LUDC
The
LUDC
procedure replaces an
n
by
n
array,
A
, with the
LU decomposition of a row-wise permutation of itself.
LUDC is based on the routine
ludcmp
described in section 2.3 of
Numerical Recipes in C: The Art of Scientific Computing
(Second Edition), published by Cambridge University Press, and is used by permission.
Calling Sequence
LUDC,
A, Index
Arguments
A
An
n
by
n
array of any type except string. Upon output,
A
is replaced with its LU decomposition.
Index
An output vector that records the row permutations which occurred as a result of partial pivoting.
Keywords
COLUMN
Set this keyword if the input array
A
is in column-major format (composed of column vectors) rather than in row-major format (composed of row vectors).
DOUBLE
Set this keyword to force the computation to be done in double-precision arithmetic.
INTERCHANGES
An output variable that is set to positive 1 if the number of row interchanges was even, or to negative 1 if the number of interchanges was odd.
Example
See the description of LUSOL for an example using this function.
