Basic LU decomposition problem
 From: Alan Woodland <ajw05@xxxxxxxxxx>
 Date: Mon, 03 Jul 2006 17:02:56 +0100
I've beens struggling for a while to make my LU decomposition algorithm
work. My implementation is based upon the one outlined in the text
"Numerical Recipes in C++, 2nd edition".
The basic algorithm seems to be working fine, all the rows I would
expect to be there are, however they are permuted (as expected), and
values of the variable indx, i.e. the permutation "vector" are either
incorrect, or my understanding of it is wrong. Hopefuly someone can shed
some light on this problem for me.
I had understood the permutation vector returned by the code in NR to be
a representation of a matrix with just one element per row equal to 1
and the rest 0, i.e the vector
{1, 0, 2}
would represent the matrix
0 1 0
1 0 0
0 0 1
etc.
This indeed appears to be a correct interpretation for many case, but
for some cases, e.g. with the matrix:
4, 8, 10
2, 1, 4
3, 1, 2
the permutation vector is returned as
{2, 2, 2}
which makes no sense to me at all!
My initial assumption was that I'd made a mistake in typing out the
algorithm from NR, but I can't seem to find any mistakes in it now, and
it's still not working how I expected. Clearly under the license of the
code in NR I'm not allowed to post any electronic version of their code,
and I have therfore refrained from doing so. Without pasting code this
question may look like I'm asking the impossible, but really what I'm
looking for is the awnsers to these two questions:
1) Is my interpretation of how the permutation vector should work correct?
2) Has anyone else done the same in the past? It'd be great of someone
can point me in the right direction in terms of correcting this problem!
Thanks,
Alan
.
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