Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Group: Linear Algebra
See also: chold

Function: ludecomp
Description: ludecomp computes the lu decomposition of a matrix.


Usage: z = ludecomp (x)
Input:
x square matrix
Output:
z.l containing the lower matrix
z.u containing the upper matrix
z.index containing an indexvector

Note:

Example:



x = #(1, 2, 3)~#(2, 3, 4)~#(3, 4, 5)

z = ludecomp (x)

z

index(z.l*z.u, z.index)

Result:



Contents of z.l

[1,]        1        0        0 

[2,]  0.33333        1        0 

[3,]  0.66667      0.5        1 

Contents of z.u

[1,]        3        4        5 

[2,]        0  0.66667   1.3333 

[3,]        0        0  1.1102e-16 

Contents of z.index

[1,]        2 

[2,]        3 

[3,]        1 

Contents of index

[1,]        1        2        3 

[2,]        2        3        4 

[3,]        3        4        5 


Group: Linear Algebra
See also: chold

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

(C) MD*TECH Method and Data Technologies, 21.9.2000