lu-methods: Reconstruct the L, U, or X matrices from an LU object

In fastmatrix: Fast Computation of some Matrices Useful in Statistics

Reconstruct the L, U, or X matrices from an LU object

Description

Returns the original matrix from which the object was constructed or the components of the factorization.

Usage

constructX(x)
extractL(x)
extractU(x)

Arguments

x	object representing an LU factorization. This will typically have come from a previous call to lu.

Value

constructX returns \bold{X}, the original matrix from which the lu object was constructed (because of the pivoting the \bold{X} matrix is not exactly the product between \bold{L} and \bold{U}).

extractL returns \bold{L}. This may be pivoted.

extractU returns \bold{U}.

See Also

lu.

Examples

a <- matrix(c(10,-3,5,-7,2,-1,0,6,5), ncol = 3)
z <- lu(a)
L <- extractL(z)
L
U <- extractU(z)
U
X <- constructX(z)
all(a == X)

fastmatrix documentation built on Oct. 12, 2023, 5:14 p.m.