DocumentationSections
MQL5 ReferenceMatrix and Vector MethodsOpenBLASFactorizationsFactorizationLDLComplexSyRaw 

FactorizationLDLComplexSyRaw

Computes the factorization of a complex symmetric matrix A using the Bunch-Kaufman diagonal pivoting method. The form of the factorization is:

   A = L * D * L**T in case of lower triangular or symmetric matrix A

or

   A = U**T * D * U in case of upper triangular matrix A

where L is lower triangular with unit diagonal elements, U is upper triangular with unit diagonal elements. D is a symmetric block-diagonal matrix with 1-by-1 and 2-by-2 diagonal blocks. LAPACK function SYTRF.

Computing for type matrix<complex>

bool  matrixc::FactorizationLDLComplexSyRaw(
   matrixc&        AF,           // factored matrix A
   long[]&         ipiv          // pivot indices array
   );

Computing for type matrix<complexf>

bool  matrixcf::FactorizationLDLComplexSyRaw(
   matrixcf&       AF,           // factored matrix A
   long[]&         ipiv          // pivot indices array
   );

Parameters

AF

[out]  Factored matrix A. The block diagonal matrix D and factor L or U.

ipiv

[out]  Pivot indices array of size N; details of the interchanges and the block structure of D.

 

Return Value

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

Note

The input can be a symmetric, upper triangular or lower triangular matrix. Triangular matrices are assumed to be symmetric.

Matrix AF and pivot indices array ipiv[] are raw output of the SYTRF function and can be used for further calculations with methods LDLComplexSyLinearEquationsSolution, LDLComplexSyInverse and LDLComplexSyCondNumReciprocal.