LU Decomposition
Performs LU decomposition of a square matrix into a lower triangular matrix and an upper triangular matrix. A partial pivot involving row swaps is selected.
| \(\hspace{60px} A\hspace{50px}=\hspace{50px}L\hspace{100px} U\\ \\ \normalsize{\left[\begin{array}\\ a_{\small 11}& a_{\small 12}& \cdots& a_{\small 1n}\\ a_{\small 21}& a_{\small 22}& \cdots& a_{\small 2n}\\ \vdots& \vdots& \ddots& \vdots\\a_{\small n1}& a_{\small n2}& \cdots& a_{\small nn}\\\end{array}\right]} ={\left[\begin{array}\\ 1& 0& \cdots& 0\\ l_{\small 21}& 1& \cdots& 0\\ \vdots& \vdots& \ddots& \vdots\\l_{\small n1}& l_{\small n2}& \cdots& 1\\\end{array}\right]} {\left[\begin{array}\\ u_{\small 11}& u_{\small 12}& \cdots& u_{\small 1n}\\ 0& u_{\small 22}& \cdots& u_{\small 2n}\\ \vdots& \vdots& \ddots& \vdots\\0&0& \cdots& u_{\small nn}\\\end{array}\right]}\\ \) |
In LU decomposition, row pivot information is stored in the one-dimensional array P.
No customer feedback for this calculation yet.