Syntax: [L,U] = lu (A)[L,U,P] = lu (A)[L] = lu (A)x = lu (A,B) as a solution to A*X = B;
Description: Returns the LU decomposition of a matrix
Group: matrix
Note: For an m-by-n matrix A with m >= n, the LU decomposition is an m-by-nunit lower triangular matrix L, an n-by-n upper triangular matrix U,and a permutation vector piv of length m so that A(piv,:) = L*U.If m < n, then L is m-by-m and U is m-by-n.The LU decompostion with pivoting always exists, even if the matrix issingular, so the constructor will never fail. The primary use of theLU decomposition is in the solution of square systems of simultaneouslinear equations. This will fail if isNonsingular() returns false.
Example:
Also see: qr
Implemented in: LambdaLU.java