extendr_api::prelude::modules::lu

Module partial_pivoting

Expand description

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.

Modulesยง

  • Computing the decomposition.
  • Reconstructing the inverse of the original matrix from the decomposition.
  • Reconstructing the original matrix from the decomposition.
  • Solving a linear system using the decomposition.