Python/arithmetic_analysis/lu_decomposition.py

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2018-10-19 12:48:28 +00:00
import numpy
def LUDecompose (table):
#table that contains our data
#table has to be a square array so we need to check first
rows,columns=numpy.shape(table)
L=numpy.zeros((rows,columns))
U=numpy.zeros((rows,columns))
if rows!=columns:
return
for i in range (columns):
for j in range(i-1):
sum=0
for k in range (j-1):
sum+=L[i][k]*U[k][j]
L[i][j]=(table[i][j]-sum)/U[j][j]
L[i][i]=1
for j in range(i-1,columns):
sum1=0
for k in range(i-1):
sum1+=L[i][k]*U[k][j]
U[i][j]=table[i][j]-sum1
return L,U
matrix =numpy.array([[2,-2,1],[0,1,2],[5,3,1]])
L,U = LUDecompose(matrix)
print(L)
print(U)