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sunghunGS / RRENV

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Complete pivoting LU decomposition in R #3

Open sunghunGS opened 5 years ago

sunghunGS commented 5 years ago

I wrote the data simulation in R, but I couldn't find out the function for "Complete pivoting LU decomposition (which is equivalent to FullPivLU in C++)"

If we need to manually calculate this, this link would be helpful.

orozcodelpinopedro commented 5 years ago

Complete pivoting is for making more stable the decomposition when having pivots. Since we are filling the matrixes with norm(0,1) then there shouldn't be any pivots and hence is not necessary.