Module lu

Low level implementation of the LU decompositions.

Modules

• full_pivoting
  The full pivoting LU decomposition is such that: $$PAQ^\top = LU,$$ where $P$ and $Q$ are permutation matrices, $L$ is a unit lower triangular matrix, and $U$ is an upper triangular matrix.
• partial_pivoting
  The partial pivoting LU decomposition is such that: $$PA = LU,$$ where $P$ is a permutation matrix, $L$ is a unit lower triangular matrix, and $U$ is an upper triangular matrix.