AAE-NA-Labs/Direct Methods for Solving Linear Systems/outer_product_gaussian_elimination.m

21 lines
450 B
Matlab

% Algorithm 1: Outer Product Gaussian Elimination (Alg. 3.2.1)
function [U, Mk] = outer_product_gaussian_elimination(A)
[n, m] = size(A);
if n ~= m
error('Matrix is not squared!')
end
if det(A) == 0
error('Matrix is not nonsingular!')
end
for k = 1 : n-1
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
U = triu(A);
Mk = diag(A,-1); % Gauss vector