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. |
Throws #
Type | Description —- | ———–
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]
// }