MATLAB lu
The lu function calculates the LU decomposition of a square matrix.
Usage
To solve the problem Ax = b for a square A, try:
[L, U] = lu(A); y = L \ b; x = U \ y;
The original A can be returned by L*U.
The lu function calculates the LU decomposition of a square matrix.
To solve the problem Ax = b for a square A, try:
[L, U] = lu(A); y = L \ b; x = U \ y;
The original A can be returned by L*U.