lufac.m

来自「用matlab写的一些数值算法」· M 代码 · 共 17 行

function  [L,U, p] = lufac(A)
% LU factorization of the matrix A, corresponding to Gaussian 
% elimination with partial pivoting.
% p holds the final row ordering

% Version 11.12.2003.  INCBOX

n = size(A,1); 
p = 1 : n;                                  % initial row ordering
for  k = 1 : n-1
  [A, p] = pivot(A, p, 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
end
U = triu(A);                            % Resulting upper triangle
L = eye(n) + tril(A,-1);  % Multipliers in strictly lower triangle