Performs the LU factorization of a real, square matrix A. Details
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A must be a square, real matrix. |
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L is a lower triangular matrix. |
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U is an upper triangular matrix. |
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P is a permutation matrix. |
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error returns any error or warning condition from the VI. |
LU factorization factors the square matrix A into two triangular matrices; one is a lower triangular matrix L with ones on the diagonal, and the other is an upper triangular matrix U, so that PA=LU, where P is a permutation matrix, which serves as the identity matrix with some rows exchanged.
Factorization serves as a key step for inverting a matrix, computing the determinant of a matrix, and solving a linear equation.