 | Double |
Class DoubleLUFact represents the LU factorization of a matrix of
double-precision floating point numbers.
Inheritance HierarchyNamespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
SyntaxThe DoubleLUFact type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | DoubleLUFact | Constructs a DoubleLUFact instance by factoring the given matrix. |
Properties| Name | Description | |
|---|---|---|
 | Cols | Gets the number of columns in the matrix represented by the factorization. |
| IsGood | Gets a boolean value which is true if the matrix factorization succeeded and the factorization may be used to solve eqations, compute determinants, inverses, and so on; otherwise false. |
| IsSingular | Gets a boolean value which is true if the matrix factored is singular; otherwise, false. |
| L | Gets the lower triangular matrix L from the factorization PA = LU, where A is the matrix that was factored. |
| P | Gets the permutation matrix P from the factorization PA = LU, where A is the matrix that was factored. |
| Pivots | Gets an array of pivot indices. The row i was interchanged with row Pivots[i]. |
| Rows | Gets the number of rows in the matrix represented by the factorization. |
| U | Gets the upper triangular matrix U from the factorization PA = LU, where A is the matrix that was factored. |
Methods| Name | Description | |
|---|---|---|
| Clone | Creates a deep copy of this factorization. |
| ConditionNumber | Computes the reciprocal of the condition number of a given matrix in the specified norm type. |
| Determinant | Computes the determinant of the factored matrix. |
| Factor | Factors the matrix A so that self represents the LU factorization of A. |
| Inverse | Computes the inverse of the factored matrix. |
| Solve(DoubleMatrix) | Uses this LU factorization to solve the linear system AX = B. |
| Solve(DoubleVector) | Uses the LU factorization of self to solve the linear system Ax = b. |
| SolveInPlace(DoubleMatrix) | Uses this LU factorization to solve the linear system AX = B. |
| SolveInPlace(DoubleVector) | Uses the LU factorization of self to solve the linear system Ax = b. |
Remarks
LU factorization is a procedure for decomposing an matrix into a product
of a lower triangular matrix and an upper triangular matrix. Given a
matrix A, instances of the DoubleLUFact class factor A as follows:
where P is a permutation matrix, L is a lower triangular matrix
with ones on the diagonal, and U is an upper triangular matrix.
A DoubleLUFact instance is constructed by supplying a matrix to factor. An existing instance can be used to factor other matrices with the provided Factor() method. Read-only properties provide access to the permutation matrix P, lower triangular matrix L, and upper triangular matrix U.
C#
PA = LU
A DoubleLUFact instance is constructed by supplying a matrix to factor. An existing instance can be used to factor other matrices with the provided Factor() method. Read-only properties provide access to the permutation matrix P, lower triangular matrix L, and upper triangular matrix U.
See Also