scipy.linalg.lu_factor

scipy.linalg.lu_factor(a, overwrite_a=False)

Compute pivoted LU decomposition of a matrix.

The decomposition is:

A = P L U

where P is a permutation matrix, L lower triangular with unit diagonal elements, and U upper triangular.

Parameters :

a : array, shape (M, M)

Matrix to decompose

overwrite_a : boolean

Whether to overwrite data in A (may increase performance)

Returns :

lu : array, shape (N, N)

Matrix containing U in its upper triangle, and L in its lower triangle. The unit diagonal elements of L are not stored.

piv : array, shape (N,)

Pivot indices representing the permutation matrix P: row i of matrix was interchanged with row piv[i].

See also

lu_solve

solve an equation system using the LU factorization of a matrix

Notes

This is a wrapper to the *GETRF routines from LAPACK.