The LU matrix decomposition function. Any non-degenerate square matrix can be 'uniqely'decomposed into the product of a lower triangular with an upper triangular matrices.
Syntax
LUDecompose(m)
Notes
The return value of this function is a Nx(N+1) matrix containing the LU decomposition and the last column keeps track of row interchanges used for pivoting during the decomposition. Used in conjunction with LUSolve.
Works on matrices only. 'm' should be a square matrix.
Examples
Last modified: 8/20/2002
Sergei L. Kosakovsky Pond and Spencer V. Muse, 1997-2002