LUDecomposition(D)

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LUDecomposition contains procedures to solve linear systems of equations or to compute inverses using a LU decomposition.

LUDecomp : Matrix(D) -> Record(LU : Matrix(D), Perm : Vector(Integer), Pivots : List(D))

LUDecomp(A) computes a LU decomposition of A using the algorithm of Crout. LU contains both triangular matrices; Perm is the permutation used for partial pivoting and Pivots yields the used pivots.

LUInverse : Matrix(D) -> Record(Inv : Matrix(D), Pivots : List(D))

LUInverse(A) computes the inverse of A using a LU decomposition.

LUSolve : (Matrix(D), Vector(Integer), Vector(D)) -> Vector(D)

LUSolve(LU, Perm, B) uses a previously computed LU decomposition to solve a linear system with right hand side B. LU and Perm are as given by LUDecomp.