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Add pivoting to LU decomposition. #5430

Merged
merged 1 commit into from
Jan 18, 2014
Merged

Add pivoting to LU decomposition. #5430

merged 1 commit into from
Jan 18, 2014

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andreasnoack
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To avoid absurdity and craziness.

@jiahao
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jiahao commented Jan 17, 2014

Would you like to come postdoc with me? ;)

@andreasnoack
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Definately

@jiahao
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jiahao commented Jan 17, 2014

I'll talk to @alanedelman. I think we can make it happen.

@stevengj
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Thanks for taking care of this so quickly, @andreasnoackjensen.

@JeffBezanson
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Is there any reason not to merge this now?

@IainNZ
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IainNZ commented Jan 18, 2014

This series of commits on this stuff is reminding me of my undergrad computational techniques class, should go back and tell my professors to use Julia and not force non-computer savvy 2nd year engineering students to implement LU with pivots in C!

@andreasnoack
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@jiahao I took a closer look at dgetf2 and it "finishes" the decomposition even when a pivot is detected to be zero. I am not sure why they have chosen to do so, but thought the safe solution here was to mimic LAPACK.

@jiahao
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jiahao commented Jan 18, 2014

It makes sense to me now after thinking about it. A singular matrix can have a valid LU decomposition; it is merely not unique.

jiahao added a commit that referenced this pull request Jan 18, 2014
Add pivoting to LU decomposition.
@jiahao jiahao merged commit d2f501d into master Jan 18, 2014
@andreasnoack andreasnoack deleted the anj/lup branch January 18, 2014 19:06
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5 participants