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Need LU Factorization code in MMA

• To: mathgroup at yoda.physics.unc.edu
• Subject: Need LU Factorization code in MMA
• From: Jack K. Cohen <jkc at dix.mines.colorado.edu>
• Date: Thu, 19 May 94 09:44:55 -0600

I need an LU code for the NON-SQUARE case in MMA.
I am losing sleep over this, so I am interested in anything
you have that really works. (I've made quite a few attempts
that _almost_ work :-)

However, my real need is a student level code, so I prefer:
1. Calculations NOT be in place, i.e., given a rectangular
   matrix A, the code returns the 3 matrices P, L, U such
   that P . A = L . U
2. Pivoting only be done to avoid zeros, i.e., don't
   hunt for the max abs pivot, just take the next one
   that's available.
3. In general, clarity is much more important than
   efficiency and stability, we'll only be using the
   code to check hand calculations on small matrices
   with small integer coefficients.

E-mail me directly please and thanks much in advance,
Jack