LU-class {Matrix} | R Documentation |
The "LU"
class is the virtual class of LU decompositions of
real matrices. "denseLU"
the class of LU decompositions of
dense real matrices.
Objects can be created by calls of the form new("denseLU", ...)
.
More commonly the objects are created explicitly from calls of the form
lu(mm)
where mm
is an object that inherits from the
"dgeMatrix"
class or as a side-effect of other functions applied
to "dgeMatrix"
objects.
"LU"
directly extends the virtual class
"MatrixFactorization"
.
"denseLU"
directly extends "LU"
.
x
:"numeric"
. The "L"
(unit lower triangular) and "U"
(upper triangular) factors
of the original matrix. These are stored in a packed format
described in the Lapack manual.perm
:"integer"
- a vector of
length min(Dim)
that describes the permutation applied to
the rows of the original matrix. The contents of this vector are
described in the Lapack manual.Dim
:MatrixFactorization
.signature(x = "denseLU")
: Produce the "L"
and
"U"
(and "P"
) factors as a named list of matrices,
see also the example below.signature(a = "denseLU", b = "missing")
: ComputeProduce the "L"
and
"U"
(and "P"
) factors as a named list of matrices,
see also the example below.
class sparseLU
for LU decompositions of
sparse matrices;
further, class dgeMatrix
and functions lu
,
expand
.
set.seed(1) mm <- Matrix(round(rnorm(9),2), nrow = 3) mm str(lum <- lu(mm)) elu <- expand(lum) elu # three components: "L", "U", and "P", the permutation elu$L %*% elu$U (m2 <- with(elu, P %*% L %*% U)) # the same as 'mm' stopifnot(all.equal(as(mm, "matrix"), as(m2, "matrix")))