lu.cpp File Reference

Implementation of LU factorisation functions. More...

#include <itpp/config.h>
#include <itpp/base/algebra/lu.h>
#include <itpp/base/specmat.h>

Functions
bool	itpp::lu (const mat &X, mat &L, mat &U, ivec &p)
	LU factorisation of real matrix.
bool	itpp::lu (const cmat &X, cmat &L, cmat &U, ivec &p)
	LU factorisation of real matrix.
void	itpp::interchange_permutations (vec &b, const ivec &p)
	Makes swapping of vector b according to the interchange permutation vector p.
bmat	itpp::permutation_matrix (const ivec &p)
	Make permutation matrix P from the interchange permutation vector p.

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Detailed Description

Implementation of LU factorisation functions.

Author:

Tony Ottosson

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Copyright (C) 1995-2008 (see AUTHORS file for a list of contributors)

This file is part of IT++ - a C++ library of mathematical, signal processing, speech processing, and communications classes and functions.

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