lu.h
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#ifndef LU_H
#define LU_H
#include <itpp/base/mat.h>
#include <itpp/itexports.h>
namespace itpp
{
ITPP_EXPORT bool lu(const mat &X, mat &L, mat &U, ivec &p);
ITPP_EXPORT bool lu(const cmat &X, cmat &L, cmat &U, ivec &p);
ITPP_EXPORT void interchange_permutations(vec &b, const ivec &p);
ITPP_EXPORT bmat permutation_matrix(const ivec &p);
} // namespace itpp
#endif // #ifndef LU_H
itpp::lu
bool lu(const mat &X, mat &L, mat &U, ivec &p)
LU factorisation of real matrix.
Definition lu.cpp:117
itpp::permutation_matrix
bmat permutation_matrix(const ivec &p)
Make permutation matrix P from the interchange permutation vector p.
Definition lu.cpp:144
itpp::interchange_permutations
void interchange_permutations(vec &b, const ivec &p)
Makes swapping of vector b according to the interchange permutation vector p.
Definition lu.cpp:132
mat.h
Matrix Class Definitions.
bmat
Mat< bin > bmat
bin matrix
Definition mat.h:508
itpp
itpp namespace
Definition itmex.h:37

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