Matrix::LUPDecomposition

For an m-by-n matrix A with m >= n, the LU decomposition is an m-by-n unit lower triangular matrix L, an n-by-n upper triangular matrix U, and a m-by-m permutation matrix P so that L*U = P*A. If m < n, then L is m-by-m and U is m-by-n.

The LUP decomposition with pivoting always exists, even if the matrix is singular, so the constructor will never fail. The primary use of the LU decomposition is in the solution of square systems of simultaneous linear equations. This will fail if singular? returns true.