Function rgsl::linear_algebra::complex_LU_decomp

pub fn complex_LU_decomp(a: &MatrixComplexF64, p: &Permutation, signum: &mut i32) -> Value

Factorise a general N x N complex matrix A into,

P A = L U

where P is a permutation matrix, L is unit lower triangular and U is upper triangular.

L is stored in the strict lower triangular part of the input matrix. The diagonal elements of L are unity and are not stored.

U is stored in the diagonal and upper triangular part of the input matrix.

P is stored in the permutation p. Column j of P is column k of the identity matrix, where k = permutation->data[j]

signum gives the sign of the permutation, (-1)^n, where n is the number of interchanges in the permutation.

See Golub & Van Loan, Matrix Computations, Algorithm 3.4.1 (Gauss Elimination with Partial Pivoting).