C:/programs/SCPPNT/src/include/lu.h File Reference

Definition of functions LU_factor and LU_solve. More...

#include <cmath>
#include "scppnt/scppnt.h"
#include "scppnt/scppnt_error.h"

Include dependency graph for lu.h:

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Namespaces
namespace	SCPPNT
Functions
template<class MaTRiX, class VecToRSubscript>
int	SCPPNT::LU_factor (MaTRiX &A, VecToRSubscript &indx)
	Right-looking LU factorization algorithm (unblocked).
template<class MaTRiX, class VecToR, class VecToRSubscripts>
int	SCPPNT::LU_solve (const MaTRiX &A, const VecToRSubscripts &indx, VecToR &b)
	Solve system of linear equations using LU factorization computed from LU_factor.

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Detailed Description

Definition of functions LU_factor and LU_solve.

Definition of functions LU_factor and LU_solve for solving system of linear equations Ax = b.

Typical usage:

Matrix<double> A; Vector<Subscript> ipiv; Vector<double> b;

LU_Factor(A,ipiv); LU_Solve(A,ipiv,b);

Now b has the solution x. Note that both A and b are overwritten. If these values need to be preserved, one can make temporary copies, as in

Matrix<double> T = A; LU_Factor(T,ipiv); Vector<double> x=b; LU_Solve(T,ipiv,x);

Contains modified version of the functions in lu.h from the Template Numerical Toolkit (TNT) using matrix iterators rather than matrix subscripting.

Definition in file lu.h.

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