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<?xml version='1.0'?>
<html xmlns='http://www.w3.org/1999/xhtml'
      xmlns:math='http://www.w3.org/1998/Math/MathML'
>
<head>
<title>LU Factorization of A Square Matrix</title>
<meta http-equiv='Content-Type' content='text/html' charset='utf-8'/>
<meta name="description" id="description" content="LU Factorization of A Square Matrix"/>
<meta name="keywords" id="keywords" content=" Lufactor linear Lu factor equation determinant solve lu factorization of a square matrix syntax description include storage sign ip jp p l u sizevector floatvector float absgeq example source "/>
<style type='text/css'>
body { color : black }
body { background-color : white }
A:link { color : blue }
A:visited { color : purple }
A:active { color : purple }
</style>
<script type='text/javascript' language='JavaScript' src='_lufactor_xml.js'>
</script>
</head>
<body>
<table><tr>
<td>
<a href="http://www.coin-or.org/CppAD/" target="_top"><img border="0" src="_image.gif"/></a>
</td>
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<option>---..A</option>
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<center><b><big><big>LU Factorization of A Square Matrix</big></big></b></center>
<code><span style='white-space: nowrap'><br/>
</span></code><b><big><a name="Syntax" id="Syntax">Syntax</a></big></b>
 <code><font color="blue"><br/>
# include &lt;cppad/lu_factor.hpp&gt;</font></code>
<code><span style='white-space: nowrap'><br/>
</span></code>
<code><i><font color="black"><span style='white-space: nowrap'>sign</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;=&#xA0;LuFactor(</span></font><i><font color="black"><span style='white-space: nowrap'>ip</span></font></i><font color="blue"><span style='white-space: nowrap'>,&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>jp</span></font></i><font color="blue"><span style='white-space: nowrap'>,&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>LU</span></font></i><font color="blue"><span style='white-space: nowrap'>)</span></font></code>



<br/>
<br/>
<b><big><a name="Description" id="Description">Description</a></big></b>
<br/>
Computes an LU factorization of the matrix 
<code><i><font color="black"><span style='white-space: nowrap'>A</span></font></i></code>
 
where 
<code><i><font color="black"><span style='white-space: nowrap'>A</span></font></i></code>
 is a square matrix.

<br/>
<br/>
<b><big><a name="Include" id="Include">Include</a></big></b>
<br/>
The file <code><font color="blue">cppad/lu_factor.hpp</font></code> is included by <code><font color="blue">cppad/cppad.hpp</font></code>
but it can also be included separately with out the rest of 
the <code><font color="blue">CppAD</font></code> routines.

<br/>
<br/>
<b><big><a name="Matrix Storage" id="Matrix Storage">Matrix Storage</a></big></b>
<br/>
All matrices are stored in row major order.
To be specific, if 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>Y</mi>
</mrow></math>

 is a vector
that contains a 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>p</mi>
</mrow></math>

 by 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>q</mi>
</mrow></math>

 matrix,
the size of 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>Y</mi>
</mrow></math>

 must be equal to 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>p</mi>
<mo stretchy="false">*</mo>
<mi mathvariant='italic'>q</mi>
</mrow></math>

 and for

<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>i</mi>
<mo stretchy="false">=</mo>
<mn>0</mn>
<mo stretchy="false">,</mo>
<mo stretchy="false">&#x02026;</mo>
<mo stretchy="false">,</mo>
<mi mathvariant='italic'>p</mi>
<mn>-1</mn>
</mrow></math>

,

<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>j</mi>
<mo stretchy="false">=</mo>
<mn>0</mn>
<mo stretchy="false">,</mo>
<mo stretchy="false">&#x02026;</mo>
<mo stretchy="false">,</mo>
<mi mathvariant='italic'>q</mi>
<mn>-1</mn>
</mrow></math>

,

<math xmlns="http://www.w3.org/1998/Math/MathML" display="block"><mrow>
<msub><mi mathvariant='italic'>Y</mi>
<mrow><mi mathvariant='italic'>i</mi>
<mo stretchy="false">,</mo>
<mi mathvariant='italic'>j</mi>
</mrow>
</msub>
<mo stretchy="false">=</mo>
<mi mathvariant='italic'>Y</mi>
<mo stretchy="false">[</mo>
<mi mathvariant='italic'>i</mi>
<mo stretchy="false">*</mo>
<mi mathvariant='italic'>q</mi>
<mo stretchy="false">+</mo>
<mi mathvariant='italic'>j</mi>
<mo stretchy="false">]</mo>
</mrow></math>

