MATLAB code for LU Decomposition (Factorization) – Triangularization

Description

LU decomposition (factorization) of a nonsingular (square) matrix A means expressing the matrix as the multiplication of a lower triangular matrix L and an upper triangular matrix U, where a lower/upper triangular matrix is a matrix having no nonzero elements above/below the diagonal.

A=[1 2 5;0.2 1.6 7.4; 0.5 4 8.5];

L =

1.0000 0 0
0.5000 1.0000 0
0.2000 0.4000 1.0000



U =

1 2 5
0 3 6
0 0 4


P =

1 0 0
0 0 1
0 1 0

0 0 0
0 0 0
0 0 0