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I am trying to solve a linear system (Ax=b) of equations at each iteration of a nonlinear solver. I need information about incomplete LU of A, only for the smallest pivot in U, if L has unit diagonal entries. My program is written in Matlab.

I can do full LU and find corresponding L and U vectors for the smallest pivot, but it is costly as the matrix dimension is very large.

Mazhar Ali
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1 Answers1

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I think you might find this code helpful. I'm not entirely sure what is it that you're looking for, but if you just want to use the smallest values form each column of A as pivots, you can just change max to min on line 13 of the code above.

Community
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MarcinKonowalczyk
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