wrong LU decomposition
David Bateman
adb014 at gmail.com
Mon Feb 4 19:19:16 CST 2008
miro simko wrote:
> --------
> Bug report for Octave 2.1.73 configured for i486-pc-linux-gnu
>
> Description:
> -----------
>
> octave computes wrong LU decomposition for given matrix A
> correct decomposition A=L*U:
> (1 2 3 4) (1 0 0 0) (1 2 3 4)
> (2 9 12 15) = (2 1 0 0) * (0 5 6 7)
> (3 26 41 49) (3 4 1 0) (0 0 8 9)
> (5 40 107 135) (5 6 7 1) (0 0 0 10)
>
> octave gives:
> L= (0.20000 0.85714 -0.25000 1.00000)
> (0.40000 1.00000 0.00000 0.00000)
> (0.60000 -0.28571 1.00000 0.00000)
> (1.00000 0.00000 0.00000 0.00000)
>
> U=(5.00000 40.00000 107.00000 135.00000)
> (0.00000 -7.00000 -30.80000 -39.00000)
> (0.00000 0.00000 -32.00000 -43.14286)
> (0.00000 0.00000 0.00000 -0.35714)
>
>
> Repeat-By:
> ---------
> L = [1,0,0,0; 2,1,0,0; 3,4,1,0; 5,6,7,1];
> U = [1,2,3,4; 0,5,6,7; 0,0,8,9; 0,0,0,10];
> A = L*U;
> %A = [1,2,3,4; 2,9,12,15; 3,26,41,49; 5,40,107,135];
> [L2,U2] = lu(A);
norm (L2*U2 - A)
ans = 4.4409e-16
Nothing here, move along..
D.
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