Computes the LU Decomposition of a matrix (double-precision).

Namespace: DigitalRune.Mathematics.Algebra
Assembly: DigitalRune.Mathematics (in DigitalRune.Mathematics.dll) Version: 1.7.0.0 (1.7.0.9486)

Syntax

C#
public class LUDecompositionD
Visual Basic
Public Class LUDecompositionD
Visual C++
public ref class LUDecompositionD

Remarks

The LU Decomposition computes a unit lower triangular matrix L and an upper triangular matrix U for a matrix A so that A' = L * U where A' is a row-permutation of A.

The LU Decomposition with pivoting always exists, even if the matrix is singular.

Application: LU Decomposition is the preferred way to solve a linear set of equations. This will fail if the matrix A is singular.

Use QR Decomposition for rectangular matrices A with m ≥ n.

Inheritance Hierarchy

System..::..Object
  DigitalRune.Mathematics.Algebra..::..LUDecompositionD

See Also