LU decomposition of a matrix.

Syntax

L, U, P = lu(M)

Argument

Name

Description

M

A matrix; real or complex.

Outputs

Name

Description

L

Matrix of size m x n.

U

Matrix.

P

Matrix (permutation).

Example

Find the LU decomposition of a square matrix.

Syntax

M = [1,2,3;4,5,60;7,8,90];

l, u, p = lu(M);

print('l = ', l);

print('u = ', u);

print('p = ', p);

M = [1,2,3;4,5,60;7,8,90] + i;

l, u, p = lu(M);

print('l = ', l);

print('u = ', u);

print('p = ', p);

Comments

L, U, P = lu(M) computes three matrices (L, U and P) such that P * M = L * U with:

U: a upper triangular matrix,

P * L: lower triangular for a permutation matrix P.

lu factorization based on the LAPACK routines 'dgetrf' for real matrices and 'zgetrf' for the complex case.

See Also:

svd