LU Decompositions

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CharlieEVIEWS
Posts: 202
Joined: Tue Jul 17, 2012 9:47 am

LU Decompositions

Postby CharlieEVIEWS » Thu Feb 26, 2015 1:59 pm

Here's an early version of an attempted LU decomposition (partial pivot method). It's not overly efficient but I will possibly modify it to also work for matrices where the leading diagonal isn't zero at some point soon, and post below.

Code: Select all

!n=@rows(A)
matrix L = @identity(!n)
matrix P=  @identity(!n)
matrix U=A
for !k=1 to !n-1
   vector temp = @subextract(U,!k,!k,!n,!k)
   !pivot=@max(@abs(temp))
   for !j = 1 to @rows(temp)
      if @abs(temp(!j))=!pivot then
         !ind=!j+!k-1
      '   !j=!n+1
      endif
   next
   d temp
   vector temp_k = @subextract(U,!k,!k,!k,!n)
   vector temp_ind = @subextract(U,!ind,!k,!ind,!n)
   matplace(U,temp_k,!ind,!k)
   matplace(U,temp_ind,!k,!k)
   d temp_k temp_ind
   vector temp_k = @subextract(L,!k,1,!k,!k-1)
   vector temp_ind = @subextract(L,!ind,1,!ind,!k-1)
   matplace(L, temp_k,!ind,1)
   matplace(L, temp_ind,!k,1)
   d temp_k temp_ind
   vector temp_k = @rowextract(P,!k)
   vector temp_ind = @rowextract(P,!ind)
   matplace(P,temp_k,!ind,1)
   matplace(P,temp_ind,!k,1)
   d temp_k temp_ind
   for !j= !k+1 to !n
      L(!j,!k)=U(!j,!k)/U(!k,!k)
      matplace(U,@subextract(U,!j,!k,!j,!n)-L(!j,!k)*@subextract(U,!k,!k,!k,!n),!j,!k)
   next
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