Struct scirust::linalg::lu::LUDecomposition

pub struct LUDecomposition {
    pub perm_vector: MatrixU16,
    pub diag_vector: MatrixF64,
    pub pre: bool,
    // some fields omitted
}

LU factorization with partial pivoting problem setup: PA = LU

Fields

perm_vector	The corresponding permutation vector
diag_vector	The corresponding diagonal vector
pre	Indicates if the permutation matrix is pre or post multiplied

Methods

impl LUDecomposition

fn new(a: MatrixF64) -> LUDecomposition

Setup of a new LU factorization with partial pivot problem

fn decompose_ero(&mut self)

Performs LU factorization with partial pivoting using row operations

fn decompose_eco(&mut self)

Performs LU factorization with partial pivoting using column operations

fn decompose_crout(&mut self) -> Result<(), SRError>

Performs LU factorization with partial pivoting using Crout's algorithm

fn max_abs_diff(&self, a: &MatrixF64) -> f64

Finds the maximum absolute entry in a - ldu

fn l(&self) -> MatrixF64

fn u(&self) -> MatrixF64

fn p(&self) -> MatrixF64

fn d(&self) -> MatrixF64

fn det(&self) -> f64

Computes the determinant

fn print(&self)