
  1  2
  3  4

Could someone please explain to me what is going on?  Is this a problem
with Octave, or is it a fault in my basic understanding of LU
factorizations?  By the way I am running Octave 2.1.36 on an ia32 Linux


Nick Allen <address@hidden>

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