<br/>
<b><big><a name="sign" id="sign">sign</a></big></b>
<br/>
The return value 
<code><i><font color="black"><span style='white-space: nowrap'>sign</span></font></i></code>
 has prototype

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;int&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>sign</span></font></i><font color="blue"><span style='white-space: nowrap'><br/>
</span></font></code>
If 
<code><i><font color="black"><span style='white-space: nowrap'>A</span></font></i></code>
 is invertible, 
<code><i><font color="black"><span style='white-space: nowrap'>sign</span></font></i></code>
 is plus or minus one
and is the sign of the permutation corresponding to the row ordering

<code><i><font color="black"><span style='white-space: nowrap'>ip</span></font></i></code>
 and column ordering 
<code><i><font color="black"><span style='white-space: nowrap'>jp</span></font></i></code>
.
If 
<code><i><font color="black"><span style='white-space: nowrap'>A</span></font></i></code>
 is not invertible, 
<code><i><font color="black"><span style='white-space: nowrap'>sign</span></font></i></code>
 is zero.

<br/>
<br/>
<b><big><a name="ip" id="ip">ip</a></big></b>
<br/>
The argument 
<code><i><font color="black"><span style='white-space: nowrap'>ip</span></font></i></code>
 has prototype

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>SizeVector</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;&amp;</span></font><i><font color="black"><span style='white-space: nowrap'>ip</span></font></i><font color="blue"><span style='white-space: nowrap'><br/>
</span></font></code>
(see description of <a href="lufactor.xml#SizeVector" target="_top"><span style='white-space: nowrap'>SizeVector</span></a>
 below).
The size of 
<code><i><font color="black"><span style='white-space: nowrap'>ip</span></font></i></code>
 is referred to as 
<code><i><font color="black"><span style='white-space: nowrap'>n</span></font></i></code>
 in the
specifications below.
The input value of the elements of 
<code><i><font color="black"><span style='white-space: nowrap'>ip</span></font></i></code>
 does not matter.
The output value of the elements of 
<code><i><font color="black"><span style='white-space: nowrap'>ip</span></font></i></code>
 determine
the order of the rows in the permuted matrix.

<br/>
<br/>
<b><big><a name="jp" id="jp">jp</a></big></b>
<br/>
The argument 
<code><i><font color="black"><span style='white-space: nowrap'>jp</span></font></i></code>
 has prototype

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>SizeVector</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;&amp;</span></font><i><font color="black"><span style='white-space: nowrap'>jp</span></font></i><font color="blue"><span style='white-space: nowrap'><br/>
</span></font></code>
(see description of <a href="lufactor.xml#SizeVector" target="_top"><span style='white-space: nowrap'>SizeVector</span></a>
 below).
The size of 
<code><i><font color="black"><span style='white-space: nowrap'>jp</span></font></i></code>
 must be equal to 
<code><i><font color="black"><span style='white-space: nowrap'>n</span></font></i></code>
.
The input value of the elements of 
<code><i><font color="black"><span style='white-space: nowrap'>jp</span></font></i></code>
 does not matter.
The output value of the elements of 
<code><i><font color="black"><span style='white-space: nowrap'>jp</span></font></i></code>
 determine
the order of the columns in the permuted matrix.

<br/>
<br/>
<b><big><a name="LU" id="LU">LU</a></big></b>
<br/>
The argument 
<code><i><font color="black"><span style='white-space: nowrap'>LU</span></font></i></code>
 has the prototype

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>FloatVector</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;&amp;</span></font><i><font color="black"><span style='white-space: nowrap'>LU</span></font></i><font color="blue"><span style='white-space: nowrap'><br/>
</span></font></code>
and the size of 
<code><i><font color="black"><span style='white-space: nowrap'>LU</span></font></i></code>
 must equal 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>n</mi>
<mo stretchy="false">*</mo>
<mi mathvariant='italic'>n</mi>
</mrow></math>


(see description of <a href="lufactor.xml#FloatVector" target="_top"><span style='white-space: nowrap'>FloatVector</span></a>
 below).

