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LuDecomp< MatrixType > Class Template Reference

Detailed Description

template<class MatrixType>
class LuDecomp< MatrixType >

LU Decomposition.

LuDecomp always factors the matrix passed in the constructor inplace, i.e. it overwrites the constructor argument. In the same manner, the arguments to solve() are overwritten by the respective solution.

LAPACK is used if available; if not, the partial-pivoting implementation from the Eigen library is called instead.

#include <lu.h>

Public Member Functions

 LuDecomp (MatrixType &a)
 initialize and factor
 
 LuDecomp ()
 empty initialization
 
int factor (MatrixType &a)
 factorize a, overwrites a, returns status
 
int msolve (MatrixType &b) const
 solve Ax=b, overwrite b
 
template<class VectorType >
int vsolve (VectorType &b) const
 solve Ax=b, overwrite b
 
value_type onorm (const MatrixType &a) const
 compute the one-norm of matrix a
 
value_type rcond (value_type anorm) const
 compute reciprocal condition number from factorization
 
int inverse (MatrixType &mi) const
 compute inverse matrix (after factoring), copy into mi
 

Private Attributes

MatrixType::value_type * plu
 lu-factorization
 
std::vector< int > ip
 permutation
 

The documentation for this class was generated from the following file: