/Matrix_Solver_LU

Matrix Solver using LU Decomposition.

Primary LanguageMATLABMIT LicenseMIT

Matrix_Solver_LU

Solves AX = B system for X using LU decomposition.

Converts Matrix A into L (with ones on the diagonal) and U matrix.

Description

  • findLU:
    Input: square matrix with no column, in the lower left of the matrix, completely zero.
    Result: L the lower left matrix; U the upper right matrix; P the permutation matrix.
  • msolve:
    Calls the findLU function and solves a system AX = B

Timing Analysis

The functions are tested by using Matlab's magic(n) function to generate a random n x n square matrix.

  • findLU function:

  • lu function by Matlab (Note the scale of the vertical axis Time):

  • YES, Matlab's lu function is around 422 times faster than my findLU, compared at matrix dimension 1600 x 1600.