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LU factorization with complete pivoting 1.0

  Date Added: May 27, 2013  |  Visits: 218

LU factorization with complete pivoting

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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.

Requirements: No special requirements
Platforms: Matlab
Keyword: Generate Generated Generates Lucpatolmatrix Lucpatolsparse Matrices Permutation Sparse
Users rating: 0/10

License: Shareware Size: 10 KB
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