lumatrix {cmna}

LU Decomposition

Description

Decompose a matrix into lower- and upper-triangular matrices

Usage

lumatrix(m)

Arguments

m

a matrix

Details

lumatrix decomposes the matrix m into the LU decomposition, such that m == L

Value

list with matrices L and U representing the LU decomposition

See Also

Other linear: choleskymatrix(), detmatrix(), gdls(), invmatrix(), iterativematrix, refmatrix(), rowops, tridiagmatrix(), vecnorm()

Examples

A <- matrix(c(1, 2, -7, -1, -1, 1, 2, 1, 5), 3)
lumatrix(A)