MatLUDecomposition

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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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