lu.hpp File Reference

LU factorization with partial pivoting. More...

#include "core/matrix.hpp"
#include "core/policy.hpp"
#include <vector>

Go to the source code of this file.

Classes
struct	num::LUResult
	Result of an LU factorization with partial pivoting (PA = LU) More...

Namespaces
namespace	num

Functions
LUResult	num::lu (const Matrix &A)
	LU factorization of a square matrix A with partial pivoting.
void	num::lu_solve (const LUResult &f, const Vector &b, Vector &x)
	Solve A*x = b using a precomputed LU factorization.
void	num::lu_solve (const LUResult &f, const Matrix &B, Matrix &X)
	Solve A*X = B for multiple right-hand sides.
real	num::lu_det (const LUResult &f)
	Determinant of A from its LU factorization.
Matrix	num::lu_inv (const LUResult &f)
	Inverse of A from its LU factorization.

Detailed Description

LU factorization with partial pivoting.

Definition in file lu.hpp.