Data commit

Task/LU-decomposition/Stata/lu-decomposition-1.stata

@@ -0,0 +1,34 @@
+mata
+: lud(a=(1,3,5\2,4,7\1,1,0),l=.,u=.,p=.)
+
+: a
+       1   2   3
+    +-------------+
+  1 |  1   3   5  |
+  2 |  2   4   7  |
+  3 |  1   1   0  |
+    +-------------+
+
+: l
+        1    2    3
+    +----------------+
+  1 |   1    0    0  |
+  2 |  .5    1    0  |
+  3 |  .5   -1    1  |
+    +----------------+
+
+: u
+         1     2     3
+    +-------------------+
+  1 |    2     4     7  |
+  2 |    0     1   1.5  |
+  3 |    0     0    -2  |
+    +-------------------+
+
+: p
+       1
+    +-----+
+  1 |  2  |
+  2 |  1  |
+  3 |  3  |
+    +-----+

Task/LU-decomposition/Stata/lu-decomposition-2.stata

@@ -0,0 +1,23 @@
+void ludec(real matrix a, real matrix l, real matrix u, real vector p) {
+	real scalar i,j,n,s
+	real vector js
+	
+	l = a
+	n = rows(a)
+	p = 1::n
+	for (i=1; i<n; i++) {
+		maxindex(abs(l[i::n,i]), 1, js=., .)
+		j = js[1]+i-1
+		if (j!=i) {
+			l[(i\j),.] = l[(j\i),.]
+			p[(i\j)] = p[(j\i)]
+		}
+		for (j=i+1; j<=n; j++) {
+			l[j,i] = s = l[j,i]/l[i,i]
+			l[j,i+1..n] = l[j,i+1..n]-s*l[i,i+1..n]
+		}
+	}
+	
+	u = uppertriangle(l)
+	l = lowertriangle(l, 1)
+}

Task/LU-decomposition/Stata/lu-decomposition-3.stata

@@ -0,0 +1,33 @@
+: ludec(a=(1,3,5\2,4,7\1,1,0),l=.,u=.,p=.)
+
+: a
+       1   2   3
+    +-------------+
+  1 |  1   3   5  |
+  2 |  2   4   7  |
+  3 |  1   1   0  |
+    +-------------+
+
+: l
+        1    2    3
+    +----------------+
+  1 |   1    0    0  |
+  2 |  .5    1    0  |
+  3 |  .5   -1    1  |
+    +----------------+
+
+: u
+         1     2     3
+    +-------------------+
+  1 |    2     4     7  |
+  2 |    0     1   1.5  |
+  3 |    0     0    -2  |
+    +-------------------+
+
+: p
+       1
+    +-----+
+  1 |  2  |
+  2 |  1  |
+  3 |  3  |
+    +-----+