lu
[L U P] = lu(X) applies lower upper decomposition on matrix X such that L*U = P*X with:
- L lower triangular
- U upper triangular
- P the permutation matrix
Examples
> X = [0 -1 4; 2 1 1; 1 1 -2]# 0 -1 4 2 1 1 1 1 -2 > [L U P] = lu(X) [L:3x3 double] [U:3x3 double] [P:3x3 double] > L# 1 0 0 0 1 0 0.5 -0.5 1 > U# 2 1 1 0 -1 4 0 0 -0.5 > P# 0 1 0 1 0 0 0 0 1