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RE: LU factorization in Mathematica

  • To: mathgroup at
  • Subject: [mg20648] RE: [mg20637] LU factorization in Mathematica
  • From: "Ersek, Ted R" <ErsekTR at>
  • Date: Sun, 7 Nov 1999 02:09:53 -0500
  • Sender: owner-wri-mathgroup at

Peltio wrote:

LUDecomposition returns a matrix that is a combination of the L and U
matrices. But what kind of combination?
How can I recover the two matrices L and U?
What is the meaning of the pivoting vector (Does P[[k]]=j means that row
k has been swapped with row j ?)

And what are the meaning of the elements returned by LUfactor (in the
GaussianElimination package ), which returns a different pivot vector
(and matrix as well)?


Look up LUDecomposition in the Help Browser. Scroll to the bottom and open
Further Examples. Scroll to the bottom again and open "Recovering the lower
and upper triangular matrices from the LUDecomposition".

If you need further reference Numerical Recipes In C, section 2.3 might

Ted Ersek

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