Re: LU factorization in Mathematica

• To: mathgroup at smc.vnet.net
• Subject: [mg20680] Re: LU factorization in Mathematica
• From: alanw at my-deja.com
• Date: Sun, 7 Nov 1999 02:10:12 -0500
• References: <7vrcnc\$2ob@smc.vnet.net>
• Sender: owner-wri-mathgroup at wolfram.com

```G'day,
This was a mystery to me too the first time I tried it. Here's the
solution. I don't remember where to find this in the docs or in the
help.

First, the LU factorization:

{lu, p, cn} = LUDecomposition[t]

Then you do this:

Map[MatrixForm, {l, u} = LUMatrices[lu]]

Good luck,
Alan.

In article <7vrcnc\$2ob at smc.vnet.net>,
"Peltio" <peltio at twilight.zone> wrote:
> I apologise for this question but I did not find what iI was looking
for
> on the Big Book.
> Any hint will be appreciated.
>
> 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)?
>
> Thanks in advance,
> Peltio
>
> peltio AT iname DOT com
> warning: Antispam return address <ON>
>
>

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