ComplexLUGetPermutationMatrix Method |
Returns the permutation matrix which results from the
LU factorization of A.
Namespace: Imsl.MathAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public Complex[,] GetPermutationMatrix()
Public Function GetPermutationMatrix As Complex(,)
public:
array<Complex,2>^ GetPermutationMatrix()
member GetPermutationMatrix : unit -> Complex[,]
Return Value
Type:
Complex A
double matrix containing the permuted
identity matrix as a result of the
LU factorization
of
A.
Remarks
Scaled partial pivoting is used to achieve the
LU
factorization. The resulting factorization is such that
, where
A is the input matrix
a,
P is the
permutation matrix returned by
GetPermutationMatrix,
L is the lower triangular matrix returned by
GetL, and
U is the unit upper triangular matrix
returned by
GetU.
See Also