ILNumerics Ultimate VS

ILMathlu Method (InArrayDouble)

ILNumerics Ultimate VS Documentation
ILNumerics - Technical Application Development
LU matrix decomposition. Decompose general matrix A into strictly upper part and lower part.

[ILNumerics Computing Engine]

Namespace:  ILNumerics
Assembly:  ILNumerics.Computing (in ILNumerics.Computing.dll) Version: (5.5.7503.3146)

public static RetArray<double> lu(
	InArray<double> A


Type: ILNumericsInArrayDouble
Input matrix. Size [m x n].

Return Value

Type: RetArrayDouble
Triangular matrices L and U composed into a single matrix as returned from LAPACK function ?getrf. Size [m x n].

ArgumentException if input A is not a matrix.

The matrix returned is composed out of the lower triangular matrix L with unit diagonal and the strictly upper triangular matrix U.

|1 \    |
| 1 \ R |
|  1 \  |
| L 1 \ |
|    1 \|

This overload is mostly needed for further operations via Lapack libraries. If you need the L and U matrices directly, consider using the overload lu(InArrayDouble, OutArrayDouble, OutArrayDouble) instead.

lu uses the Lapack function ?getrf, which is provided by a native LAPACK implementation (mostly Intel's MKL).

[ILNumerics Computing Engine]

See Also

Reference, OutArrayDouble, OutArrayDouble)