Wrong answers given by MATLAB LU Factorization

11 vues (au cours des 30 derniers jours)
Zhuo
Zhuo le 15 Jan 2014
Commenté : José-Luis le 15 Jan 2014
LU factorization or decomposition method is supposed to decompose a square matrix to a lower matrix and a upper matrix. However, I tried to test some 2 by 2 matrix, the MATLAB LU method sometimes give me 2 upper matrix. Such an original matrix as:
A=[4 , 3 ; 6 , 3]
The answer given by MATLAB:
[L,U]=lu(A)
L=[0.667,1 ; 1, 0]
U=[6, 3 ; 0, 1]
The correct answer should be
L=[1 , 0 ; 1.5, 1]
U=[4 , 3 ; 0, -1.5]
I don't understand why MATLAB gives me such answer
Please, someone help me!

Réponses (2)

Sean de Wolski
Sean de Wolski le 15 Jan 2014
The behavior you are seeing is described in Example 1 of the lu documentation:
  1 commentaire
Zhuo
Zhuo le 15 Jan 2014
Hello, Thank you very much for your help.
I think the only way to let MATLAB to give me the correct format of lower matrix is to use: [L,U,P]=lu(A) But I have to pre-multiply the inverse of P in order to convert back to A Do you know there is a way to let MATLAB to give me an upper and a lower matrix straight away without involving intermediate matrix, such as P ?

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José-Luis
José-Luis le 15 Jan 2014
Both answers are valid.
A = [2/3,1 ; 1, 0] *[6, 3 ; 0, 1]
B = [1 , 0 ; 1.5, 1] * [4 , 3 ; 0, -1.5]
A == B
  2 commentaires
Zhuo
Zhuo le 15 Jan 2014
Thank you very much! I know both answers are valid. However, it is very necessary to write one of the matrix in lower matrix format which is easier for my program to take further calculations.
José-Luis
José-Luis le 15 Jan 2014
I don't understand what you mean.

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