LLU

Purpose:

Computes a permutation of a lower triangular table in LU decomposition.

Syntax:

LLU(a)

a

-

A square matrix.

Returns:

A matrix.

Example:

x = {{1, 2, 3},

     {4, 5, 6}, 

     {7, 8, 10}} 

 

llu(x) = {{0.143, 1.000, 0.000},

          {0.571, 0.500, 1.000}, 

          {1.000, 0.000, 0.000}} 

Remarks:

The LU decomposition of a square matrix A:

 

A = llu(A) *^ ulu(A)

 

also:

 

A = lu(A, 0, 1) *^ lu(A, 1, 1))

 

LLU(matrix) is a permutation of a lower triangular matrix that has ones on the diagonal. To compute the non-permuted version of the lower triangular matrix, use:

 

lu(matrix, 0, 0)

 

See LU for a further discussion of LU decomposition.

See Also:

*^ (Matrix Multiply)

LU

ULU