# lu {Matrix}

### Description

Computes (generalized) triangular decompositions of square (sparse or dense) and non-square dense matrices.

### Usage

lu(x, ...) ## S4 method for class 'matrix': lu((x, warnSing = TRUE, ...)) ## S4 method for class 'dgeMatrix': lu((x, warnSing = TRUE, ...)) ## S4 method for class 'dgCMatrix': lu((x, errSing = TRUE, order = TRUE, tol = 1, ...))

### Arguments

- x
- a dense or sparse matrix, in the latter case of square dimension. No missing values or IEEE special values are allowed.
- warnSing
- (when
`x`

is a`"denseMatrix"`

) logical specifying if a`warning`

should be signalled when`x`

is singular. - errSing
- (when
`x`

is a`"sparseMatrix"`

) logical specifying if an error (see`stop`

) should be signalled when`x`

is singular. When`x`

is singular,`lu(x, errSing=FALSE)`

returns`NA`

instead of an LU decomposition. No warning is signalled and the useR should be careful in that case. - order
- logical or integer, used to chose which will-reducing permutation technique will be used internally. Do not change unless you know what you are doing.
- tol
- positive number indicating the pivoting tolerance used in
`cs_lu`

. Do only change with much care. - ...
- further arguments passed to or from other methods.

### Details

`lu()`

is a generic function with special methods for different types of matrices. Use `showMethods("lu")`

to list all the methods for the `lu`

generic.

The method for class `dgeMatrix`

(and all dense matrices) is based on LAPACK's `"dgetrf"`

subroutine. It returns a decomposition also for singular and non-square matrices.

The method for class `dgCMatrix`

(and all sparse matrices) is based on functions from the CSparse library. It signals an error (or returns `NA`

, when `errSing = FALSE`

, see above) when the decomposition algorithm fails, as when `x`

is (too close to) singular.

### Values

An object of class `"LU"`

, i.e., `"denseLU"`

(see its separate help page), or `"sparseLU"`

, see `sparseLU`

; this is a representation of a triangular decomposition of `x`

.

### References

Golub, G., and Van Loan, C. F. (1989). *Matrix Computations,* 2nd edition, Johns Hopkins, Baltimore.

Tim Davis (2005) http://www.cise.ufl.edu/research/sparse/CSparse/

Timothy A. Davis (2006) *Direct Methods for Sparse Linear Systems*, SIAM Series “Fundamentals of Algorithms”.

### Examples

##--- Dense ------------------------- x <- Matrix(rnorm(9), 3, 3) lu(x) dim(x2 <- round(10 * x[,-3]))# non-square expand(lu2 <- lu(x2)) ##--- Sparse (see more in ?"sparseLU-class")----- % ./sparseLU-class.Rd pm <- as(readMM(system.file("external/pores_1.mtx", package = "Matrix")), "CsparseMatrix") str(pmLU <- lu(pm)) # p is a 0-based permutation of the rows # q is a 0-based permutation of the columns ## permute rows and columns of original matrix ppm <- pm[pmLU@p + 1L, pmLU@q + 1L] pLU <- drop0(pmLU@L %*% pmLU@U) # L %*% U -- dropping extra zeros ## equal up to "rounding" ppm[1:14, 1:5] pLU[1:14, 1:5]

Documentation reproduced from package Matrix, version 1.1-2. License: GPL (>= 2)