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Re: lu decomposition without any permutations


From: David Bateman
Subject: Re: lu decomposition without any permutations
Date: Thu, 14 Feb 2008 17:17:51 +0100
User-agent: Thunderbird 2.0.0.6 (X11/20070914)

Przemek Klosowski wrote:
> I think it is permuting the rows because you are asking it to permute the 
> rows by 
> providing the parameter p. If you don't it doesn't permute:
>
>         a=rand(5);  [l, u] = lu(a);  l*u-a
>   

No, it'll still pivot in this case. The only difference is that the
permutation matrix is incorporated in the L matrix.

a=rand(3);  [l, u] = lu(a)

l =

   0.87085   1.00000   0.00000
   0.72097  -0.43703   1.00000
   1.00000   0.00000   0.00000

u =

   0.97382   0.39181   0.47502
   0.00000   0.41088   0.07799
   0.00000   0.00000   0.28099

norm (l *u-a)

ans =  1.5732e-16


D.


-- 
David Bateman                                address@hidden
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