LU-class {Matrix} | R Documentation |

## LU (dense) Matrix Decompositions

### Description

The `"LU"`

class is the *virtual* class of LU decompositions of
real matrices. `"denseLU"`

the class of LU decompositions of
dense real matrices.

### Details

The decomposition is of the form

*A = P L U*

where typically all matrices are of size *n by n*, and
the matrix *P* is a permutation matrix, *L* is lower
triangular and *U* is upper triangular (both of class
`dtrMatrix`

).

Note that the *dense* decomposition is also implemented for
a *m by n* matrix *A*, when *m != n*.

If *m < n* (“wide case”), *U* is *m by n*,
and hence not triangular.

If *m > n* (“long case”), *L* is *m by n*,
and hence not triangular.

### Objects from the Class

Objects can be created by calls of the form `new("denseLU", ...)`

.
More commonly the objects are created explicitly from calls of the form
`lu(mm)`

where `mm`

is an object that inherits from the
`"dgeMatrix"`

class or as a side-effect of other functions applied
to `"dgeMatrix"`

objects.

### Extends

`"LU"`

directly extends the virtual class
`"MatrixFactorization"`

.

`"denseLU"`

directly extends `"LU"`

.

### Slots

`x`

:object of class `"numeric"`

. The `"L"`

(unit lower triangular) and `"U"`

(upper triangular) factors
of the original matrix. These are stored in a packed format
described in the Lapack manual, and can retrieved by the
`expand()`

method, see below.

`perm`

:Object of class `"integer"`

- a vector of
length `min(Dim)`

that describes the permutation applied to
the rows of the original matrix. The contents of this vector are
described in the Lapack manual.

`Dim`

:the dimension of the original matrix; inherited
from class `MatrixFactorization`

.

### Methods

- expand
`signature(x = "denseLU")`

: Produce the `"L"`

and
`"U"`

(and `"P"`

) factors as a named list of matrices,
see also the example below.

- solve
`signature(a = "denseLU", b = "missing")`

: Compute
the inverse of A, *A^(-1)*, `solve(A)`

using the LU
decomposition, see also `solve-methods`

.

### See Also

class `sparseLU`

for LU decompositions of
*sparse* matrices;
further, class `dgeMatrix`

and functions `lu`

,
`expand`

.

### Examples

set.seed(1)
mm <- Matrix(round(rnorm(9),2), nrow = 3)
mm
str(lum <- lu(mm))
elu <- expand(lum)
elu # three components: "L", "U", and "P", the permutation
elu$L %*% elu$U
(m2 <- with(elu, P %*% L %*% U)) # the same as 'mm'
stopifnot(all.equal(as(mm, "matrix"),
as(m2, "matrix")))

[Package

*Matrix* version 1.1-4

Index]