<< sp_lu Sparse functions sp_cgs >>

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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

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