LU {rTensor2}

LU Decomposition of a Complex Matrix

Description

Decompose a square matrix A into the product of a lower triangular matrix L and an upper triangular matrix U.

Usage

LU(A)

Arguments

A

: an n x n matrix

Value

a lower triangular matrix L and an upper triangular matrix U so that A = LU.

Author(s)

Kyle Caudle

Randy Hoover

Jackson Cates

Examples

z <- complex(real = rnorm(16), imag = rnorm(16))
A <- matrix(z,nrow=4)
LU(A)