LUDecomposition

LUDecomposition[m]

generates a representation of the LU decomposition of a square matrix m.

Details and Options

  • LUDecomposition returns a list of three elements. The first element is a combination of upper and lowertriangular matrices, the second element is a vector specifying rows used for pivoting, and for approximate numerical matrices m the third element is an estimate of the L condition number of m.

Examples

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Basic Examples  (1)

Compute the LU decomposition of a matrix:

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l is in the strictly lowertriangular part of lu with ones assumed along the diagonal:

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u is in the uppertriangular part of lu:

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l.u reconstructs the original matrix:

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Out[4]=

Scope  (3)

Applications  (3)

Properties & Relations  (1)

See Also

LinearSolveFunction  CholeskyDecomposition  QRDecomposition  SchurDecomposition  LowerTriangularize  UpperTriangularize

Tutorials

Introduced in 1996
(3.0)