ILNumerics Ultimate VSILMathlu Method (InArraySingle)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: 5.3.0.0 (5.3.7131.2749)
Syntax

public static RetArray<float> lu(
	InArray<float> A
)

Parameters

A
Type: ILNumericsInArraySingle
Input matrix. Size [m x n].

Return Value

Type: RetArraySingle
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.

:'''''''|
|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(InArraySingle, OutArraySingle, OutArraySingle) 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(InArraySingle, OutArraySingle, OutArraySingle)