Re: LU Factorizations

[Fumihiro CHIBA]

Hello. I found the following description in 
http://www.netlib.org/lapack/double/dgetrf.f

*  DGETRF computes an LU factorization of a general M-by-N matrix A
*  using partial pivoting with row interchanges.
*
*  The factorization has the form
*     A = P * L * U
*  where P is a permutation matrix, L is lower triangular with unit
*  diagonal elements (lower trapezoidal if m > n), and U is upper
*  triangular (upper trapezoidal if m < n).


On 2003.3.12, at 10:36 Asia/Tokyo, 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)
>
> 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
> platform.
>
> Thanks
> Nick
>
> --
> _____________________________
> Nick Allen <address@hidden>
>
>
>
>
>
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Fumihiro CHIBA
Tokorozawa, Saitama, Japan



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