So given a matrix I want to find the its LU decomposition.
So I could use
> A: matrix( [1, 2, 3], [4, 5, 6], [7, 8, 9] );
> lu_factor(A)$
> get_lu_factors(%);
and that would give me L and U in %[2], and [%3], respectively.
However, the LU decomposition, but I am looking for it's:
L - lower triangular matrix (not lower triangular matrix with
unitary diagonal, which is what get_lu_factors returns)
U - as upper triangular matrix with unitary diagonal. (not upper
triangular without unitary diagonal, which is what get_lu_factors returns)
This is the Khaletsky method. It's not very known. A search in google
yields very few interesting results, but yet, I would like to be able to
compute it that way.
You can find a reference to this method here
http://simlab.mas.bg.ac.rs/ZaSkidanje/LinAlgEq.pdf at slide 17.
So, do you have any idea how I can achieve that?
Thanks in advance.