HLIBpro
3.0

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