Generic Decomposition Operations<T>.LUInvert Method
Definition
Namespace: Extreme.Mathematics.LinearAlgebra.Implementation
Assembly: Extreme.Numerics.Generic (in Extreme.Numerics.Generic.dll) Version: 8.1.4
Assembly: Extreme.Numerics.Generic (in Extreme.Numerics.Generic.dll) Version: 8.1.4
Overload List
LUInvert( | Computes the inverse of a matrix using the LU factorization computed by DGETRF. |
LUInvert( | ZGETRI computes the inverse of a matrix using the LU decomposition computed by ZGETRF. This method inverts U and then computes inv(A) by solving the system inv(A)*L = inv(U) for inv(A). Arguments ========= N (input) INTEGER The elementOrder of the matrix A. N >= 0. A (input/output) ZOUBLE PRECISION array, dimension (LDA,N) On entry, the factors L and U from the decomposition A = P*L*U as computed by ZGETRF. On exit, if info = 0, the inverse of the original matrix A. LDA (input) INTEGER The leading dimension of the array A. LDA >= Max(1,N). IPIV (input) INTEGER array, dimension (N) The pivot indexes from ZGETRF; for 1< =i< =N, row i of the matrix was interchanged with row IPIVi. WORK (workspace/output) ZOUBLE PRECISION array, dimension (LWORK) On exit, if info =0, then WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= Max(1,N). For optimal performance LWORK >= N*NB, where NB is the optimal blocksize returned by ILAENV. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. info (output) INTEGER = 0: successful exit < 0: if info = -i, the i-th argument had an illegal value > 0: if info = i, U(i,i) is exactly zero; the matrix is singular and its inverse could not be computed. |
LUInvert(Int32, Array2D<T>, Array1D<Int32>, Int32)
Computes the inverse of a matrix using the LU factorization computed by DGETRF.
public override void LUInvert(
int n,
Array2D<T> a,
Array1D<int> ipiv,
out int info
)
Parameters
- n Int32
The order of the matrix A. N >= 0.
- a Array2D<T>
Dimension (LDA,N) On entry, the factors L and U from the factorization A = P*L*U as computed by DGETRF. On exit, if info = 0, the inverse of the original matrix A.
The leading dimension of the array A. LDA >= max(1,N).
- ipiv Array1D<Int32>
Dimension (N) The pivot indices from DGETRF; for 1<=i<=N, row i of the matrix was interchanged with row IPIV(i).
- info Int32
info is INTEGER = 0: successful exit < 0: if info = -i, the i-th argument had an illegal value > 0: if info = i, U(i,i) is exactly zero; the matrix is singular and its inverse could not be computed.
Remarks
This method inverts U and then computes inv(A) by solving the system inv(A)*L = inv(U) for inv(A).
This method corresponds to the LAPACK routine DGETRI.
LUInvert(Int32, Array2D<Complex<T>>, Array1D<Int32>, Int32)
ZGETRI computes the inverse of a matrix using the LU decomposition
computed by ZGETRF.
This method inverts U and then computes inv(A) by solving the system
inv(A)*L = inv(U) for inv(A).
Arguments
=========
N (input) INTEGER
The elementOrder of the matrix A. N >= 0.
A (input/output) ZOUBLE PRECISION array, dimension (LDA,N)
On entry, the factors L and U from the decomposition
A = P*L*U as computed by ZGETRF.
On exit, if info = 0, the inverse of the original matrix A.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= Max(1,N).
IPIV (input) INTEGER array, dimension (N)
The pivot indexes from ZGETRF; for 1< =i< =N, row i of the
matrix was interchanged with row IPIVi.
WORK (workspace/output) ZOUBLE PRECISION array, dimension (LWORK)
On exit, if info =0, then WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >= Max(1,N).
For optimal performance LWORK >= N*NB, where NB is
the optimal blocksize returned by ILAENV.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
info (output) INTEGER
= 0: successful exit
< 0: if info = -i, the i-th argument had an illegal value
> 0: if info = i, U(i,i) is exactly zero; the matrix is
singular and its inverse could not be computed.
public override void LUInvert(
int n,
Array2D<Complex<T>> a,
Array1D<int> ipiv,
out int info
)