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
index containing the square matrix x

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, 17.8.2000