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MQL5 リファレンス行列とベクトルのメソッドOpenBLASFactorizationsFactorizationPLU 

FactorizationPLU

Computes an LU factorization of a general M-by-N matrix A using partial pivoting with row interchanges. The factorization has the form

   A = P * L * U

where P is a permutation matrix, L is lower triangular with unit diagonal elements (lower trapezoidal if m > n), and U is upper triangular (upper trapezoidal if m < n). Lapack function GETRF.

Computing for type matrix<double>

bool  matrix::FactorizationPLU(
  matrix&       P,           // permutation matrix P
  matrix&       L,           // lower triangular matrix L
  matrix&         U           // upper triangular matrix U
  );

Computing for type matrix<float>

bool  matrix::FactorizationPLU(
  matrixf&     P,           // permutation matrix P
  matrixf&     L,           // lower triangular matrix L
  matrixf&       U           // upper triangular matrix U
  );

Computing for type matrix<complex>

bool  matrix::FactorizationPLU(
  matrixc&     P,           // permutation matrix P
  matrixc&     L,           // lower triangular matrix L
  matrixc&       U           // upper triangular matrix U
  );

Computing for type matrix<complexf>

bool  matrix::FactorizationPLU(
  matrixcf&     P,           // permutation matrix P
  matrixcf&     L,           // lower triangular matrix L
  matrixcf&       U           // upper triangular matrix U
  );

Parameters

P

[out]  Permutation matrix P.

L

[out]  Lower triangular matrix L with unit diagonal elements.

U

[out]  Upper triangular matrix U.

 

Return Value

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