Decomposition of a regular matrix
The \(LU\) factorization is a decomposition of the regular matrix M into the product of a left lower triangular matrix L and a right upper triangular matrix U. Thus, A = L * U
The implementation uses a number of pivoting elements to increase numerical stability. The pivot elements encode a permutation matrix P such that P * A = L * U
LU is implemented as a RedCrab class. The result is an object of class LU.
LU (Matrix)
LU (Format, Matrix)
M
U
L
P
Factorization matrix
Returns the top triangle
Returns the lower triangle
Returns the used permutation of the LU decomposition
Alternative access to the element \(U \) with a format string for the output of the upper triangle:
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