2.1 KiB
2.1 KiB
FactorizationPLU
Computes an LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges. The factorization has the form
A = P * L * U
where P is a permutation matrix, L is lower triangular with unit diagonal elements (lower trapezoidal if m > n), and U is upper triangular (upper trapezoidal if m < n). LAPACK function GETRF.
Computing for type matrix
bool matrix::FactorizationPLU(
matrix& P, // permutation matrix P
matrix& L, // lower triangular matrix L
matrix& U // upper triangular matrix U
);
Computing for type matrix
bool matrix::FactorizationPLU(
matrixf& P, // permutation matrix P
matrixf& L, // lower triangular matrix L
matrixf& U // upper triangular matrix U
);
Computing for type matrix
bool matrix::FactorizationPLU(
matrixc& P, // permutation matrix P
matrixc& L, // lower triangular matrix L
matrixc& U // upper triangular matrix U
);
Computing for type matrix
bool matrix::FactorizationPLU(
matrixcf& P, // permutation matrix P
matrixcf& L, // lower triangular matrix L
matrixcf& U // upper triangular matrix U
);
Parameters
P
[out] Permutation matrix P.
L
[out] Lower triangular matrix L with unit diagonal elements.
U
[out] Upper triangular matrix U.
Return Value
Return true if successful, otherwise false in case of an error.