LU Function

Description

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.

Syntax

LU (Matrix)

LU (Format, Matrix)

Elements of class LU

M U L P

Factorization matrix Returns the top triangle Returns the lower triangle Returns the used permutation of the LU decomposition

Example

Alternative access to the element \(U \) with a format string for the output of the upper triangle: