ILNumerics Ultimate VS

ILMath.lu Method (InArray<Double>)

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: 5.5.0.0 (5.5.7503.3146)
Syntax
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public static RetArray<double> lu(
	InArray<double> A
)

Parameters

A
Type: ILNumerics.InArray<Double>
Input matrix. Size [m x n].

Return Value

Type: RetArray<Double>
Triangular matrices L and U composed into a single matrix as returned from LAPACK function ?getrf. Size [m x n].
Exceptions
ExceptionCondition
ArgumentException if input A is not a matrix.
Remarks

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

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:'''''''|
|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(InArray<Double> , OutArray<Double> , OutArray<Double> ) 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

ILMath Class
lu Overload
ILNumerics Namespace
MathInternal.lu(InArray<Double>, OutArray<Double>, OutArray<Double>)