[R] Question regarding lu in package Matrix

From: Ulrike Grömping <groemp_at_tfh-berlin.de>
Date: Wed, 09 Jul 2008 10:01:29 -0700 (PDT)

Dear R-helpers,

I have a question regarding LU-decomposition with function lu in package Matrix. The following simple example confuses me: Why is as.matrix(elu$U) not an upper triangular matrix?

u3 <-
matrix(c(1,1,1,1,1,1,-1,1,0,0,0,0,0,-1,1,0,0,0,-1,0,1,0,0,0,0,0,-1,1,0,0),5,6,byrow=T) elu <- expand(lu(Matrix(u3,sparse=F)))

I only have very limited experience with the package and its different types of matrices, and I am lost where to start looking for a reason.

Ulrike Grömping

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