Function lup

Calculate the Matrix LU decomposition with partial pivoting. Matrix A is decomposed in two matrices (L, U) and a row permutation vector p where A[p,:] = L * U

Syntax

lup(A);

Parameters

Parameter	Type	Description
A	Matrix | Array	A two dimensional matrix or array for which to get the LUP decomposition.

Returns

Type	Description
Array<Matrix>	The lower triangular matrix, the upper triangular matrix and the permutation matrix.

Examples

var m = [[2, 1], [1, 4]];
var r = lup();
// r = {
//   L: [[1, 0], [0.5, 1]],
//   U: [[2, 1], [0, 3.5]],
//   P: [0, 1]
// }

See also

slu, lsolve, lusolve, usolve