LU Decomposition |
lu(M) Returns a matrix containing three augmented square matrices, P, L, and U, all having the same size as M; these matrices satisfy the equation P·M = L·U, where L and U are lower and upper triangular, respectively. Use the submatrix function to extract these smaller matrices. The lu function uses Crout's method with partial pivoting. (W. Press, Et. al., Numerical Recipes).