LU decomposition of matrix

Muthuraj R

Actually I am new to this topic.
I read few tutorials about LU decomposition of matrix in the net.
A = LU ; A - actual matrix, L - Lower triangular matrix, U - Upper triangular matrix.Few people say that, principal diagonal elements of L should be unity.
Some others say that, principal diagonal elements of U should be unity.
Pls clarify.
or else suggest me some suitable method for LU decomposition of a matrix.
Thanks.

chiro

Hey Muthuraj B and welcome to the forums.

Have you looked at Wikipedia?

http://en.wikipedia.org/wiki/LU_decomposition

Muthuraj R

Thanks, chiro.
Wikipedia says,
"The factorization is unique if we require that the diagonal of L (or U) consist of ones."
Fine. Either 'L' or 'U' has to have unity diagonal elements.
Algorithms for LU decomposition that I can see in the net follows 'L' to have unity diagonal elements. But my problem requires 'U' to have unity diagonal elements.
Could pls suggest such algorithm.

Muthuraj R

Ya. Got it.
Attached that file.
Pls check and correct me if anything is wrong.
Thanks all.

Attached Files

LU_Decomposition.pdf (88.3 KB, 7 views)