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About LU factorization
06-04-2015, 11:06 AM
Post: #9
RE: About LU factorization
(06-04-2015 10:45 AM)DrD Wrote:  Found on the internet:

"LU factorization (when it exists) is not unique. If L has 1's on it's diagonal, then it is called a Doolittle factorization. If U has 1's on its diagonal, then it is called a Crout factorization. When L=Ut or U=Lt, it is called a Cholesky decomposition. "

-Dale-
So much to learn, so little time ....

right Smile

so, is the Prime using Doolittle? Please, could it use *both* methods, to choose one? ;-)

However, I would like to use LU to get pivots (diagonal U), then to get LDU (LDV) factorization and at the end also LDLt factorization.
(I'm following Gilbert Strang's books, for now)...
Having the diagonal with d (pivots), L and U (with all 1 in diagonal), it's simple to get LDU (with U items, except diagonal, u12/d1, u13/d1... u21/d2...)
And if A is a symmetric matrix, using D we get L and Lt (L transpose) to have LDLt...

Doesn't the Prime return a list of pivot in a simple way? Smile

∫aL√0mic (IT9CLU) :: HP Prime 50g 41CX 71b 42s 39s 35s 12C 15C - DM42, DM41X - WP34s Prime Soft. Lib
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Messages In This Thread
About LU factorization - salvomic - 06-04-2015, 09:10 AM
RE: About LU factorization - Paul Dale - 06-04-2015, 09:18 AM
RE: About LU factorization - salvomic - 06-04-2015, 09:52 AM
RE: About LU factorization - Tugdual - 06-04-2015, 10:15 AM
RE: About LU factorization - Paul Dale - 06-04-2015, 10:22 AM
RE: About LU factorization - Tugdual - 06-04-2015, 10:36 AM
RE: About LU factorization - DrD - 06-04-2015, 10:31 AM
RE: About LU factorization - DrD - 06-04-2015, 10:45 AM
RE: About LU factorization - salvomic - 06-04-2015 11:06 AM
RE: About LU factorization - DrD - 06-04-2015, 11:30 AM
RE: About LU factorization - salvomic - 06-04-2015, 12:05 PM
RE: About LU factorization - salvomic - 06-04-2015, 12:48 PM
RE: About LU factorization - DrD - 06-04-2015, 01:31 PM
RE: About LU factorization - salvomic - 06-04-2015, 01:36 PM
RE: About LU factorization - DrD - 06-04-2015, 02:12 PM
RE: About LU factorization - salvomic - 06-04-2015, 02:19 PM
RE: About LU factorization - DrD - 06-04-2015, 02:19 PM
RE: About LU factorization - salvomic - 06-04-2015, 02:22 PM
RE: About LU factorization - Werner - 06-04-2015, 04:57 PM
RE: About LU factorization - Gerald H - 06-04-2015, 05:10 PM
RE: About LU factorization - salvomic - 06-04-2015, 05:10 PM
RE: About LU factorization - salvomic - 06-05-2015, 08:15 PM
RE: About LU factorization - Claudio L. - 06-05-2015, 08:38 PM
RE: About LU factorization - salvomic - 06-05-2015, 09:00 PM
RE: About LU factorization - Claudio L. - 06-08-2015, 01:12 PM
RE: About LU factorization - salvomic - 06-08-2015, 01:15 PM
RE: About LU factorization - parisse - 06-07-2015, 06:42 PM
RE: About LU factorization - salvomic - 06-07-2015, 07:20 PM



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