doolittle: Doolittle Decomposition
Description
Doolittle Decomposition
Usage
doolittle(x, eps = 1e-06)
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
.
Value
a list with two matrices of the same dimension as x
:
Llower-left unit-triangular matrix
Uupper-right triangular matrix (not unit-triangular)