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

FactorizationPLUQ

Computes an LU factorization of a general N-by-N matrix A with complete pivoting (row and column interchanges). The factorization has the form

   A = P * L * U * Q

where P is a rows permutation matrix, L is lower triangular with unit diagonal elements, U is upper triangular, and Q is a columns permutation matrix. LAPACK function GETC2.

Computing for type matrix<double>

bool  matrix::FactorizationPLUQ(
  matrix&       P,           // rows permutation matrix P
  matrix&       L,           // lower triangular matrix L
  matrix&         U,           // upper triangular matrix U
  matrix&       Q           // cols permutation matrix Q
  );

Computing for type matrix<float>

bool  matrixf::FactorizationPLUQ(
  matrixf&     P,           // rows permutation matrix P
  matrixf&     L,           // lower triangular matrix L
  matrixf&       U,           // upper triangular matrix U
  matrixf&     Q           // cols permutation matrix Q
  );

Computing for type matrix<complex>

bool  matrixc::FactorizationPLUQ(
  matrixc&     P,           // rows permutation matrix P
  matrixc&     L,           // lower triangular matrix L
  matrixc&       U,           // upper triangular matrix U
  matrixc&     Q           // cols permutation matrix Q
  );

Computing for type matrix<complexf>

bool  matrixcf::FactorizationPLUQ(
  matrixcf&     P,           // rows permutation matrix P
  matrixcf&     L,           // lower triangular matrix L
  matrixcf&       U,           // upper triangular matrix U
  matrixcf&     Q           // cols permutation matrix Q
  );

Parameters

P

[out]  Cols permutation matrix P.

L

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

U

[out]  Upper triangular matrix U.

Q

[out]  Rows permutation matrix Q.

 

Return Value

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