Name

sp_lu — Performs an incomplete LU decomposition on a sparse matrix

Calling Sequence

[L[,U]] = sp_luinc(M[,alpha])

Parameters

M

the real sparse matrix on which we will perform the LU decomposition

alpha

a coefficient used in the partial pivoting (default value: 1).

partial pivoting and Markowitz criterion:

|a[p][k]| >= alpha * max_i |a[i][k]|

L

the L sparse matrix from the LU decomposition

U

the U sparse matrix from the LU decomposition

Description

Performs an incomplete LU decomposition on a sparse matrix.

At the end of the decomposition, the number of non zeros elements in the L and U matrixes is less or equal to the number of non zeros elements in the M matrix.

Example

 
 

See Also

sp_lu, sp_chol, sp_cholinc, sp_cgs, sp_sgne, sp_gmres, sp_mcgr, sp_chsolve, sp_lusolve

Authors

Yann COLLETTE