Module extendr_api::prelude::modules::lu

Expand description

Low level implementation of the LU decompositions.

Modulesยง

  • 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.
  • 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.