function [P, Q, L, U] = Alg2_gaussian_elimination_with_complete_pivoting(A) % Algorithm 2: Gaussian Elimination with Complete Pivoting. % [P, Q, L, U] = Alg2_gaussian_elimination_with_complete_pivoting(A) [n, m] = size(A); if n ~= m error('Matrix is not squared!') end % if det(A) == 0 % error('Matrix is not nonsingular!') % end p = 1:n; q = 1:n; for k = 1 : n-1 i = k:n; j = k:n; [max_val, rows_of_max_in_col] = max(abs(A(i, j))); [~, max_col] = max(max_val); max_row = rows_of_max_in_col(max_col); % Assign value of mu and lambda in respect to the main A matrix [mi, lm] = deal(max_row+k-1, max_col+k-1); A([k mi], 1:n) = deal(A([mi k], 1:n)); A(1:n, [k lm]) = deal(A(1:n, [lm k])); p([k, mi]) = p([mi, k]); q([k, lm]) = q([lm, k]); % Perform Gaussian elimination with the greatest pivot if A(k, k) ~= 0 rows = k+1 : n; A(rows, k) = A(rows, k)/A(k, k); A(rows, rows) = A(rows, rows) - A(rows, k) * A(k, rows); end end I = eye(n); U = triu(A); L = tril(A, -1) + I; P = I(p, :); Q = I(:, q);