LU decomposition

版本 1.1.1 (4.2 KB) 作者: Meysam Mahooti

Lower–Upper (LU) decomposition or factorization to solve the set of n linear equations Ax=b.

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LU decomposition (factorization) of a nonsingular (square) matrix A means expressing the matrix as the multiplication of a lower triangular matrix L and an upper triangular matrix U, where a lower/upper triangular matrix is a matrix having no nonzero elements above/below the diagonal. For the case where some row switching operation is needed like in the Gauss elimination, we include a permutation matrix P representing the necessary row switching operation(s) to write the LU decomposition as P A = L U.

Reference:

Applied Numerical Methods Using MATLAB®

Author(s): Won Young Yang, Wenwu Cao, Tae‐Sang Chung, John Morris

First published:14 January 2005

Print ISBN:9780471698333 |Online ISBN:9780471705192 |DOI:10.1002/0471705195

引用格式

Meysam Mahooti (2024). LU decomposition (https://www.mathworks.com/matlabcentral/fileexchange/73481-lu-decomposition), MATLAB Central File Exchange. 检索来源 2024/4/24.