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).

Arguments:

Notes:

QuickSheet

Related Topics