koblas
com.eignex.koblas/dense/F64LuDecomposition

F64LuDecomposition

class F64LuDecomposition(val n: Int, val lu: DoubleArray, val piv: IntArray, failedAt: Int = NOT_SINGULAR)(source)

A general LU factorization with partial pivoting, P·A = L·U, packed column-major with L below the diagonal and U on and above. lu and piv are live buffers, not copies, so treat them as read-only.

Parameters

failedAt

the position of the zero pivot, or NOT_SINGULAR; readable afterwards through failedAt.

Constructors

F64LuDecomposition

constructor(n: Int, lu: DoubleArray, piv: IntArray, failedAt: Int = NOT_SINGULAR)(source)

Parameters

failedAt

the position of the zero pivot, or NOT_SINGULAR; readable afterwards through failedAt.

Properties

failedAt

var failedAt: Int(source)

The position k whose pivot U(k, k) was exactly zero, or NOT_SINGULAR. This is dgetrf's positive info made 0-based.

lu

val lu: DoubleArray(source)

n

val n: Int(source)

piv

val piv: IntArray(source)

singular

val singular: Boolean(source)

Whether a zero pivot was encountered. F64LinearAlgebra.solve then throws com.eignex.koblas.SingularMatrix rather than dividing by it.