ILNumerics - Technical Application Development

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

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

#### Parameters

- A
- Type: ILNumericsInArrayDouble

Input matrix. Size [m x n].

#### Return Value

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

Exceptions

Exception | Condition |
---|---|

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.

:'''''''| |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

MathInternal.lu(InArrayDouble, OutArrayDouble, OutArrayDouble)