LUDCMP Procedure

Replaces an n-by-n matrix, a, with the LU decomposition of a row-wise permutation of itself.

LUDCMP, a, index, d

a An n-by-n matrix.

a On output, a is replaced by the LU decomposition of a row-wise permutation of itself.

index The vector which records the row permutation effected by the partial pivoting. The values returned for index are needed in the call to LUBKSB.

d An indicator of the number of row interchanges:

Keywords

None.

The preferred method of solving the linear set of equations Ax = B is:

LUDCMP, A, indx, D

; Decompose square matrix A.

LUBKSB, A, indx, B

; Use LUBKSB function for forward and back substitution,
; replacing B with the result x.

LUBKSB, MPROVE

LUDCMP is based on the routine of the same name in Numerical Recipes in C: The Art of Scientific Computing, by Flannery, Press, Teukolsky, and Vetterling, Cambridge University Press, Cambridge, MA, 1988. It is used by permission.