from pprint import pprint def matrixMul(A, B): TB = zip(*B) return [[sum(ea*eb for ea,eb in zip(a,b)) for b in TB] for a in A] def pivotize(m): """Creates the pivoting matrix for m.""" n = len(m) ID = [[float(i == j) for i in xrange(n)] for j in xrange(n)] for j in xrange(n): row = max(xrange(j, n), key=lambda i: abs(m[i][j])) if j != row: ID[j], ID[row] = ID[row], ID[j] return ID def lu(A): """Decomposes a nxn matrix A by PA=LU and returns L, U and P.""" n = len(A) L = [[0.0] * n for i in xrange(n)] U = [[0.0] * n for i in xrange(n)] P = pivotize(A) A2 = matrixMul(P, A) for j in xrange(n): L[j][j] = 1.0 for i in xrange(j+1): s1 = sum(U[k][j] * L[i][k] for k in xrange(i)) U[i][j] = A2[i][j] - s1 for i in xrange(j, n): s2 = sum(U[k][j] * L[i][k] for k in xrange(j)) L[i][j] = (A2[i][j] - s2) / U[j][j] return (L, U, P) a = [[1, 3, 5], [2, 4, 7], [1, 1, 0]] for part in lu(a): pprint(part, width=19) print print b = [[11,9,24,2],[1,5,2,6],[3,17,18,1],[2,5,7,1]] for part in lu(b): pprint(part) print