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)
overwrite_a : boolean
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Returns: | lu : array, shape (N, N)
piv : array, shape (N,)
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See also
Notes
This is a wrapper to the *GETRF routines from LAPACK.