lu_factor(a, overwrite_a=False, check_finite=True)
The decomposition is:
A = P L U
where P is a permutation matrix, L lower triangular with unit diagonal elements, and U upper triangular.
This is a wrapper to the *GETRF
routines from LAPACK.
Matrix to decompose
Whether to overwrite data in A (may increase performance)
Whether to check that the input matrix contains only finite numbers. Disabling may give a performance gain, but may result in problems (crashes, non-termination) if the inputs do contain infinities or NaNs.
Matrix containing U in its upper triangle, and L in its lower triangle. The unit diagonal elements of L are not stored.
Pivot indices representing the permutation matrix P: row i of matrix was interchanged with row piv[i].
Compute pivoted LU decomposition of a matrix.
lu_solve
solve an equation system using the LU factorization of a matrix
>>> from scipy.linalg import lu_factor
... A = np.array([[2, 5, 8, 7], [5, 2, 2, 8], [7, 5, 6, 6], [5, 4, 4, 8]])
... lu, piv = lu_factor(A)
... piv array([2, 2, 3, 3], dtype=int32)
Convert LAPACK's piv
array to NumPy index and test the permutation
>>> piv_py = [2, 0, 3, 1]See :
... L, U = np.tril(lu, k=-1) + np.eye(4), np.triu(lu)
... np.allclose(A[piv_py] - L @ U, np.zeros((4, 4))) True
The following pages refer to to this document either explicitly or contain code examples using this.
scipy.linalg._decomp_lu.lu_solve
scipy.linalg._decomp_lu.lu_factor
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