Re: LU Factorizations

[Paul Kienzle]

Nick Allen wrote:

> I have a question about using Octave to determine an LU matrix
> factorization.  Straight out of the manual for the "lu" function I run:
>
> [l, u, p] = lu (a)
> ...
> but if i then do l*u I get:
>  3  4
>  1  2
>
> when it should result in the original matrix a, which was:
>  1  2
>  3  4
>
> Could someone please explain to me what is going on?  Is this a problem
> with Octave, or is it a fault in my basic understanding of LU
> factorizations?  
'P' stands for 'permutation matrix'.  If you do not want
the permutation matrix, don't ask for it.  If you do ask
for it, you will need to multiply L*U*P to recover A.

Paul Kienzle
address@hidden



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