sparseLU-class {Matrix} | R Documentation |
Objects of this class contain the components of the LU decomposition of a sparse square matrix.
Objects can be created by calls of the form new("sparseLU",
...)
but are more commonly created by function lu()
applied to a sparse matrix, such as a matrix of class
dgCMatrix
.
L
:"dtCMatrix"
, the lower
triangular factor from the left.U
:"dtCMatrix"
, the upper
triangular factor from the right.p
:"integer"
, permutation
applied from the left. q
:"integer"
, permutation
applied from the right.Dim
:MatrixFactorization
.
Class "LU"
, directly.
Class "MatrixFactorization"
, by class "LU"
.
signature(x = "sparseLU")
Returns a list with
components P
, L
, U
, and Q
,
where P and Q represent fill-reducing
permutations, and L, and U the lower and upper
triangular matrices of the decomposition. The original matrix
corresponds to the product PLUQ.The decomposition is of the form
A = PLUQ
where all matrices are sparse and of size n by n. The matrices P and Q are permutation matrices, L is lower triangular and U is upper triangular.
## see examples(lu)