crout

c

clear

clc

function [L,U] = crout(A)

n = size(A,1);

L = zeros(n);

U = eye(n);

for j = 1:n

for i = j:n

sum = 0;

for k = 1:j-1

sum = sum + L(i,k)*U(k,j);

end

L(i,j) = A(i,j) - sum;

end

for i = j+1:n

sum = 0;

for k = 1:j-1

sum = sum + L(j,k)*U(k,i);

end

U(j,i) = (A(j,i)-sum)/L(j,j);

end

end

end