Compute pivoted LU decompostion of a matrix.
The decomposition is:
A = P L U
where P is a permutation matrix, L lower triangular with unit diagonal elements, and U upper triangular.
Parameters: | a : (M, N) array_like
permute_l : bool
overwrite_a : bool
check_finite : boolean, optional
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Returns: | (If permute_l == False) p : (M, M) ndarray
l : (M, K) ndarray
u : (K, N) ndarray
(If permute_l == True) pl : (M, K) ndarray
u : (K, N) ndarray
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Notes
This is a LU factorization routine written for Scipy.