Return Value

Type: Double
A double matrix containing L, the lower triangular portion of the LU factorization of A.

Scaled partial pivoting is used to achieve the LU factorization. The resulting factorization is such that , where A is the input matrix a, P is the permutation matrix returned by GetPermutationMatrix, L is the lower triangular matrix returned by GetL, and U is the unit upper triangular matrix returned by GetU.