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
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]
// }
See also
slu,
lsolve,
lusolve,
usolve