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

FactorizationPLUGeTridRaw

Computes an LU factorization of a general (non-symmetric) tridiagonal N-by-N matrix A using elimination with partial pivoting and 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, and U is upper triangular. LAPACK function GTTRF.

Computing for type matrix<double>

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

Computing for type matrix<float>

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

Computing for type matrix<complex>

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

Computing for type matrix<complexf>

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

Parameters

[out] Factored matrix A. The factors L and U from the factorization A = P*L*U; the unit diagonal elements of L are not stored.

ipiv

[out] Pivot indices array of size N; row i of the matrix A was interchanged with row ipiv[i].

Return Value

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

Note

Matrix AF and pivot indices array ipiv[] are raw output of the GTTRF function and can be used for further calculations with methods PLUGeTridLinearEquationsSolution and PLUGeTridCondNumReciprocal.

FactorizationPLUQRaw

FactorizationLDLRaw