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ReplacePart (modified)LUBackSubstitution

LUDecomposition

FilledSmallSquareLUDecomposition[m] generates a representation of the LU decomposition of a matrix m.

FilledSmallSquareLUDecomposition returns a list of three elements. The first element is a combination of upper and lower triangular matrices, the second element is a vector specifying rows used for pivoting, and for approximate numerical matrices the third element is an estimate of the condition number of .

FilledSmallSquare The data generated by LUDecomposition is intended for use in LUBackSubstitution.

FilledSmallSquare See The Mathematica Book: Section 3.7.8 and Section 3.7.10.

FilledSmallSquare Implementation Notes: see section A.9.4.

FilledSmallSquare See also: LUBackSubstitution, QRDecomposition, SchurDecomposition.

FilledSmallSquare Related packages: LinearAlgebra`Cholesky`, LinearAlgebra`Orthogonalization`.

Further Examples

ReplacePart (modified)LUBackSubstitution