matlab - Gilbert-Peierls algorithm for LU Decomposition -


i searched gilbert-peierls algorithm, haven't found useful (well, found this, it's not working should). think problem second part, , lines:

u(1:k, k) = x(1:k); l(k:n, k) = x(k:n)/u(k, k);

should (according this example):

u(1:n, k) = x(1:n); l(k:n, k) = x(k:n)/u(k, k);

also, in example, l identity matrix, find bit strange. describe algorithm, please? (with or without code)

first, gilbert-peierls’ algorithm left-look decomposition , loops 1 column in every iteration. thus, "k" means loop column. note u upper triangular matrixm, entries below k in each column zero. that's reason of it.

second, gilbert-peierls’ algorithm starts identity l matrix way calculate diagonal entries. helps users calculate diagonal entries of u @ first , deal rest entries of u. gilbert-peierls algorithm does.


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