Performing Gauss Elimination with MatLab

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Lukumon Kazeem
Lukumon Kazeem on 11 Jul 2012
Commented: Ilyas Nhasse on 26 Oct 2021
K =
-0.2106 0.4656 -0.4531 0.7106
-0.6018 0.2421 -0.8383 1.3634
0.0773 -0.5600 0.4168 -0.2733
0.7945 1.0603 1.5393 0.0098
I have the above matrix and I'd like to perform Gauss elimination on it with MatLab such that I am left with an upper triangular matrix. Please how can I proceed?

Answers (3)

József Szabó
József Szabó on 29 Jan 2020
function x = solveGauss(A,b)
s = length(A);
for j = 1:(s-1)
for i = s:-1:j+1
m = A(i,j)/A(j,j);
A(i,:) = A(i,:) - m*A(j,:);
b(i) = b(i) - m*b(j);
end
end
x = zeros(s,1);
x(s) = b(s)/A(s,s);
for i = s-1:-1:1
sum = 0;
for j = s:-1:i+1
sum = sum + A(i,j)*x(j);
end
x(i) = (b(i)- sum)/A(i,i);
end
  2 Comments
Tyvaughn Holness
Tyvaughn Holness on 28 Mar 2020
Edited: Tyvaughn Holness on 29 Mar 2020
Great work, thanks! I found a faster implementation that avoids the double for loop to reduce complexity and time.

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Richard Brown
Richard Brown on 12 Jul 2012
The function you want is LU
[L, U] = lu(K);
The upper triangular matrix resulting from Gaussian elimination with partial pivoting is U. L is a permuted lower triangular matrix. If you're using it to solve equations K*x = b, then you can do
x = U \ (L \ b);
or if you only have one right hand side, you can save a bit of effort and let MATLAB do it:
x = K \ b;
  2 Comments
Lukumon Kazeem
Lukumon Kazeem on 12 Jul 2012
Thank you Richard for your response. I have used this approach a no. of times ([L U]=lu(k)) and the results are always different from that in published literature. I suspect it's because it performs partial and not complete pivoting
Richard Brown
Richard Brown on 13 Jul 2012
I wouldn't expect it would necessarily compare with published literature - what you get depends on the pivoting strategy (as you point out).
Complete pivoting is rarely used - it is pretty universally recognised that there is no practical advantage to using it over partial pivoting, and there is significantly more implementation overhead. So I would question whether results you've found in the literature use complete pivoting, unless it was a paper studying pivoting strategies.
What you might want is the LU factorisation with no pivoting. You can trick lu into providing this by using the sparse version of the algorithm with a pivoting threshold of zero:
[L, U] = lu(sparse(K),0);
% L = full(L); U = full(U); %optionally

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James Tursa
James Tursa on 11 Jul 2012
  2 Comments
Lukumon Kazeem
Lukumon Kazeem on 12 Jul 2012
James, thank you for your response. I have tried to apply your suggestion to the matrix I posed earlier but it came up with the below prompt. What do you think?
"??? Undefined function or method 'gecp' for input arguments of type 'double'".
James Tursa
James Tursa on 13 Jul 2012
You need to download the gecp function from the FEX link I posted above, and then put the file gecp.m somewhere on the MATLAB path.

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