CADability dotNET
LU Decomposition.

Namespace: CADability.LinearAlgebra
Assembly: CADability (in CADability.dll) Version: 1.1.4254.24737 (1.1.*)

Syntax

C#
[SerializableAttribute]
public class LUDecomposition
Visual Basic
<SerializableAttribute> _
Public Class LUDecomposition
Visual C++
[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.

Inheritance Hierarchy

System..::..Object
  CADability.LinearAlgebra..::..LUDecomposition

See Also