Effacer les filtres
Effacer les filtres

How is the MATLAB LU decomposition so accurate?

1 vue (au cours des 30 derniers jours)
Mircea Susca
Mircea Susca le 3 Août 2018
Hello,
I wanted to implement my own LU factorization algorithm and I compared it with the output produced by the standard lu function in MATLAB. The results are correct, as the norm of the residual A-L*U has a very small value.
What other principle is applied in the MATLAB implementation of the algorithm as it is a lot more consistent and accurate compared with the basic factorization? I also tried partial, rook and complete pivoting and it's still a few orders of magnitude weaker generally. Is there some iterative refinement applied on the matrices or does the proprietary implementation have access to some extended precision when using the CPU?
I uploaded a plot of the comparison of the two methods.

Réponses (0)

Catégories

En savoir plus sur Matrix Decomposition dans Help Center et File Exchange

Produits

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by