CADability dotNET
Assembly: CADability (in CADability.dll) Version: 1.1.4254.24737 (1.1.*)
LU Decomposition.
Namespace: CADability.LinearAlgebraAssembly: CADability (in CADability.dll) Version: 1.1.4254.24737 (1.1.*)
Syntax
C# |
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[SerializableAttribute] public class LUDecomposition |
Visual Basic |
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<SerializableAttribute> _ Public Class LUDecomposition |
Visual C++ |
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[SerializableAttribute] public ref class LUDecomposition |
Remarks
For an m-by-n matrix A with m >= n, the LU decomposition is an m-by-n
unit lower triangular matrix L, an n-by-n upper triangular matrix U,
and a permutation vector piv of length m so that A(piv,:) = L*U.
If m < n, then L is m-by-m and U is m-by-n.
The LU decompostion with pivoting always exists, even if the matrix is
singular, so the constructor will never fail. The primary use of the
LU decomposition is in the solution of square systems of simultaneous
linear equations. This will fail if IsNonSingular() returns false.