Namespaces

Types in MathNet.Numerics.LinearAlgebra.Factorization

Type LU<T>

Namespace MathNet.Numerics.LinearAlgebra.Factorization

Interfaces ISolver<T>

A class which encapsulates the functionality of an LU factorization.

For a matrix A, the LU factorization is a pair of lower triangular matrix L and upper triangular matrix U so that A = L*U.

In the Math.Net implementation we also store a set of pivot elements for increased numerical stability. The pivot elements encode a permutation matrix P such that P*A = L*U.

The computation of the LU factorization is done at construction time.

Methods

Properties

Public Methods

bool Equals(object obj)

int GetHashCode()

Type GetType()

Matrix<T> Inverse()

Returns the inverse of this matrix. The inverse is calculated using LU decomposition.
Return
Matrix<T>

The inverse of this matrix.

Matrix<T> Solve(Matrix<T> input)

Solves a system of linear equations, , with A LU factorized.
Parameters
Matrix<T> input

The right hand side Matrix`1 , .

Return
Matrix<T>

The left hand side Matrix`1 , .

void Solve(Matrix<T> input, Matrix<T> result)

Solves a system of linear equations, , with A LU factorized.
Parameters
Matrix<T> input

The right hand side Matrix`1 , .

Matrix<T> result

The left hand side Matrix`1 , .

Vector<T> Solve(Vector<T> input)

Solves a system of linear equations, , with A LU factorized.
Parameters
Vector<T> input

The right hand side vector, .

Return
Vector<T>

The left hand side Vector`1 , .

void Solve(Vector<T> input, Vector<T> result)

Solves a system of linear equations, , with A LU factorized.
Parameters
Vector<T> input

The right hand side vector, .

Vector<T> result

The left hand side Matrix`1 , .

string ToString()

Public Properties

T Determinant get;

Gets the determinant of the matrix for which the LU factorization was computed.

Matrix<T> L get;

Gets the lower triangular factor.

Permutation P get;

Gets the permutation applied to LU factorization.

Matrix<T> U get;

Gets the upper triangular factor.