ComplexLU.GetPermutationMatrix Method

ComplexLUGetPermutationMatrix Method

Returns the permutation matrix which results from the LU factorization of A.

Namespace: Imsl.Math
Assembly: 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.

Reference

ComplexLU Class

Imsl.Math Namespace