MatLUDecomposition
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Function Description
Returns the LU decomposition (without index and permutation
sign) of a matrix matrix. The LU
decomposition is a matrix from which we can
construct lower and upper diagonal matrices and
such
that if the input matrix is then . As
per Press
et al. (2007) the algorithm returns permuted lower and upper triangular
matrices, with the permutations separately returned using MnMatLUIndexAndPerm.
Using the LU decomposition (together with the LU index and
permutation sign) speeds up solution of matrix equations etc.
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