NDDEM
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LU decomposition of a matrix with partial pivoting, and related features. More...
#include <PartialPivLU.h>
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void | compute () |
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void | _check_solve_assertion (const Rhs &b) const |
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static void | check_template_parameters () |
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MatrixType | m_lu |
PermutationType | m_p |
TranspositionType | m_rowsTranspositions |
RealScalar | m_l1_norm |
signed char | m_det_p |
bool | m_isInitialized |
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class | SolverBase< PartialPivLU > |
LU decomposition of a matrix with partial pivoting, and related features.
_MatrixType | the type of the matrix of which we are computing the LU decomposition |
This class represents a LU decomposition of a square invertible matrix, with partial pivoting: the matrix A is decomposed as A = PLU where L is unit-lower-triangular, U is upper-triangular, and P is a permutation matrix.
Typically, partial pivoting LU decomposition is only considered numerically stable for square invertible matrices. Thus LAPACK's dgesv and dgesvx require the matrix to be square and invertible. The present class does the same. It will assert that the matrix is square, but it won't (actually it can't) check that the matrix is invertible: it is your task to check that you only use this decomposition on invertible matrices.
The guaranteed safe alternative, working for all matrices, is the full pivoting LU decomposition, provided by class FullPivLU.
This is not a rank-revealing LU decomposition. Many features are intentionally absent from this class, such as rank computation. If you need these features, use class FullPivLU.
This LU decomposition is suitable to invert invertible matrices. It is what MatrixBase::inverse() uses in the general case. On the other hand, it is not suitable to determine whether a given matrix is invertible.
The data of the LU decomposition can be directly accessed through the methods matrixLU(), permutationP().
This class supports the inplace decomposition mechanism.
typedef SolverBase<PartialPivLU> Eigen::PartialPivLU< _MatrixType >::Base |
typedef _MatrixType Eigen::PartialPivLU< _MatrixType >::MatrixType |
typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime> Eigen::PartialPivLU< _MatrixType >::PermutationType |
typedef MatrixType::PlainObject Eigen::PartialPivLU< _MatrixType >::PlainObject |
typedef Transpositions<RowsAtCompileTime, MaxRowsAtCompileTime> Eigen::PartialPivLU< _MatrixType >::TranspositionType |
Eigen::PartialPivLU< MatrixType >::PartialPivLU |
Default Constructor.
The default constructor is useful in cases in which the user intends to perform decompositions via PartialPivLU::compute(const MatrixType&).
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Default Constructor with memory preallocation.
Like the default constructor but with preallocation of the internal data according to the specified problem size.
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Constructor.
matrix | the matrix of which to compute the LU decomposition. |
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Constructor for inplace decomposition
matrix | the matrix of which to compute the LU decomposition. |
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PartialPivLU< MatrixType >::Scalar Eigen::PartialPivLU< MatrixType >::determinant |
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*this
is the LU decomposition. MatrixType Eigen::PartialPivLU< MatrixType >::reconstructedMatrix |
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