### DOC: Describe how to get L and U out of the LU factorization.

Change-Id: I29821d396798f1d3d2208a891bcfa76d9cc51308
parent 9e0e91e9
 ... ... @@ -640,11 +640,29 @@ public: int *tmp1Size, double *tmp2Size); // Description: // Factor linear equations Ax = b using LU decomposition A = LU where L is // lower triangular matrix and U is upper triangular matrix. Input is // square matrix A, integer array of pivot indices index[0->n-1], and size // of square matrix n. Output factorization LU is in matrix A. If error is // found, method returns 0. // Factor linear equations Ax = b using LU decomposition into the form // A = LU where L is a unit lower triangular matrix and U is upper triangular // matrix. // The input is a square matrix A, an integer array of pivot indices index[0->n-1], // and the size, n, of the square matrix. // The output is provided by overwriting the input A with a matrix of the same size as // A containing all of the information about L and U. If the output matrix is // \f$A* = \left( \begin{array}{cc} // a & b \\ // c & d \end{array} \right)\f$ // then L and U can be obtained as: // \f$L = \left( \begin{array}{cc} // 1 & 0 \\ // c & 1 \end{array} \right)\f$ // \f$U = \left( \begin{array}{cc} // a & b \\ // 0 & d \end{array} \right)\f$ // // That is, the diagonal of the resulting A* is the diagonal of U. The upper right // triangle of A is the upper right triangle of U. The lower left triangle of A is // the lower left triangle of L (and since L is unit lower triangular, the diagonal // of L is all 1's). // If an error is found, the function returns 0. static int LUFactorLinearSystem(double **A, int *index, int size); // Description: ... ...
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