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JMathLib
A Java Clone of Octave, SciLab, Freemat and Matlab.

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lu

Type: External

Group: matrix

Syntax

   [L,U]   = lu (A) 
   [L,U,P] = lu (A) 
   [L]     = lu (A) 
   x       = lu (A,B) as a solution to A*X = B;

Description

Returns the LU decomposition of a matrix

Notes

For an m-by-n matrix A with m >= n, the LU decomposition is an m-by-n unit lower triangular matrix L, an n-by-n upper triangular matrix U, and a permutation vector piv of length m so that A(piv,:) = L*U. If m < n, then L is m-by-m and U is m-by-n. The LU decompostion with pivoting always exists, even if the matrix is singular, so the constructor will never fail. The primary use of the LU decomposition is in the solution of square systems of simultaneous linear equations. This will fail if isNonsingular() returns false.

See Also

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