I would like to add new method for LU decomposition like scipy.linalg.lu. The already existing lu_fact method returns the factor and permutation matrices in a form different from the form of LU decomposition. In contrast, the lu method in this PR returns three matrices according to the form of LU decomposition that is A = P L U:
I would like to add new method for LU decomposition like scipy.linalg.lu. The already existing
lu_fact
method returns the factor and permutation matrices in a form different from the form of LU decomposition. In contrast, thelu
method in this PR returns three matrices according to the form of LU decomposition that is A = P L U: