lu_pp_mult.m

LU decomposition routines in matlab

function [A] = lu_pp_mult( A, ipivt );
% 
% LU_PP_MULT  uses the LU--decomposition with partial
% pivoting of an N by N  matrix A  computed by lu_pp
% and computes  P^T L U 
% 
% Usage
%       [A] = lu_pp_mult( A, ipvt )
% 
% input:
%        A:     the LU-decomposition of  A, computed by LU_PP
%               or LU_PP_FL
% 
%        ipivt: pivot information
% 
% output:
%        A:     the product P^T L U
% 
%
%
%  Matthias Heinkenschloss
%  Department of Computational and Applied Mathematics
%  Rice University
%  Feb 22, 2001
%



[n,n] = size(A);

for k = n-1:-1:1

   % Apply M_k^(-1)
   for i = k+1:n
       A(i,k+1:n) = A(i,k+1:n) - A(i,k) * A(k,k+1:n);
       A(i,k) = -A(i,k)*A(k,k);
   end
  
   % Apply P_k
   l = ipivt(k);
   % Interchange rows if necessary
   if( k ~= l ) 
       tmp      = A(k,k:n);
       A(k,k:n) = A(l,k:n);
       A(l,k:n) = tmp;
   end 
end