Description of lu

lu_factor		Programmers Guide
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Category:algorithms

Component type:function

Prototype

template <class DenseMatrix, class Pvector> int lu_factor(DenseMatrix& A, Pvector& ipvt) ;

Description

This is the outer product (a level-2 operation) form of the LU Factorization with pivoting algorithm . This is equivalent to LAPACK's dgetf2. Also see "Matrix Computations" 3rd Ed. by Golub and Van Loan section 3.2.5 and especially page 115.

The pivot indices in ipvt are indexed starting from 1 so that this is compatible with LAPACK (Fortran).

Definition

lu.h

Preconditions

Complexity

Example

In lu_factorization.cc:

  typedef matrix<double, 
                 rectangle<>, 
                 dense<external>, 
                 column_major>::type Matrix;

  const Matrix::size_type N = 3;
  double da [] = { 1, 2, 2, 2, 1, 2, 2, 2, 1 };

  Matrix A(da, N, N);
  dense1D<int> pivots(N, 0);
  lu_factor(A, pivots);

Notes

See also