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.