Returns the permutation matrix which results from the
LU factorization of a.
Namespace:
Imsl.Math
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public double[,] GetPermutationMatrix() |
| Visual Basic (Declaration) |
|---|
Public Function GetPermutationMatrix As Double(,) |
| Visual C++ |
|---|
public: array<double,2>^ GetPermutationMatrix() |
Return Value
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.
, 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.
