Procedure Script LU decomposition on a matrix array
- Author:
- hawe
- Topic:
- Linear Equations, Matrices
LRProcedureScript
the matrix is applied twice followed by the vector b, the first matrix field becomes LR (stepwise)
beware of rounding errors...increase decimal places (15)
k - step to make zeros to collumn k
L - calculate the red formulas - make collumn k of L
R - calculate the black formulas - make lines k+1..n of R
k↕p - exchange line k-p
L R - generate new L,R matrices if n has changed
add vector b (= Ax) in TAB column 2n+1
Details and basics
CAS LR Factorization Matrix Array
Version
MathCad/SMath LU matrix array and row/column permutation vector
SMath Code
