Returns the lower triangular portion of the LU
factorization of a.
Namespace:
Imsl.Math
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public Complex[,] GetL() |
Visual Basic (Declaration) |
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Public Function GetL As Complex(,) |
Visual C++ |
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public: array<Complex,2>^ GetL() |
Return Value
A Complex 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.
