C# Class YAMP.Numerics.LUDecomposition

LU Decomposition. 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 is smaller than 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: DirectSolver
Mostra file Open project: FlorianRappl/YAMP Class Usage Examples

Public Methods

Method Description
Determinant ( ) : ScalarValue

Determinant

LUDecomposition ( MatrixValue A ) : System

LU Decomposition

Solve ( MatrixValue B ) : MatrixValue

Solve A*X = B

Method Details

Determinant() public method

Determinant
public Determinant ( ) : ScalarValue
return ScalarValue

LUDecomposition() public method

LU Decomposition
public LUDecomposition ( MatrixValue A ) : System
A MatrixValue Rectangular matrix
return System

Solve() public method

Solve A*X = B
public Solve ( MatrixValue B ) : MatrixValue
B MatrixValue A Matrix with as many rows as A and any number of columns.
return MatrixValue