DokumentationKategorien
Nachschlagewerk MQL5Matrizen und VektorenOpenBLASFactored CalculationsLDLInverse 

LDLInverse

Computes the inverse of a real symmetric or complex Hermitian indefinite matrix using the factorization A = U**T * D * U or A = L * D * L**T computed by FactorizationLDLRaw. LAPACK functions SYTRI, HETRI.

Computing for type matrix<double>

bool  matrix::LDLInverse(
   long[]&         ipiv,          // pivot indices array
   matrix&         AI             // inverse of matrix A
   );

Computing for type matrix<float>

bool  matrixf::LDLInverse(
   long[]&         ipiv,          // pivot indices array
   matrixf&        AI             // inverse of matrix A
   );

Computing for type matrix<complex>

bool  matrixc::LDLInverse(
   long[]&         ipiv,          // pivot indices array
   matrixc&        AI             // inverse of matrix A
   );

Computing for type matrix<complexf>

bool  matrixcf::LDLInverse(
   long[]&         ipiv,          // pivot indices array
   matrixcf&       AI             // inverse of matrix A
   );

Parameters

ipiv

[in]  Pivot indices array obtained as result of SYTRF or HETRF function.

AI

[out]  Inverted matrix.

 

Return Value

Return true if successful, otherwise false in case of an error.

Note

This method is applied to the matrix AF obtained as result of SYTRF or HETRF function.