Golub G H and Van Loan C F (1996)
Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
The computed factors
L and
U are the exact factors of a perturbed matrix
A+E, where
cn is a modest linear function of
n, and
ε is the
machine precision.
A call to this routine with
m=n may be followed by calls to the routines:
The complex analogue of this routine is
F07ARF (ZGETRF).
This example computes the
LU factorization of the matrix
A, where