Represents the LU decomposition of a general Matrix.

Namespace: Extreme.Mathematics.LinearAlgebra.Sparse
Assembly:   Extreme.Numerics (in Extreme.Numerics)
Version: 2.1.7017.0

Syntax

Visual Basic (Declaration)
Public NotInheritable Class SparseLUDecomposition _
	Inherits Decomposition
C#
public sealed class SparseLUDecomposition : Decomposition
Visual C++
public ref class SparseLUDecomposition sealed : public Decomposition

Remarks

The LU decomposition of a matrix A rewrites the matrix in the form A= PLU, where P is a permutation matrix, L is a unit lower-triangular matrix, and U is an upper-triangular matrix.

SparseLUDecomposition can operate in two modes. In overwrite mode, the original matrix is overwritten by the decomposition. In preserve mode, the original matrix is preserved, and a new matrix is created to hold the decomposition. You can set the mode through the Overwrite property.

SparseLUDecomposition inherits from LinearTransformation. This means you can use it to solve systems of linear equations. You can solve for a single right-hand side, or for multiple right-hand sides using the Solve(GeneralVector, Boolean) method. You can also calculate the determinant, the inverse, and an estimate for the EstimateConditionNumber().

Inheritance Hierarchy

System.Object
  Extreme.Mathematics.LinearAlgebra.LinearTransformation
    Extreme.Mathematics.LinearAlgebra.Decomposition
      Extreme.Mathematics.LinearAlgebra.Sparse.SparseLUDecomposition

See Also