[eigen] Re: LU partial pivoting: LUP versus PLU |
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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: [eigen] Re: LU partial pivoting: LUP versus PLU
- From: Benoit Jacob <jacob.benoit.1@xxxxxxxxx>
- Date: Wed, 28 Jan 2009 22:24:28 +0100
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2009/1/28 Benoit Jacob <jacob.benoit.1@xxxxxxxxx>:
> my U matrix must have all the nonzero diagonal coefficients grouped at
> the beginning.
Let me rephrase that: my matrix U must have all the "leading
coefficients" lying on the main diagonal.
Here I call "leading coefficient" any coefficient that is the first
nonzero coefficient in its own row (going from left to right).
Cheers,
Benoit