File r37/lisp/csl/html/r37_0597.html artifact 77019dea83 part of check-in a57e59ec0d



<A NAME=lu_decom>

<TITLE>lu_decom</TITLE></A>
<b><a href=r37_idx.html>INDEX</a></b><p><p>



<B>LU_DECOM</B> _ _ _  _ _ _  _ _ _  _ _ _ <B>operator</B><P>
<P>
 
<P>
<P>
 <P> <H3> 
syntax: </H3>
<em>lu_decom</em>(&lt;matrix&gt;) 
<P>
<P>
<P>
&lt;matrix&gt; :- a 
<A HREF=r37_0345.html>matrix</A> containing either numeric entries 
 or imaginary entries with numeric coefficients. 
<P>
<P>
<em>lu_decom</em>performs LU decomposition on &lt;matrix&gt;, ie: it 
returns {L,U} where L is a lower diagonal 
<A HREF=r37_0345.html>matrix</A>, U an 
upper diagonal 
<A HREF=r37_0345.html>matrix</A> and A = LU. 
<P>
<P>
Caution: 
<P>
<P>
The algorithm used can swap the rows of &lt;matrix&gt; during the 
calculation. This means that LU does not equal &lt;matrix&gt; but a row 
equivalent of it. Due to this, <em>lu_decom</em> returns {L,U,vec}. 
The call <em>convert(meta{matrix</em>,vec)} will return the matrix that has 
been decomposed, i.e: LU = convert(&lt;matrix&gt;,vec). 
<P>
<P>
 <P> <H3> 
examples: </H3>
<P><PRE><TT>

K := mat((1,3,5),(-4,3,7),(8,6,4)); 


       [1   3  5]
       [        ]
  k := [-4  3  7]
       [        ]
       [8   6  4]



on rounded;

lu :=  lu_decom(K); 

  lu := {
         [8    0      0  ]
         [               ]
         [-4  6.0     0  ]
         [               ]
         [1   2.25  1.125]
         ,
         [1  0.75  0.5]
         [            ]
         [0   1    1.5]
         [            ]
         [0   0     1 ]
         ,
         [3 2 3]}



first lu * second lu; 

  [8   6.0  4.0]
  [            ]
  [-4  3.0  7.0]
  [            ]
  [1   3.0  5.0]



convert(K,third lu); 

  P := mat((i+1,i+2,i+3),(4,5,2),(1,i,0));  _ _ _ 
       [i + 1  i + 2  i + 3]
       [                   ]
  p := [  4      5      2  ]
       [                   ]
       [  1      i      0  ]


lu :=  lu_decom(P); 

  lu := {
         [  1        0                      0                ]
         [                                                   ]
         [  4     - 4*i + 5                 0                ]
         [                                                   ]
         [i + 1      3       0.414634146341*i + 2.26829268293]
         ,
         [1  i                 0                ]
         [                                      ]
         [0  1  0.19512195122*i + 0.243902439024]
         [                                      ]
         [0  0                 1                ]
         ,
         [3 2 3]}



first lu * second lu; 

  [  1      i       0   ]
  [                     ]
  [  4      5      2.0  ]
  [                     ]
  [i + 1  i + 2  i + 3.0]



convert(P,third lu); 

  [  1      i      0  ]
  [                   ]
  [  4      5      2  ]
  [                   ]
  [i + 1  i + 2  i + 3]

</TT></PRE><P> 
<P>
<P>
Related functions: 
<A HREF=r37_0581.html>cholesky</A>. 
<P>
<P>


REDUCE Historical
REDUCE Sourceforge Project | Historical SVN Repository | GitHub Mirror | SourceHut Mirror | NotABug Mirror | Chisel Mirror | Chisel RSS ]