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Referência MQL5Métodos matriciais e vetoriaisOpenBLASFactorizationsFactorizationPLUQ 

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.