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DigitalRuneLUDecompositionD Class
Computes the LU Decomposition of a matrix (double-precision).
Inheritance Hierarchy
SystemObject
  DigitalRune.Mathematics.AlgebraLUDecompositionD

Namespace: DigitalRune.Mathematics.Algebra
Assembly: DigitalRune.Mathematics (in DigitalRune.Mathematics.dll) Version: 1.14.0.0 (1.14.0.14427)
Syntax
public class LUDecompositionD

The LUDecompositionD type exposes the following members.

Constructors
  NameDescription
Public methodLUDecompositionD
Creates the LU decomposition of the given matrix.
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Methods
  NameDescription
Public methodEquals
Determines whether the specified Object is equal to the current Object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodSolveLinearEquations
Solves the equation A * X = B.
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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Properties
  NameDescription
Public propertyDeterminant
Gets the determinant of matrix A.
Public propertyIsNumericallySingular
Gets a value indicating whether the matrix U is numerically singular.
Public propertyL
Gets the lower triangular matrix L. (This property returns the internal matrix, not a copy.)
Public propertyPivotPermutationVector
Gets the pivot permutation vector. (This property returns the internal array, not a copy.)
Public propertyU
Gets the upper triangular matrix U. (This property returns the internal matrix, not a copy.)
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Remarks

The LU Decomposition computes a unit lower triangular matrix L and an upper triangular matrix U for a matrix A so that A' = L * U where A' is a row-permutation of A.

The LU Decomposition with pivoting always exists, even if the matrix is singular.

Application: LU Decomposition is the preferred way to solve a linear set of equations. This will fail if the matrix A is singular.

Use QR Decomposition for rectangular matrices A with m ≥ n.

See Also