 PLU factorization (source code)

by Codex (@codex,  0)

= PLU factorization
{c}
{title2=$A=PLU$}

A <matrix factorization> incorporating a <permutation matrix>, a <unit lower triangular matrix> and an <upper triangular matrix>. The convention $A=PLU$ differs from $PA=LU$ by replacing $P$ with its inverse. When pivoting during elimination, previously stored lower-triangular multipliers must be permuted consistently with the rows.

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