lu.h File Reference

Definitions of LU factorisation functions. More...

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## Namespaces | |

namespace | itpp |

itpp namespace | |

## Functions | |

bool | itpp::lu (const mat &X, mat &L, mat &U, ivec &p) |

LU factorisation of real matrix. | |

bool | itpp::lu (const cmat &X, cmat &L, cmat &U, ivec &p) |

LU factorisation of real matrix. | |

void | itpp::interchange_permutations (vec &b, const ivec &p) |

Makes swapping of vector b according to the interchange permutation vector p. | |

bmat | itpp::permutation_matrix (const ivec &p) |

Make permutation matrix P from the interchange permutation vector p. | |

Definitions of LU factorisation functions.

Copyright (C) 1995-2010 (see AUTHORS file for a list of contributors)

This file is part of IT++ - a C++ library of mathematical, signal processing, speech processing, and communications classes and functions.

IT++ is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

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Definition in file lu.h.

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