doolittle: Doolittle Decomposition
Description
Doolittle Decomposition
Usage
doolittle(x, eps = 1e-06)
Value
a list with two matrices of the same dimension as x:
- L
lower-left unit-triangular matrix
- U
upper-right triangular matrix (not unit-triangular)
Arguments
- x
a numeric square matrix with at least 2 columns/rows.
- eps
numerical tolerance on the whether to normalize with components
in L with the diagonal elements of U.