LU
Computes the LU factorization of the given real M-by-N matrix X such that X = P * L * U where P is a permutation matrix (row exchanges).
Type members
Classlikes
Returns the raw lapack result, which is more memory efficient, but harder to work with.
Returns the raw lapack result, which is more memory efficient, but harder to work with.
Upon completion, a tuple consisting of a matrix A and an integer array P.
The upper triangular portion of A resembles U whereas the lower triangular portion of A resembles L up to but not including the diagonal elements of L which are all equal to 1.
For 0 <= i < M, each element P(i) denotes whether row i of the matrix X was exchanged with row P(i) - 1 during computation (the offset is caused by the internal call to LAPACK).
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Inherited types
Value members
Concrete methods
Creates the permutation matrix from the IPIV (pivot) vector result from LAPACK Traditionally, the decomposition is represented as P * X = L * U Thus for a matrix with R rows and C columns, the matrix P should be of size RxR in order to preserve the original dimension of the matrix X.
Creates the permutation matrix from the IPIV (pivot) vector result from LAPACK Traditionally, the decomposition is represented as P * X = L * U Thus for a matrix with R rows and C columns, the matrix P should be of size RxR in order to preserve the original dimension of the matrix X.
- Value parameters:
- cols
- The number of columns in the X matrix
- ipiv
- The pivot vector returned from LAPACK
- rows
- The number of rows in the X matrix
- Returns:
The permutation matrix, P from the LU decomposition of the form (P * X = L * U) size RxR
Decomposes the output of the LAPACK LU decomposition
Decomposes the output of the LAPACK LU decomposition
- Value parameters:
- X
- The packed upper/lower matrices from LAPACK
- ipiv
- The pivot vector from LAPACK
- Returns:
(DenseMatrix, DenseMatrix, DenseMatrix) - Three matrices P, L, and U which give the original matrix when multiplied together i.e X, ipiv = LU(A), P, L, U = decompose(X, ipiv), P * L * U = A
Inherited methods
- Inherited from:
- UFunc
- Inherited from:
- UFunc
- Inherited from:
- UFunc
- Inherited from:
- UFunc