pgauss.m

用matlab写的一些数值算法

function  [U, c] = pgauss(A, b)
% Gaussian elimination with partial pivoting, applied to Ax = b

% Version 11.12.2003.  INCBOX

n = size(A,1); 
b = b(:);                    % ensure that b is a column vector
for  k = 1 : n-1
  [A, b] = pivot(A, b, k);
  ii = k+1 : n;
  A(ii,k) = A(ii,k)/A(k,k);                       % multipliers
  A(ii,ii) = A(ii,ii) - A(ii,k)*A(k,ii);             % modify A
  b(ii) = b(ii) - b(k)*A(ii,k);                      % modify b
end
U = triu(A);  c = b;               % return transformed problem