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

FactorizationPLURaw

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

Computing for type matrix<float>

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

Computing for type matrix<complex>

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

Computing for type matrix<complexf>

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

Parameters

AF

[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 M; 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 GETRF function and can be used for further calculations with methods PLULinearEquationsSolution, PLUInverse and PLUCondNumReciprocal. In these cases original matrix A must be square.