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lu.h File Reference

Definitions of LU factorisation functions. More...

#include <vector.h>
#include <matrix.h>

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Namespaces

namespace  SPUC

Functions

bool SPUC::lu (const mat &X, mat &L, mat &U, ivec &p)
 LU factorisation of real matrix.
void SPUC::interchange_permutations (vec &b, const ivec &p)
 Makes swapping of vector b according to the inerchange permutation vector p.
bmat SPUC::permutation_matrix (const ivec &p)
 Make permutation matrix P from the interchange permutation vector p.


Detailed Description

Definitions of LU factorisation functions.

Author:
Tony Ottosson
1.10

2002/02/25 08:35:41


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