Interface | Description |
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LUDecomposition |
LU decomposition decomposes an n x n matrix A so that P * A = L * U.
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Class | Description |
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Doolittle |
Doolittle algorithm is a LU decomposition algorithm which decomposes a square matrix
A into:
P is an n x n permutation matrix;
L is an n x n (unit) lower triangular matrix;
U is an n x n upper triangular matrix,
such that PA = LU.
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LDLt |
The LDL decomposition decomposes a real and symmetric (hence square) matrix A into A = L * D * Lt.
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LU |
LU decomposition decomposes an n x n matrix A so that P * A = L * U.
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