Thursday, March 25, 2010

LU-decomposition

Today, I decomposed a matrix into an LU-decomposition in R. HML

library(Matrix)
x <- Matrix(rnorm(9), 3, 3)
elu <- expand(lu(x,sparse=F))
y <- elu$L %*% elu$U
Posted by at
Labels:

No comments:

Post a Comment

Subscribe to: Post Comments (Atom)