LU decomposition : lu

### 5.52.4 LU decomposition : lu

lu takes as argument a square matrix A of size n (numeric or symbolic).
lu(A) returns a permutation p of 0..n−1, a lower triangular matrix L, with 1s on the diagonal, and an upper triangular matrix U, such that :

- P*A=L*U where P is the permutation matrix associated to p (that may be computed by P:=permu2mat(p)),
- the equation A*x=B is equivalent to :

  L*U*x=P*B=p(B) where p(B)=[bp(0),bp(1)..bp(n−1)], B=[b0,b1..bn−1]

The permutation matrix P is defined from p by :

P[i, p(i)]=1, P[i, j]=0 if j ≠ p(i)

In other words, it is the identity matrix where the rows are permuted according to the permutation p. The function permu2mat may be used to compute P (permu2mat(p) returns P).
Input :

(p,L,U):=lu([[3.,5.],[4.,5.]])

Output :

[1,0],[[1,0],[0.75,1]],[[4,5],[0,1.25]]

Here n=2, hence :

P[0,p(0)]=P2[0,1]=1, P[1,p(1)]=P2[1,0]=1, P=[[0,1],[1,0]]

Verification :
Input :

permu2mat(p)*A; L*U

Output:

[[4.0,5.0],[3.0,5.0]],[[4.0,5.0],[3.0,5.0]]

Note that the permutation is different for exact input (the choice of pivot is the simplest instead of the largest in absolute value).
Input :

lu([[1,2],[3,4]])

Output :

[1,0],[[1,0],[3,1]],[[1,2],[0,-2]]

Input :

lu([[1.0,2],[3,4]])

Output :

[1,0],[[1,0],[0.333333333333,1]],[[3,4], [0,0.666666666667]]