HLIBpro
3.0

Computes LDU factorisation \( A = LDU \). More...
#include <mat_fac.hh>
This class computes the LU factorisation \f$A = LDU\f$ of a matrix \f$A\f$ with lower, unit triangular matrix \f$L\f$, upper triangular matrix \f$U\f$ and diagonal matrix \f$D\f$. 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.