lu — LU factors of Gaussian elimination
[L,U]= lu(A) [L,U,E]= lu(A)
real or complex matrix (m x n).
real or complex matrices (m x min(m,n)).
real or complex matrices (min(m,n) x n ).
a (n x n) permutation matrix.
[L,U]= lu(A)
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.
[L,U,E]= lu(A)
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
.
If A
is a real matrix, using the function
lufact
and luget
it is possible to obtain
the permutation matrices and also when A
is not full
rank the column compression of the matrix L
.