LDLt decomposition?
06-02-2015, 12:10 PM (This post was last modified: 06-02-2015 02:23 PM by salvomic.)
Post: #5
 salvomic Senior Member Posts: 1,394 Joined: Jan 2015
RE: LDLt decomposition?
(06-02-2015 11:26 AM)DrD Wrote:  Is diag() useful for you?

Code:
 EXPORT gjp() BEGIN    M5:=[[2,1,1,5],[-8,-2,-12,0],[1,2,0,0]];  // Your matrix   M6:=diag(M5);  //  Diagonal Matrix   return M6;   END;

hi Dale,
diag() is also ok to get pivots, but after to have "pivot-ized" the original matrix: [[2,1,1,5],[4,-6,0,-2],[-2,7,2,9]]

My goal is to return a transformed matrix and a list with pivots (and also diag() could be ok).

EDIT:
Something like that, Dale:
Code:
 EXPORT gaussJordan(m) // Gauss-Jordan elimination and pivots // Salvo Micciché 2015 BEGIN local temp, k, gj, r, c, j, piv; r:=rowDim(m); c:=colDim(m); temp:=MAKEMAT(0,r,c); gj:=MAKEMAT(0,r,c); piv:=MAKELIST(0,X,1,r); temp:= m; FOR j FROM 1 TO r DO       temp:=pivot(temp,1,1);       // gj(j):= temp(1);     FOR k FROM 1 TO colDim(temp) DO         gj(j, c-k+1):= temp(1, colDim(temp)-k+1);     END; // inner for       piv(j):=temp(1,1);     IF (j<r) THEN     temp:= delrows(temp,1);     temp:= delcols(temp,1);     END;       temp:= temp/piv(j);   END; // for piv:= list2mat(piv, r); RETURN {gj, piv}; END;

this runs, but with "singular" matrices it gives still division by 0 and in some cases fails (we need also swapping of some rows...), however now we have a base to calculate LDLt decomposition also...

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 Messages In This Thread LDLt decomposition? - salvomic - 01-26-2015, 12:30 PM RE: LDLt decomposition? - salvomic - 06-01-2015, 05:54 PM RE: LDLt decomposition? - salvomic - 06-01-2015, 10:51 PM RE: LDLt decomposition? - DrD - 06-02-2015, 11:26 AM RE: LDLt decomposition? - salvomic - 06-02-2015 12:10 PM RE: LDLt decomposition? - salvomic - 06-02-2015, 05:54 PM RE: LDLt decomposition? - DrD - 06-02-2015, 10:05 PM RE: LDLt decomposition? - salvomic - 06-02-2015, 10:15 PM RE: LDLt decomposition? - Helge Gabert - 06-02-2015, 11:05 PM RE: LDLt decomposition? - DrD - 06-03-2015, 11:59 AM RE: LDLt decomposition? - salvomic - 06-03-2015, 12:19 PM RE: LDLt decomposition? - salvomic - 06-03-2015, 01:22 PM

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