slu
slu(A, order, threshold)
Calculate the Matrix LU decomposition with full pivoting. Matrix A is decomposed in two matrices (L, U) and two permutation vectors (pinv, q) where P * A * Q = L * U
Try it yourself:
$1 | slu(sparse([4.5, 0, 3.2, 0; 3.1, 2.9, 0, 0.9; 0, 1.7, 3, 0; 3.5, 0.4, 0, 1]), 1, 0.001)
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