Compute matrix inverse using LU Decomposition, and forward/backward substitution.
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Go to the source code of this file.
Functions | |
| void | ludcmp (int n, double *A) |
| LU Decomposition function. More... | |
| void | lusubst (int n, double *LU, double *b) |
| Forward/Backward Substitution function. More... | |
Compute matrix inverse using LU Decomposition, and forward/backward substitution.
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This file contains LU Decomposition function and substitution function.
(1) LU Decomposition : ludcmp
Decompose the input matrix A by Lower/Upper triangular matrix.
A = LU
(2) Substitution : lusubst
Solve Ax = b by using forward/backward substitution.
Input vector `b` is overwritten with the solution vector `x`.
Row-major format. Definition in file inverse.c.
| void ludcmp | ( | int | n, |
| double * | A | ||
| ) |