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lu Scilab Group Scilab Function lu
NAME
lu - LU factors of Gaussian elimination
CALLING SEQUENCE
[L,U]= lu(A)
[L,U,E]= lu(A)
PARAMETERS
A : real or complex square matrix (n x n).
L,U : two real or complex matrices (n x n).
E : a (n x n) permutation matrix.
DESCRIPTION
produces two matrices L and U such that A = L*U with U upper triangular
and E*L lower triangular for a permutation matrix E. If A has rank k,
rows k+1 to n of U are zero.
produces three matrices L, U and E such that E*A = L*U with U upper
triangular and E*L lower triangular for a permutation matrix E.
REMARK
If A is a real matrix, using the function lufact and \frluget it is
possible to obtain the permutation matrices and also when A is not full
rank the column compression of the matrix L.
[h,rk]=lufact(sparse(a)) // lufact works with sparse real matrices
[P,L,U,Q]=luget(h)
ludel(h)
P=full(P);L=full(L);U=full(U);Q=full(Q);
// P,Q are permutation matrices P*L*U*Q=A
SEE ALSO
lufact, luget, lusolve, qr, svd
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