Linear Algebra, Mathematics, Math, Principal Component, Python.
system into an upper triangular one by applying linear transformations on the left. It is triangular triangularization. L is unit lower-triangular: all diagonal entries are 1 def LU(A): U = np.copy(A) m, n = A.shape L = np.eye(n) for k in range(n-1): for j in range(k+1,n): L[j,k] = U[j,k]/U[k,k]