Factors from Gaussian elimination.
[L,U] = LU(X) stores a upper triangular matrix in U and a
"psychologically lower triangular matrix", i.e. a product
of lower triangular and permutation matrices, in L , so
that X = L*U.
[L,U,P] = LU(X) returns lower triangular matrix L, upper
triangular matrix U, and permutation matrix P so that
P*X = L*U.
By itself, LU(X) returns the output from LINPACK'S ZGEFA routine.