Return Value

Type: Double
A double matrix containing U, the unit upper 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.