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Referência MQL5Métodos matriciais e vetoriaisOpenBLASFactorizationsFactorizationLDLRaw 

FactorizationLDLRaw

Computes the factorization of a real symmetric or complex Hermitian 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 functions SYTRF, HETRF.

Computing for type matrix<double>

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

Computing for type matrix<float>

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

Computing for type matrix<complex>

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

Computing for type matrix<complexf>

bool  matrixcf::FactorizationLDLRaw(
   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 (Hermitian), upper triangular or lower triangular matrix. Triangular matrices are assumed to be symmetric (Hermitian conjugated).

Matrix AF and pivot indices array ipiv[] are raw output of the SYTRF (HETRF) function and can be used for further calculations with methods LDLLinearEquationsSolution, LDLInverse and LDLCondNumReciprocal.