kao.math.matvec.lib.TriMat Class Reference

Routines for creating and solving triangular matrices. More...

List of all members.

Classes
class	Out
	Outputs for the triangular matrix routines. More...
Static Public Member Functions
static Out	luDecomp (Matrix A)
static Out	lowerCholFact (Matrix A)
static Out	fwdSub (Matrix L, Vector b)
static Out	fwdSub (Matrix L, Vector b, Matrix P)
static Out	backSub (Matrix U, Vector y)
static Out	inverseLowerTri (Matrix L)
static Out	inverseUpperTri (Matrix U)

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Detailed Description

Routines for creating and solving triangular matrices.

Author:

David Kao

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Member Function Documentation

static Out kao.math.matvec.lib.TriMat.backSub	(	Matrix	U,
		Vector	y
	)			[static]

Performs a Backward Substitution which solves the linear set of equations:

Parameters:

[in]	U	Matrix U
[in]	y	Vector y

Returns:

Out.x

Out.status

static Out kao.math.matvec.lib.TriMat.fwdSub	(	Matrix	L,
		Vector	b,
		Matrix	P
	)			[static]

Performs a Forward Substitution which solves the linear set of equations:

Parameters:

[in]	L	Matrix L
[in]	b	Vector b
[in]	P	Matrix P

Returns:

Out.y

Out.P

Out.status

static Out kao.math.matvec.lib.TriMat.fwdSub	(	Matrix	L,
		Vector	b
	)			[static]

Performs a Forward Substitution which solves the linear set of equations:

Parameters:

[in]	L	Matrix L
[in]	b	Vector b

Returns:

Out.y

Out.P

static Out kao.math.matvec.lib.TriMat.inverseLowerTri

(

Matrix

L

)

[static]

Calculate the inverse of a lower triangular matrix

Parameters:

[in]

L

Matrix L

Returns:

Out.invL

Out.status

static Out kao.math.matvec.lib.TriMat.inverseUpperTri

(

Matrix

U

)

[static]

Calculate the inverse of an upper triangular matrix

Parameters:

[in]

U

Matrix U

Returns:

Out.invU

Out.status

static Out kao.math.matvec.lib.TriMat.lowerCholFact

(

Matrix

A

)

[static]

Lower Cholesky Factorisation of A such that:

Parameters:

[in]

A

Matrix A

Returns:

Out.L

Out.status

static Out kao.math.matvec.lib.TriMat.luDecomp

(

Matrix

A

)

[static]

LU Decomposition of A with partial pivoting such that:

Parameters:

[in]

A

Matrix A

Returns:

Out.L

Out.U

Out.P

Out.status