lu

swordfish.function.lu()

Compute pivoted LU decomposition of a matrix.

If permute is false, return 3 matrices (L, U and P) with obj = P’LU. P is a permutation matrix, L is a lower triangular matrix with unit diagonal elements, and U is an upper triangular matrix.

If permute is true, return 2 matrices (L and U) with obj = L*U.

Parameters:

• obj (Constant) – A matrix with no null values.

• permute (Constant) – A Boolean value. The default value is false.