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LU decomposition of matrix

  1. Jan 19, 2012 #1
    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.
     
  2. jcsd
  3. Jan 19, 2012 #2

    chiro

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  4. Jan 20, 2012 #3
    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.
     
  5. Jan 20, 2012 #4
    Ya. Got it.
    Attached that file.
    Pls check and correct me if anything is wrong.
    Thanks all.
     

    Attached Files:

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