LU Struct Reference

The class that computes the full pivoting Auxiliary struct for storing the LU decomposition of a matrix A. More...

#include <LU.hpp>

Public Member Functions
	LU ()
	Construct a default LU instance.
	LU (MatrixXdConstRef A)
	Construct a LU instance with given matrix.
	LU (MatrixXdConstRef A, VectorXdConstRef W)
	Construct a LU instance with given matrix and scaling column-weights.
auto	empty () const -> bool
	Return true if empty.
auto	compute (MatrixXdConstRef A) -> void
	Compute the LU decomposition of the given matrix.
auto	compute (MatrixXdConstRef A, VectorXdConstRef W) -> void
	Compute the LU decomposition of the given matrix with scaling column-weights.
auto	solve (MatrixXdConstRef b) -> MatrixXd
	Solve the linear system AX = B using the calculated LU decomposition.
auto	trsolve (MatrixXdConstRef B) -> MatrixXd
	Solve the linear system tr(A)X = B using the calculated LU decomposition.

Public Attributes
MatrixXd	A_last
	The last decomposed matrix A.
VectorXd	W_last
	The last weights used for column scaling.
MatrixXd	L
	The lower triangular matrix L in the LU decomposition of the matrix PAQ = LU.
MatrixXd	U
	The upper triangular matrix U in the LU decomposition of the matrix PAQ = LU.
PermutationMatrix	P
	The permutation matrix P in the LU decomposition of the matrix PAQ = LU.
PermutationMatrix	Q
	The permutation matrix Q in the LU decomposition of the matrix PAQ = LU.
Index	rank
	The rank of the matrix A

Detailed Description

The class that computes the full pivoting Auxiliary struct for storing the LU decomposition of a matrix A.

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The documentation for this struct was generated from the following file:

• Reaktoro/Math/LU.hpp