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LU Class

Implements the LU factorization or general real square matrix.
Inheritance Hierarchy
SystemObject
  FinMath.LinearAlgebra.FactorizationsLU

Namespace:  FinMath.LinearAlgebra.Factorizations
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
[SerializableAttribute]
public class LU : ISolver

The LU type exposes the following members.

Constructors
  NameDescription
Public methodLU
Initializes an instance of the LU factorization.
Public methodLU(Matrix)
Initializes an instance of the LU factorization of the given matrix.
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Methods
  NameDescription
Public methodConditionNumber
Computes condition number of LU-factorized matrix.
Public methodDeterminant
Computes the determinant of the matrix.
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetInverse
Computes the inverse matrix.
Public methodGetInverse(Matrix)
Computes the inverse matrix.
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodInverseRowPermutation
Computes the inverse permutation.
Public methodIsSingular
Returns the boolean flag that indicates whether the matrix is singular.
Public methodL
Computes the lower triangular matrix with unit diagonal elements.
Public methodP
Computes the permutation matrix.
Public methodRowPermutation
Computes the permutation.
Public methodSolve(Matrix)
Solves a system of linear equations, AX = B.
Public methodSolve(Vector)
Solves a system of linear equations, Ax = b
Public methodSolve(Matrix, Matrix)
Solves a system of linear equations, AX = B.
Public methodSolve(Vector, Vector)
Solves a system of linear equations, Ax = b.
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
Public methodU
Computes the upper triangular matrix.
Public methodUpdate
Computes LU factorization of the given matrix.
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See Also