As I understand it, LU factorization means that the matrix A can be written as A = LU for the lower triangular matrix L and the upper triangular matrix U.
However, the functions in scipy, relating to the LU-decompositions ( lu, lu_factor, lu_solve), it appears includes a third matrix P, such that A = PLU and P is a permutation matrix (and L, U remains).
What is the meaning of this permutation matrix? If “true” LU factorization is always possible, why has P ever been anything other than an identity matrix?
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