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
	Packed factorization \(PA=LU\). More...

Namespaces
namespace	num

Functions
LUResult	num::lu (const Matrix &A, Backend backend=lapack_backend)
void	num::lu_solve (const LUResult &f, const Vector &b, Vector &x)
	Solve \(Ax=b\) from a precomputed \(PA=LU\) factorization.
void	num::lu_solve (const LUResult &f, const Matrix &B, Matrix &X)
	Solve \(AX=B\) from a precomputed \(PA=LU\) factorization.
real	num::lu_det (const LUResult &f)
	Compute \(\det(A)=\det(P)^{-1}\prod_i U_{ii}\).
Matrix	num::lu_inv (const LUResult &f)
	Compute \(A^{-1}\) by solving \(AX=I\).

Detailed Description

LU factorization with partial pivoting.

Definition in file lu.hpp.