Click or drag to resize

SquareMatrixLUDecomposition Method

Computes the LU decomposition of the matrix.

Namespace:  Meta.Numerics.Matrices
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.0.5.0 (4.0.5.0)
Syntax
public LUDecomposition LUDecomposition()

Return Value

Type: 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