MATRIX commands
PROGRAM NAME
mlud - Compute LU Decomposition of Matrix (Input = L*U)
DESCRIPTION
mlud
computes the LU decomposition of a matrix with partial pivoting and
row interchanges. If A is the input matrix, mlud will solve
the system P*L*U = A for the L and U matrices. The P matrix is
represented on output by a pivot index vector PI, where row i has been
interchanged with row PI[i]. U is an upper
triangular matrix, and L lower triangular with unit diagonal. PI is of length
min(rows,cols). The LAPACK routines DGETRF and ZGETRF are used to perform
the actual decomposition.
After execution of the appropriate LAPACK routine, a diagnostic may be
printed out indicating that the input matrix is singular and at what point
this was detected. This will be printed only if KHOROS_NOTIFY is set to
STANDARD or more verbosity. This message is NOT an error, just information,
and mlud will run to completion anyway.
REQUIRED ARGUMENTS
- -i
-
type: infile
desc: Input matrix
OPTIONAL ARGUMENTS
- -o1
-
type: outfile
desc: Resulting lower triangular output matrix
default: {none}
- -o2
-
type: outfile
desc: Resulting upper triangular output matrix
default: {none}
- -o3
-
type: outfile
desc: Pivot index vector
default: {none}
EXAMPLES
SEE ALSO
RESTRICTIONS
REFERENCES
LAPACK Users' Guide, E. Anderson et. al., SIAM 1992. ISBN 0-89871-294-7
COPYRIGHT
Copyright (C) 1993 - 1997, Khoral Research, Inc. ("KRI") All rights reserved.