lu {Matrix}R Documentation

Triangular Decomposition of a Square Matrix

Description

Computes triangular decompositions of matrices.

Usage

lu(x, ...)

Arguments

x a matrix. No missing values or IEEE special values are allowed.
... additional arguments, such as choosing lower or upper triangular factors in the Hermitian case.

Details

This is a generic function with special methods for different types of matrices. Use methods("lu") to list all the methods for the lu generic.

Value

a representation of a triangular decomposition of x.

References

Golub, G., and Van Loan, C. F. (1989). Matrix Computations, 2nd edition, Johns Hopkins, Baltimore.

Examples

x <- Matrix( rnorm(9), 3, 3)
lu(x)