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LUDecomposition

FilledSmallSquare LUDecomposition[m] generates a representation of the LU decomposition of a square matrix m.

FilledSmallSquare LUDecomposition 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 See Section 3.7.10.

FilledSmallSquare Implementation Notes: see Section A.9.4.

FilledSmallSquare See also: LinearSolveFunction, CholeskyDecomposition, QRDecomposition, SchurDecomposition.

FilledSmallSquare Related package: LinearAlgebra`Orthogonalization`.

FilledSmallSquare New in Version 3.

Further Examples