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)

Alphabetic index HTML hierarchy of classes or Java



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