Decomp(M) = The LU decomposition of matrix M


Decomp(M) = The LU decomposition of matrix M:

Returns the LU decomposition of matrix M. L*U = M. U is an upper triangular matrix and L is a lower triangular matrix with its diagonal elements all equal to one. The returned matrix is the sum of U and L minus L's diagonal elements.

See: LU Decomposition and Its Applications -- From Numerical Recipes Home Page

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