function [L,U,P] = lu_left (A) %LU_LEFT left-looking LU factorization. % Example: % [L,U,P] = lu_left (A) % See also: cs_demo % Copyright 2006, Timothy A. Davis. % http://www.cise.ufl.edu/research/sparse n = size (A,1) ; P = eye (n) ; L = zeros (n) ; U = zeros (n) ; for k = 1:n x = [ L(:,1:k-1) [ zeros(k-1,n-k+1) ; eye(n-k+1) ]] \ (P * A (:,k)) ; U (1:k-1,k) = x (1:k-1) ; % the column of U [a i] = max (abs (x (k:n))) ; % find the pivot row i i = i + k - 1 ; L ([i k],:) = L ([k i], :) ; % swap rows i and k of L, P, and x P ([i k],:) = P ([k i], :) ; x ([i k]) = x ([k i]) ; U (k,k) = x (k) ; L (k,k) = 1 ; L (k+1:n,k) = x (k+1:n) / x (k) ; % divide the pivot column by U(k,k) end