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Rank revealing lu decomposition

version (15.1 KB) by Pawel Kowal
calculates rank revealing lu decomposition

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Updated 21 Aug 2006

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rrlu computes a rank revealing LU factorization of a general m-by-n real full matrix A using partial pivoting with row and column interchanges.

The factorization has the form
A(P,Q) = L * U
where P and Q are permutation vectors, L is lower triangular
(lower trapezoidal if m > n), and U is upper triangular
(upper trapezoidal if m < n).

if VERSION = 0
then L has unit diagonal elements and the matrix U takes form
U = [ U1 U2 ] (*)
[ 0 0 ]
where U1 in upper triangulal with nonzero elements on diagonal

if VERSION = 1
then U has unit diagonal elements and the matrix L takes form
L = [ L1 0 ] (**)
[ L2 0 ]

where L1 in lower triangulal with nonzero elements on diagonal

rrlu allows to find left or right null space faster than QR or SVD decomposition, but in some cases is less accurate.

Cite As

Pawel Kowal (2021). Rank revealing lu decomposition (, MATLAB Central File Exchange. Retrieved .

Comments and Ratings (1)

Wanting Xu

How to modify it to run with mac x86_64?
I got error message "Undefined symbols for architecture x86_64" for dcopy and many others.

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
Windows macOS Linux

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