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In linear algebra, the Crout matrix decomposition is an LU decomposition which decomposes a matrix into a lower triangular matrix (L), an upper triangular matrix (U) and, although not always needed, a permutation matrix (P). It was developed by Prescott Durand Crout. The Crout matrix decomposition algorithm differs slightly from the Doolittle method. Doolittle's method returns a unit lower triangular matrix and an upper triangular matrix, while the Crout method returns a lower triangular matrix and a unit upper triangular matrix. So, if a matrix decomposition of a matrix A is such that: :A = LDU being L a unit lower triangular matrix, D a diagonal matrix and U a unit upper triangular matrix, then Doolittle's method produces :A = L(DU) and Crout's method produces :A = (LD)U. being L a lower triangular matrix, D a diagonal matrix and U a normalised upper triangular matrix C implementation: void crout(double * *A, double * *L, double * *U, int n) 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Crout matrix decomposition」の詳細全文を読む スポンサード リンク
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