SquareMatrixLUDecomposition Method

Computes the LU decomposition of the matrix.

Definition

Namespace: Meta.Numerics.Matrices
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public LUDecomposition LUDecomposition()

Return Value

LUDecomposition
The LU decomposition of the matrix.

Remarks

The LU decomposition of a matrix M is a set of matrices L, U, and P such that LU = PM, where L is lower-left triangular, U is upper-right triangular, and P is a permutation matrix (so that PM is a row-wise permutation of M).

The LU decomposition of a square matrix is an O(N3) operation.

See Also