LU factorization
[L,U] =
lu(A)
[L,U,P]
= lu(A)
[L,U,p]
= lu(A,'vector')
[L,U,p,q]
= lu(A,'vector')
[L,U,P,Q,R]
= lu(A)
[L,U,p,q,R]
= lu(A,'vector')
lu(A)
[
returns an upper triangular
matrix L
,U
] =
lu(A
)U
and a matrix L
,
such that A = L*U
. Here, L
is
a product of the inverse of the permutation matrix and a lower triangular
matrix.
[
returns an upper triangular
matrix L
,U
,P
]
= lu(A
)U
, a lower triangular matrix L
,
and a permutation matrix P
, such that P*A
= L*U
.
[
returns
the permutation information as a vector L
,U
,p
]
= lu(A
,'vector'
)p
, such
that A(p,:) = L*U
.
[
returns
the permutation information as two row vectors L
,U
,p
,q
]
= lu(A
,'vector'
)p
and q
,
such that A(p,q) = L*U
.
[
returns an upper triangular
matrix L
,U
,P
,Q
,R
]
= lu(A
)U
, a lower triangular matrix L
,
permutation matrices P
and Q
,
and a scaling matrix R
, such that P*(R\A)*Q
= L*U
.
[
returns
the permutation information in two row vectors L
,U
,p
,q
,R
]
= lu(A
,'vector'
)p
and q
,
such that R(:,p)\A(:,q) = L*U
.
lu(
returns the
matrix that contains the strictly lower triangular matrix A
)L
(the
matrix without its unit diagonal) and the upper triangular matrix U
as
submatrices. Thus, lu(A)
returns the matrix U
+ L  eye(size(A))
, where L
and U
are
defined as [L,U,P] = lu(A)
. The matrix A
must
be square.

Square or rectangular symbolic matrix. 

Flag that prompts 

Lower triangular matrix or a product of the inverse of the permutation matrix and a lower triangular matrix. 

Upper triangular matrix. 

Permutation matrix. 

Row vector. 

Row vector. 

Permutation matrix. 

Diagonal scaling matrix. 
Compute the LU factorization of this matrix. Because these numbers are not symbolic objects, you get floatingpoint results.
[L, U] = lu([2 3 1; 1/2 1 1; 0 1 1])
L = 1.0000 0 0 0.2500 1.0000 0 0 0.5714 1.0000 U = 2.0000 3.0000 1.0000 0 1.7500 0.7500 0 0 0.5714
Now convert this matrix to a symbolic object, and compute the LU factorization:
[L, U] = lu(sym([2 3 1; 1/2 1 1; 0 1 1]))
L = [ 1, 0, 0] [ 1/4, 1, 0] [ 0, 4/7, 1] U = [ 2, 3, 1] [ 0, 7/4, 3/4] [ 0, 0, 4/7]
Compute the LU factorization returning the lower and upper triangular matrices and the permutation matrix:
syms a [L, U, P] = lu(sym([0 0 a; a 2 3; 0 a 2]))
L = [ 1, 0, 0] [ 0, 1, 0] [ 0, 0, 1] U = [ a, 2, 3] [ 0, a, 2] [ 0, 0, a] P = 0 1 0 0 0 1 1 0 0
Use the 'vector'
flag to return the permutation
information as a vector:
syms a A = [0 0 a; a 2 3; 0 a 2]; [L, U, p] = lu(A, 'vector')
L = [ 1, 0, 0] [ 0, 1, 0] [ 0, 0, 1] U = [ a, 2, 3] [ 0, a, 2] [ 0, 0, a] p = 2 3 1
Use isAlways
to check that A(p,:)
= L*U
:
isAlways(A(p,:) == L*U)
ans = 3×3 logical array 1 1 1 1 1 1 1 1 1
Restore the permutation matrix P
from the
vector p
:
P = zeros(3, 3); for i = 1:3 P(i, p(i)) = 1; end P
P = 0 1 0 0 0 1 1 0 0
Compute the LU factorization of this matrix returning the permutation
information in the form of two vectors p
and q
:
syms a A = [a, 2, 3*a; 2*a, 3, 4*a; 4*a, 5, 6*a]; [L, U, p, q] = lu(A, 'vector')
L = [ 1, 0, 0] [ 2, 1, 0] [ 4, 3, 1] U = [ a, 2, 3*a] [ 0, 1, 2*a] [ 0, 0, 0] p = 1 2 3 q = 1 2 3
Use isAlways
to check that A(p,
q) = L*U
:
isAlways(A(p, q) == L*U)
ans = 3×3 logical array 1 1 1 1 1 1 1 1 1
Compute the LU factorization of this matrix returning the lower and upper triangular matrices, permutation matrices, and the scaling matrix:
syms a A = [0, a; 1/a, 0; 0, 1/5; 0,1]; [L, U, P, Q, R] = lu(A)
L = [ 1, 0, 0, 0] [ 0, 1, 0, 0] [ 0, 1/(5*a), 1, 0] [ 0, 1/a, 0, 1] U = [ 1/a, 0] [ 0, a] [ 0, 0] [ 0, 0] P = 0 1 0 0 1 0 0 0 0 0 1 0 0 0 0 1 Q = 1 0 0 1 R = [ 1, 0, 0, 0] [ 0, 1, 0, 0] [ 0, 0, 1, 0] [ 0, 0, 0, 1]
Use isAlways
to check that P*(R\A)*Q
= L*U
:
isAlways(P*(R\A)*Q == L*U)
ans = 4×2 logical array 1 1 1 1 1 1 1 1
Compute the LU factorization of this matrix using the 'vector'
flag
to return the permutation information as vectors p
and q
.
Also compute the scaling matrix R
:
syms a A = [0, a; 1/a, 0; 0, 1/5; 0,1]; [L, U, p, q, R] = lu(A, 'vector')
L = [ 1, 0, 0, 0] [ 0, 1, 0, 0] [ 0, 1/(5*a), 1, 0] [ 0, 1/a, 0, 1] U = [ 1/a, 0] [ 0, a] [ 0, 0] [ 0, 0] p = 2 1 3 4 q = 1 2 R = [ 1, 0, 0, 0] [ 0, 1, 0, 0] [ 0, 0, 1, 0] [ 0, 0, 0, 1]
Use isAlways
to check that R(:,p)\A(:,q)
= L*U
:
isAlways(R(:,p)\A(:,q) == L*U)
ans = 4×2 logical array 1 1 1 1 1 1 1 1
Call the lu
function for this matrix:
syms a A = [0 0 a; a 2 3; 0 a 2]; lu(A)
ans = [ a, 2, 3] [ 0, a, 2] [ 0, 0, a]
Verify that the resulting matrix is equal to U + L
 eye(size(A))
, where L
and U
are
defined as [L,U,P] = lu(A)
:
[L,U,P] = lu(A); U + L  eye(size(A))
ans = [ a, 2, 3] [ 0, a, 2] [ 0, 0, a]