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 |
z.index is needed to rebuild the orign matrix x from l and u.
To rebuild x use index(z.l*z.u, z.index).
x = #(1, 2, 3)~#(2, 3, 4)~#(3, 4, 5) z = ludecomp (x) z index(z.l*z.u, z.index)
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 |