Class LuDecomposition

Class for calculating and doing operations with an LU decomposition

Inheritance

Object

LuDecomposition

Inherited Members

Object.Equals(Object)

Object.Equals(Object, Object)

Object.GetHashCode()

Object.GetType()

Object.MemberwiseClone()

Object.ReferenceEquals(Object, Object)

Object.ToString()

Namespace: Microsoft.ML.Probabilistic.Math

Assembly: Microsoft.ML.Probabilistic.dll

Syntax

public class LuDecomposition

Constructors

LuDecomposition(Matrix)

Constructs an instance and performs the decomposition on the given matrix.

Declaration

public LuDecomposition(Matrix A)

Parameters

Type	Name	Description
Matrix	A

LuDecomposition(Int32, Int32)

Creates a new instance with a given number of rows and columns

Declaration

public LuDecomposition(int nRows, int nCols)

Parameters

Type	Name	Description
Int32	nRows	Number of rows
Int32	nCols	Number of columns

Remarks

Currently this only supports square matrices

Fields

LU

Stores the permuted L in the lower triangle (whose diagonal is assumed to be 1), with U in the upper triangle and diagonal.

Declaration

public Matrix LU

Field Value

Type	Description
Matrix

Methods

Decompose()

Performs the decomposition for this instance

Declaration

public void Decompose()

Decompose(Matrix)

Decomposes the matrix A

Declaration

public void Decompose(Matrix A)

Parameters

Type	Name	Description
Matrix	A

Determinant()

Compute the determinant of the decomposed matrix. The decomposition is assumed to have been performed.

Declaration

public double Determinant()

Returns

Type	Description
Double

InPlace(Matrix)

Creates performs and returns an LuDecomposition on a given matrix.

Declaration

public static LuDecomposition InPlace(Matrix A)

Parameters

Type	Name	Description
Matrix	A

Returns

Type	Description
LuDecomposition

Solve(Vector)

Solves Ay = x for y, leaving the result in x.

Declaration

public void Solve(Vector x)

Parameters

Type	Name	Description
Vector	x