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5.1.78 luinverse

Syntax:
luinverse ( matrix_expression )
Type:
matrix
Syntax:
luinverse ( matrix_expression, matrix_expression, matrix_expression )
Type:
matrix
Purpose:
Computes the inverse of a matrix A, if A is invertible.

The matrix A must be given either directly, or by its LU-decomposition. In the latter case, three matrices P, L, and U are expected, in this order, which satisfy
- P * A = L * U,
- P is an (m x m) permutation matrix, i.e., its rows/columns form the standard basis of K^m,
- L is an (m x m) matrix in lower triangular form with all diagonal entries equal to 1, and
- U is an (m x m) matrix in upper row echelon form.
Then, the inverse of A exists if and only if U is invertible, and one has since P is self-inverse.
In the case of A being given directly, luinverse first computes its LU-decomposition, and then proceeds as in the case when P, L, and U are provided.

list L=luinverse(A); fills the list L with either one entry = 0 (signaling that A is not invertible), or with the two entries Thus, in either case the user may first check the condition L[1]==1 to find out whether A is invertible.

Note:
The method will give a warning for any non-quadratic matrix A.

Example:
 
See ludecomp.

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