There is a bug in Matrix package, please check it, thanks!
Matlab result: x = 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 >> lu(x) ans = 21.0000 22.0000 23.0000 24.0000 25.0000 0.0476 0.9524 1.9048 2.8571 3.8095 0.7619 0.2500 -0.0000 -0.0000 -0.0000 0.5238 0.5000 0.4839 0 0.0000 0.2857 0.7500 -0.0645 0 0.0000 Gsl result: 21 22 23 24 25 0.047619 0.952381 1.90476 2.85714 3.80952 0.761905 0.25 -3.44169e-015 -6.88338e-015 -1.03251e-014 0.52381 0.5 -0.0322581 -1.77636e-015 -1.66533e-015 0.285714 0.75 -0.0645161 -0 2.22045e-016 R result: $L 5 x 5 Matrix of class "dtrMatrix" [,1] [,2] [,3] [,4] [,5] [1,] 1.00000000 . . . . [2,] 0.04761905 1.00000000 . . . [3,] 0.52380952 0.50000000 1.00000000 . . [4,] 0.28571429 0.75000000 0.35400130 1.00000000 . [5,] 0.76190476 0.25000000 0.50000000 0.00000000 1.00000000 $U 5 x 5 Matrix of class "dtrMatrix" [,1] [,2] [,3] [,4] [,5] [1,] 2.100000e+01 2.200000e+01 2.300000e+01 2.400000e+01 2.500000e+01 [2,] . 9.523810e-01 1.904762e+00 2.857143e+00 3.809524e+00 [3,] . . -1.919092e-15 -3.711332e-15 -5.614541e-15 [4,] . . . 3.781500e-16 6.288326e-16 [5,] . . . . 0.000000e+00 [[alternative HTML version deleted]] ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.