lu — LU decomposition
lu performs an LU decomposition of the matrix argument. The
input matrix must be square and non-singular. lu returns
the lower, upper and pivot matrices as the l, u and
pvt elements of a list. If the argument matrix is A, then
the decomposition has the form:
A = pvtlu
This is not an built-in function. This function
is normally loaded on start-up from the lu.r file in the
standard rlib directory. Use of the -r option, incorrectly
setting the RLAB_LIB_DIR environmental variable, or modifying
lu.r may make this function unavailable.
Subsections