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LU decomposition: Difference between revisions
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</pre>
===Creating a MATLAB function===
<lang Matlab>
function [ P, L, U ] = LUdecomposition(A)
% Ensures A is n by n
sz = size(A);
if sz(1)~=sz(2)
fprintf('A is not n by n\n');
clear x;
return;
end
n = sz(1);
L = eye(n);
P = eye(n);
U = A;
for i=1:sz(1)
% Row reducing
if U(i,i)==0
maximum = max(abs(U(i:end,1)));
for k=1:n
if maximum == abs(U(k,i))
temp = U(1,:);
U(1,:) = U(k,:);
U(k,:) = temp;
temp = P(:,1);
P(1,:) = P(k,:);
P(k,:) = temp;
end
end
end
if U(i,i)~=1
temp = eye(n);
temp(i,i)=U(i,i);
L = L * temp;
U(i,:) = U(i,:)/U(i,i); %Ensures the pivots are 1.
end
if i~=sz(1)
for j=i+1:length(U)
temp = eye(n);
temp(j,i) = U(j,i);
L = L * temp;
U(j,:) = U(j,:)-U(j,i)*U(i,:);
end
end
end
P = P';
end
</lang>
=={{header|Python}}==
{{trans|D}}
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