LUDecomposition Class

Represents the LU decomposition of a general Matrix.

For a list of all members of this type, see LUDecomposition Members.

System.Object
   LinearTransformation
      Decomposition
         LUDecomposition

[Visual Basic]
NotInheritable Public Class LUDecomposition

Inherits Decomposition

[C#]

public sealed class LUDecomposition : 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.

LUDecomposition 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.

LUDecomposition 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 method. You can also calculate the determinant, the inverse, and an estimate for the EstimateConditionNumber.

Requirements

Namespace: Extreme.Mathematics.LinearAlgebra

Assembly: Extreme.Mathematics (in Extreme.Mathematics.dll)

LUDecomposition Class

Remarks

Requirements

See Also