LU.decompose {optR} | R Documentation |
LU decomposition
Description
The function decomposes matrix A into LU with L lower matrix and U as upper matrix
Usage
LU.decompose(A, tol = 1e-07)
Arguments
A |
: Input Matrix |
tol |
: tolerance |
Value
A : Transformed matrix with Upper part of the triangele is (U) and Lower part of the triangular is L (Diagnoal for the L matrix is 1)
Examples
A<-matrix(c(0,-1,1, -1,2,-1,2,-1,0), nrow=3,ncol=3, byrow = TRUE)
Z<-optR(A, tol=1e-7, method="LU")
[Package optR version 1.2.5 Index]