Function lup #

Calculate the Matrix LU decomposition with partial pivoting. Matrix A is decomposed in two matrices (L, U) and a row permutation vector p where A[p,:] = L * U

Syntax #

math.lup(A)

Parameters #

Parameter Type Description
A Matrix | Array A two dimensional matrix or array for which to get the LUP decomposition.

Returns #

Type Description
{L: Array | Matrix, U: Array | Matrix, P: Array.<number>} The lower triangular matrix, the upper triangular matrix and the permutation matrix.

Examples #

const m = [[2, 1], [1, 4]]
const r = math.lup(m)
// r = {
//   L: [[1, 0], [0.5, 1]],
//   U: [[2, 1], [0, 3.5]],
//   P: [0, 1]
// }

See also #

slu, lsolve, lusolve, usolve

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