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Re: LU Factorizations

From: Paul Kienzle
Subject: Re: LU Factorizations
Date: Tue, 11 Mar 2003 22:13:29 -0500
User-agent: Mozilla/5.0 (Windows; U; Win 9x 4.90; en-US; rv:1.3a) Gecko/20021212

Nick Allen wrote:

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)
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
'P' stands for 'permutation matrix'.  If you do not want
the permutation matrix, don't ask for it.  If you do ask
for it, you will need to multiply L*U*P to recover A.

Paul Kienzle

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