?? lupiv.m
字號:
function [L,U,pv] = luPiv(A,ptol)
% luPiv LU factorization with partial pivoting
%
% Synopsis: [L,U,pv] = luPiv(A)
% [L,U,pv] = luPiv(A,ptol)
%
% Input: A = coefficient matrix
% ptol = (optional) tolerance for detection of zero pivot
% Default: ptol = 50*eps
%
% Output: L,U = lower triangular matrix, L, and upper triangular
% matrix, U, such that A(pv,:) = L*U
% pv = index vector that records row exchanges used to select
% good pivots. The row permutations performed during
% elimination can be applied to the right hand side vector
% with b(pv). The L and U returned by luPiv are the
% factors of permuted matrix A(pv,:), which is equivalent
% to P*A where P is the permutation matrix created
% by the two statements P = eye(size(A)); P = P(pv,:).
if nargin<3, ptol = 50*eps; end % Default tolerance for zero pivot
[m,n] = size(A);
if m~=n, error('A matrix needs to be square'); end
pv = (1:n)';
for i = 1:n-1 % loop over pivot row
[pivot,p] = max(abs(A(i:n,i))); % value and index of largest pivot
ip = p + i - 1; % p is index in subvector i:n
if ip~=i % ip is true row index of desired pivot
A([i ip],:) = A([ip i],:); % swap the rows
pv([i ip]) = pv([ip i]); % record pivot order
end
pivot = A(i,i);
if abs(pivot)<ptol, error('zero pivot encountered after row exchange'); end
for k = i+1:n % row k is eliminated next
A(k,i) = A(k,i)/pivot; % compute and store multiplier
A(k,i+1:n) = A(k,i+1:n) - A(k,i)*A(i,i+1:n); % row ops to eliminate A(k,i)
end
end
L = eye(size(A)) + tril(A,-1); % extract L and U
U = triu(A);
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