Tuesday, March 30, 2010

PA=LU factorization of a matrix in Excel/VBA


This file performs the PA=LU factorization (LU decomposition with partial pivoting).

1 comment:

Stephen Kirkup said...

Solution of Linear Systems of Equations by LU Factorisation in Excel

An Excel spreadsheet for demonstrating the LU factorisation method can be downloaded from the following link. The spreadsheet demonstrates the LU factorisaton method on a 3x3, a 5x5 and a 10x10 sytem of equations.

http://www.numerical-methods.com/Excel_VBA/LU.xlsm

The file contains the the VBA modules LU.bas that carries out the LU factorisation of a square matrix of any dimension and the module LUfbsub.bas that carries out the forward and back substitution process that is required to go on to solve a linear system of equations following LU factorisation of the matrix.