ldu.zip_LDU_UP_ldu matlab

function [ L, D, U ] = ldu(A) m = 10; n = 10; p = 1:m; %for i=1:n %A(i:m, i) % [mv, mi] = max(abs(A(i:m, i))); % mi = mi + i-1; % if mi ~= i %Need to make a permutation %Swap the row % rowtoswap = A(i , :); % A(i , :) = A(mi , :); % A(mi, :) = rowtoswap; % %Swap the index % previouspivot = p(i); % p(i) = p(mi); % p(mi) = previouspivot; % end %end L = eye(m,m); D = eye(m,m); U = A; for i=1:n for j=(i+1):n if U(i, i) ~= 0 L(j, i) = U(j, i) ./ U(i, i); else L(j, i) = 0; end U(j, i:n) = U(j, i:n)- L(j, i) * U(i ,i:n); end D(i, i) = U(i, i); if D(i , i) ~= 0 U(i, i:n) = U(i, i:n) ./ D(i, i); else U(i, i:n) = 0; end end % Create P from indices % P = zeros(m, n); % for i=1:m % P(i, p(i)) = 1; % end % L % D % U end