LUDecomposition<T> Class

public class LUDecomposition<T> : Decomposition<T>

Public Class LUDecomposition(Of T)
	Inherits Decomposition(Of T)

generic<typename T>
public ref class LUDecomposition : public Decomposition<T>

type LUDecomposition<'T> = 
    class
        inherit Decomposition<'T>
    end

Inheritance

Object  →  LinearOperator<T>  →  Decomposition<T>  →  LUDecomposition<T>

Type Parameters

T

The LU decomposition of a matrix A rewrites the matrix in the form PAQ = LU, where P and P are permutation matrices, L is a unit lower-triangular matrix, and U is an upper-triangular matrix.

LUDecomposition<T> can operate in two modes. In overwrite mode, the original matrix is overwritten by the decomposition. In preserve mode, the original matrix is preserved, and a new matrix is created to hold the decomposition. You can set the mode through the Overwrite property.

LUDecomposition<T> inherits from LinearOperator<T>. This means you can use it to solve systems of linear equations. You can solve for a single right-hand side, or for multiple right-hand sides using the Solve(Vector<T>) method. You can also calculate the determinant, the inverse, and an estimate for the EstimateConditionNumber().

Reference