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