Computes LDU factorisation $ A = LDU $ . More...

#include <mat_fac.hh>

Public Member Functions
void	factorise (TMatrix *A, const TTruncAcc &acc) const

TLinearOperator *	eval_matrix (TMatrix *A) const

TLinearOperator *	inv_matrix (TMatrix *A) const

void	split (const TMatrix A, TMatrix &L, TMatrix &D, TMatrix &U, const eval_type_t eval_type) const

size_t	pm_steps (const TMatrix *A) const
	return number of factorisation steps for A for progress meter

Public Attributes
	__pad0__: _options( opts ) {} ~TLDU () {} void set_options ( const fac_options_t opts ) { _options = opts
	standard constructor with optional LDU settings

Detailed Description

This class computes the LU factorisation $A = LDU$ of a matrix $A$ with lower, unit triangular matrix $L$ , upper triangular matrix $U$ and diagonal matrix $D$ .

The factorisation may be either point wise, i.e. a real LDU factorisation, or block wise in which case, dense diagonal matrix blocks are inverted.

Support for multiple threads is not available.

Member Function Documentation

TLinearOperator* eval_matrix ( TMatrix * A) const

return suitable representation for evaluating factors L, D and U

Parameters

A	LDU factors to be represented

void factorise	(	TMatrix *	A,
		const TTruncAcc &	acc
	)		const

compute LDU factorisation of given matrix

Parameters

A	on input matrix to factorise; on output factors L and U
acc	accuracy of factorisation

TLinearOperator* inv_matrix ( TMatrix * A) const

return suitable inverse representation of factors L, D and U

Parameters

A	LDU factor to be represented

void split	(	const TMatrix *	A,
		TMatrix *&	L,
		TMatrix *&	D,
		TMatrix *&	U,
		const eval_type_t	eval_type
	)		const

split given matrix A into individual factors L, D and U

Parameters

A	joined LDU factors
L	matrix pointer to store factor L
D	matrix pointer to store factor D
U	matrix pointer to store factor U
eval_type	determines block-wise or point-wise evaluation

Public Member Functions

Public Attributes

Detailed Description

Member Function Documentation