To calculate the LU decomposition of a matrix in MATLAB, you can use the lu
function. This function returns the lower triangular matrix L
, upper triangular matrix U
, and the permutation matrix P
such that A = P*L*U
, where A
is the input matrix.
Here's an example:
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In this example, A
is the input matrix, and L
, U
and P
are the outputs of the lu
function. You can then use these matrices as needed, for example to solve a system of linear equations.
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In this example, b
is the right-hand side vector of the system of linear equations, and x
is the solution vector. The backslash operator (\)
is used to solve the system.
Note that the permutation matrix P
is used to avoid division by zero in the factorization process when pivoting is needed.
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