Computes LU factorisation $ A = LU $ . 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 *&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 ) {} ~TLU () {} void set_options ( const fac_options_t opts ) { _options = opts
	standard constructor with optional LU settings

Detailed Description

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

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

Support for multiple threads is available, although the expectable speedup is limited, e.g. best suited for at most 4 threads.

Member Function Documentation

TLinearOperator* eval_matrix ( TMatrix * A ) const

return suitable representation for evaluating factors L and U

Parameters

A	LU factors to be represented

compute LU 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 and U

Parameters

A	LU factor to be represented

split given matrix A into individual factors L and U

Parameters

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