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Question about LU decomposition
From: |
forkandwait |
Subject: |
Question about LU decomposition |
Date: |
Mon, 19 Apr 2010 13:31:57 +0000 (UTC) |
User-agent: |
Loom/3.14 (http://gmane.org/) |
Hi all,
Let A = [2 4; 4 11].
Then the output from the lu command is
L = [1 0; 1/2 1]
U = [4 11; 0 -3/2]
P = [0 1; 1 0]
This is great... but it is different from what would be generated if the
permutation hadn't been done first, which would have been
L = [1 0; 2 1]
U = [2 4; 0 3]
This difference wouldn't be a problem, except I am just starting to work
through Gilbert Strang's "Intro to Applied Mathematics" using the computer as a
crutch (^H^H learning tool), and Octave's answers don't match the book
(generally because he doesn't permute the matrices). (This matrix is on p 20).
I am not sure what my question is exactly, but maybe for starts:
(1) is there a way to run lu() without permuting?
(2) what is the long story on permuting and LU decomposition -- is it wrong to
not permute? Is there a relationship between all the possible decompositions?
etc etc (a link would be awesome...)
Thanks again
- Question about LU decomposition,
forkandwait <=