SquareMatrixLUDecomposition Method

public LUDecomposition LUDecomposition()

Public Function LUDecomposition As LUDecomposition

public:
LUDecomposition^ LUDecomposition()

member LUDecomposition : unit -> LUDecomposition 

Return Value

The LU decomposition of a matrix M is a set of matrices L, U, and P such that LU = PM, where L is lower-left triangular, U is upper-right triangular, and P is a permutation matrix (so that PM is a row-wise permutation of M).

The LU decomposition of a square matrix is an O(N³) operation.

Reference