Code covered by the BSD License  

Highlights from
LU factorization with complete pivoting.

3.0

3.0 | 1 rating Rate this file 22 Downloads (last 30 days) File Size: 3.88 KB File ID: #27249

LU factorization with complete pivoting.

by

 

14 Apr 2010 (Updated )

An implementation of algorithm 3.4.2 from Matrix Computations.

| Watch this File

File Information
Description

To compute the LU factorization under default settings:

  [L U p q] = lucp(A)

This produces a factorization such that L*U = A(p,q). Vectors p and q permute the rows and columns, respectively.

The pivot tolerance can be controlled:

  [L U p q] = lucp(A,tol)

The algorithm will terminate if the absolute value of the pivot is less than tol.

Permutation matrices can be generated:

  [L U P Q] = lucp(A,tol,'matrix')
  [L U P Q] = lucp(A,tol,'sparse')

The first will generate full permutation matrices P and Q such that L*U = P*A*Q. The second generates sparse P and Q.

If A is sparse, L and U will be sparse. However, no effort is taken to reduce fill in.

This function works on non-square matrices.

Acknowledgements

Gauss Elimination With Complete Pivoting and Gaussian Elimination Using Complete Pivoting inspired this file.

MATLAB release MATLAB 7.8 (R2009a)
Tags for This File   Please login to tag files.
Please login to add a comment or rating.
Comments and Ratings (1)
25 Apr 2011 cidem m  
Updates
24 Apr 2010

Performs a final column swap in the case where A is m by n with n > m. The goal is to have well conditioned U(1:m,1:m).

24 Apr 2010

fixed bug from last update.

Contact us