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See the recommended documentation of this function
luget
extraction of sparse LU factors
Calling Sequence
[P,L,U,Q]=luget(hand)
Arguments
- hand
handle, output of
lufact
- P
sparse permutation matrix
- L
sparse matrix, lower triangular if
hand
is obtained from a non singular matrix- U
square non singular upper triangular sparse matrix with ones along the main diagonal
- Q
sparse permutation matrix
Description
[P,L,U,Q]=luget(hand)
with hand
obtained by
the command [hand,rk]=lufact(A)
with A
a sparse matrix
returns four sparse matrices such that P*L*U*Q=A
.
The A matrix needs not be full rank but must be square (since A is assumed sparse one may add zeros if necessary to squaring down A).
If A
is singular, the L
matrix is column compressed (with
rk
independent nonzero columns): the nonsingular sparse
matrix Q'*inv(U)
column compresses A
.
Examples
<< lufact | Sparses Matrix | lusolve >> |