Returns the unit upper triangular portion of the LU
factorization of a.
Namespace:
Imsl.Math
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public double[,] GetU() |
| Visual Basic (Declaration) |
|---|
Public Function GetU As Double(,) |
| Visual C++ |
|---|
public: array<double,2>^ GetU() |
Return Value
A double matrix containing U, the unit upper 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.
, 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.
