Name

sp_lu — Performs a LU decomposition on a sparse matrix

Calling Sequence

[L[,U[,P]]] = sp_lu(M[,alpha])

Parameters

M

the real sparse matrix on which we will perform the LU decomposition

alpha

a coefficient used in the partial pivoting (default value: 1).

partial pivoting and Markowitz criterion:

|a[p][k]| >= alpha * max_i |a[i][k]|

L

the L sparse matrix from the LU decomposition

U

the U sparse matrix from the LU decomposition

P

The permutation matrix such that L*U = P*A

Description

Performs a LU decomposition on a sparse matrix

Example

 
 

See Also

sp_luinc, sp_chol, sp_cholinc, sp_cgs, sp_sgne, sp_gmres, sp_mgcr, sp_chsolve, sp_lusolve

Authors

Yann COLLETTE