Assembly: DigitalRune.Mathematics (in DigitalRune.Mathematics.dll) Version: 22.214.171.124 (126.96.36.19986)
public class LUDecompositionD
Public Class LUDecompositionD
public ref class LUDecompositionD
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.