luget — extraction of sparse LU factors
[P,L,U,Q]=luget(hand)
handle, output of lufact
sparse permutation matrix
sparse matrix, lower triangular if hand
is obtained from a non singular matrix
square non singular upper triangular sparse matrix with ones along the main diagonal
sparse permutation matrix
[P,L,U,Q]=luget(hand)
with hand
obtained by
the command [hand,rk]=lufact(A)
with A
a sparse matrix
returns four sparse matrices such that P*L*U*Q=A
.
The A matrix needs not be full rank but must be square (since A is assumed sparse one may add zeros if necessary to squaring down A).
If A
is singular, the L
matrix is column compressed (with
rk
independent nonzero columns): the nonsingular sparse
matrix Q'*inv(U)
column compresses A
.