21 lines
443 B
Matlab
21 lines
443 B
Matlab
% Algorithm 1: Outer Product Gaussian Elimination (Alg. 3.2.1)
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function [U, L] = outer_product_gaussian_elimination(A)
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[n, m] = size(A);
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if n ~= m
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error('Matrix is not squared!')
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end
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if det(A) == 0
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error('Matrix is not nonsingular!')
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end
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for k = 1 : n-1
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rows = k + 1 : n;
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A(rows, k) = A(rows, k)/A(k, k);
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A(rows, rows) = A(rows, rows) - A(rows, k) * A(k, rows);
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end
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U = triu(A);
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L = tril(A, -1) + eye(n);
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