Returns the lower triangular portion of the LU
factorization of A.
Namespace: Imsl.MathAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax Public Function GetL As Double(,)
public:
array<double,2>^ GetL()
member GetL : unit -> float[,]
Return Value
Type:
Double A
double matrix containing
L,
the lower triangular portion 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