LU.decompose: LU decomposition

In optR: Optimization Toolbox for Solving Linear Systems

Description

The function decomposes matrix A into LU with L lower matrix and U as upper matrix

Usage

LU.decompose(A, tol = 1e-07)

Arguments

A	: Input Matrix
tol	: tolerance

Value

A : Transformed matrix with Upper part of the triangele is (U) and Lower part of the triangular is L (Diagnoal for the L matrix is 1)

Examples

A<-matrix(c(0,-1,1, -1,2,-1,2,-1,0), nrow=3,ncol=3, byrow = TRUE)
Z<-optR(A, tol=1e-7, method="LU")

optR documentation built on May 1, 2019, 10:32 p.m.