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

Resources

See also

det | inv | qr