triangular decomposition
in [Matlab]
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From: jamuna kamaraj on 12 Apr 2010 05:09 hai i tried to LU also, it is applicable for square matrix. but i need to take rectangular matrix l l' and m matrix are obtained from rectangular matrix. please help "jamuna kamaraj" <jamunakamaraj(a)gmail.com> wrote in message <hpub5f$894$1(a)fred.mathworks.com>... > Dear friends > How to take triangular decomposition for a rectangular matrix. I found that kraut algorithm will do that. but i dont know about. any one knows this, kindly reply.
From: Rune Allnor on 12 Apr 2010 05:19 On 12 apr, 11:09, "jamuna kamaraj" <jamunakama...(a)gmail.com> wrote: > hai > > i tried to LU also, it is applicable for square matrix. but i need to take rectangular matrix l l' and m matrix are obtained from rectangular matrix. please help doc qr Rune
From: Bruno Luong on 12 Apr 2010 05:42 "jamuna kamaraj" <jamunakamaraj(a)gmail.com> wrote in message <hpunvf$o56$1(a)fred.mathworks.com>... > ... but i need to take rectangular matrix l l' and m matrix are obtained from rectangular matrix. please help Sorry, I honestly can't understand what you want. Bruno
From: jamuna ramesh on 13 Apr 2010 05:16 hai assume A is a one rectangular matrix size of (m x n). By decomposition, which is divided into 3 matrix, Lower triangular matrix L11 (n x n), Upper triangular matrix U11 (n x n) and L21 rectanugular matix (m xn). [L11; L21 ] *U11 will get actual matrix A matrix. How can i arrive L11 L21 and U11????????????????????????? "Bruno Luong" <b.luong(a)fogale.findmycountry> wrote in message <hpuptb$lva$1(a)fred.mathworks.com>... > "jamuna kamaraj" <jamunakamaraj(a)gmail.com> wrote in message <hpunvf$o56$1(a)fred.mathworks.com>... > > ... but i need to take rectangular matrix l l' and m matrix are obtained from rectangular matrix. please help > > Sorry, I honestly can't understand what you want. > > Bruno
From: Bruno Luong on 13 Apr 2010 05:32
"jamuna ramesh" <jamram_k(a)yahoo.co.in> wrote in message <hq1con$oaj$1(a)fred.mathworks.com>... > hai > assume A is a one rectangular matrix size of (m x n). By decomposition, which is divided into 3 matrix, Lower triangular matrix L11 (n x n), Upper triangular matrix U11 (n x n) and L21 rectanugular matix (m xn). [L11; L21 ] *U11 will get actual matrix A matrix. > How can i arrive L11 L21 and U11????????????????????????? > I assume the size of L21 is (m-n) x (n), otherwise the dimension do not match. Well, just call LU on the first n-rows of A, then solve linear system for L21. Example: >> A=rand(5,3) A = 0.0536 0.7411 0.8776 0.5365 0.5665 0.1244 0.7572 0.2178 0.0795 0.1169 0.5760 0.9499 0.3488 0.3651 0.5960 % Engine >> [m n]=size(A); >> [L11 U11]=lu(A(1:n,:)); >> L12=A(n+1:end,:)/U11; >> L=[L11; L12]; % Check >> L*U11 ans = 0.0536 0.7411 0.8776 0.5365 0.5665 0.1244 0.7572 0.2178 0.0795 0.1169 0.5760 0.9499 0.3488 0.3651 0.5960 >> norm(L*U11-A)/norm(A) ans = 2.9560e-017 >> % Bruno |