Collection of matrix factorisation operation functions.

void mxLUFactor(Mat* mat, Perm* pivot)

Gaussian elimination with scaled partial pivoting.

void mxLUSolve(Mat* mat, Perm* pivot, Vec* b, Vec* x)

Given an LU factorisation in A, solve Ax=b

void mxLUTSolve(Mat* mat, Perm* pivot, Vec* b, Vec* x)

Given an LU factorisation in A, solve A^Tx=b

void mxInverse(Mat* mat, Mat* out)

Returns inverse of A, provided A is not too rank deficient.

void mxSolve(Mat* mat, Vec* b, Vec* x)

Given A and b, solve Ax=b

Documentation

Collection of matrix factorisation operation functions. Based on the "Meschach Library", available at the anonymous ftp site thrain.anu.edu.au in the directory pub/meschach.

Most matrix factorisation routines are in-situ unless otherwise specified.

Author:

David E. Stewart (david.stewart@anu.edu.au) Zbigniew Leyk (zbigniew.leyk@anu.edu.au) Ronan Collobert (collober@idiap.ch)

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