lu.m

数学工具： LU分解法解线性方程组

function [l u]=LU(a,n)
for j=1:n
    u(1,j)=a(1,j);
    l(j,1)=a(j,1)/u(1,1);
    l(j,j)=1;
end
for r=2:n
    for j=r:n
        m=0;
        for k=1:r-1
            m=m+l(r,k)*u(k,j);
        end
        u(r,j)=a(r,j)-m;
    end
    for i=r+1:n
        m=0;
        for k=1:r-1
            m=m+l(i,k)*u(k,r);
        end
        l(i,r)=(a(i,r)-m)/u(r,r);
    end
end