Rank revealing lu decomposition

calculates rank revealing lu decomposition
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 (2024). Rank revealing lu decomposition (https://www.mathworks.com/matlabcentral/fileexchange/12016-rank-revealing-lu-decomposition), MATLAB Central File Exchange. Retrieved .

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