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Re: lu decomposition without any permutations

From: Kamaraju S Kusumanchi
Subject: Re: lu decomposition without any permutations
Date: Thu, 14 Feb 2008 21:12:54 -0500
User-agent: KNode/0.10.4

David Bateman wrote:

> The underlying lapack routine xGETRF doesn't allow an LU factorization
> to be performed without pivoting, and so with the existing Octave lu
> function this is not possible.. That being said, its fairly easy to
> write an LU decomposition yourself; search for "Crout" or "Gauss Jordan"
> and you'll find the algorithms and maybe even some simple code (ie about
> 50 lines) to do it.. Note that the stability of the decomposition will
> be severely impacted by the fact that you don't allow pivoting..

Thanks for all the answers. I was just being lazy to write the routine
myself. I was so confident that octave will have one of its own way of
doing lu decomposition without pivoting.

Kamaraju S Kusumanchi

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