<br/>
<br/>
<b><a name="LU.A" id="LU.A">A</a></b>
<br/>
We define 
<code><i><font color="black"><span style='white-space: nowrap'>A</span></font></i></code>
 as the matrix corresponding to the input 
value of 
<code><i><font color="black"><span style='white-space: nowrap'>LU</span></font></i></code>
.

<br/>
<br/>
<b><a name="LU.P" id="LU.P">P</a></b>
<br/>
We define the permuted matrix 
<code><i><font color="black"><span style='white-space: nowrap'>P</span></font></i></code>
 in terms of 
<code><i><font color="black"><span style='white-space: nowrap'>A</span></font></i></code>
 by

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>P</span></font></i><font color="blue"><span style='white-space: nowrap'>(</span></font><i><font color="black"><span style='white-space: nowrap'>i</span></font></i><font color="blue"><span style='white-space: nowrap'>,&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>j</span></font></i><font color="blue"><span style='white-space: nowrap'>)&#xA0;=&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>A</span></font></i><font color="blue"><span style='white-space: nowrap'>[&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>ip</span></font></i><font color="blue"><span style='white-space: nowrap'>[</span></font><i><font color="black"><span style='white-space: nowrap'>i</span></font></i><font color="blue"><span style='white-space: nowrap'>]&#xA0;*&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>n</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;+&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>jp</span></font></i><font color="blue"><span style='white-space: nowrap'>[</span></font><i><font color="black"><span style='white-space: nowrap'>j</span></font></i><font color="blue"><span style='white-space: nowrap'>]&#xA0;]<br/>
</span></font></code>
<br/>
<b><a name="LU.L" id="LU.L">L</a></b>
<br/>
We define the lower triangular matrix 
<code><i><font color="black"><span style='white-space: nowrap'>L</span></font></i></code>
 in terms of the 
output value of 
<code><i><font color="black"><span style='white-space: nowrap'>LU</span></font></i></code>
.
The matrix 
<code><i><font color="black"><span style='white-space: nowrap'>L</span></font></i></code>
 is zero above the diagonal
and the rest of the elements are defined by

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>L</span></font></i><font color="blue"><span style='white-space: nowrap'>(</span></font><i><font color="black"><span style='white-space: nowrap'>i</span></font></i><font color="blue"><span style='white-space: nowrap'>,&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>j</span></font></i><font color="blue"><span style='white-space: nowrap'>)&#xA0;=&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>LU</span></font></i><font color="blue"><span style='white-space: nowrap'>[&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>ip</span></font></i><font color="blue"><span style='white-space: nowrap'>[</span></font><i><font color="black"><span style='white-space: nowrap'>i</span></font></i><font color="blue"><span style='white-space: nowrap'>]&#xA0;*&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>n</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;+&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>jp</span></font></i><font color="blue"><span style='white-space: nowrap'>[</span></font><i><font color="black"><span style='white-space: nowrap'>j</span></font></i><font color="blue"><span style='white-space: nowrap'>]&#xA0;]<br/>
</span></font></code>
for 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>i</mi>
<mo stretchy="false">=</mo>
<mn>0</mn>
<mo stretchy="false">,</mo>
<mo stretchy="false">&#x02026;</mo>
<mo stretchy="false">,</mo>
<mi mathvariant='italic'>n</mi>
<mn>-1</mn>
</mrow></math>

 and 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>j</mi>
<mo stretchy="false">=</mo>
<mn>0</mn>
<mo stretchy="false">,</mo>
<mo stretchy="false">&#x02026;</mo>
<mo stretchy="false">,</mo>
<mi mathvariant='italic'>i</mi>
</mrow></math>

.

<br/>
<br/>
<b><a name="LU.U" id="LU.U">U</a></b>
<br/>
We define the upper triangular matrix 
<code><i><font color="black"><span style='white-space: nowrap'>U</span></font></i></code>
 in terms of the
output value of 
<code><i><font color="black"><span style='white-space: nowrap'>LU</span></font></i></code>
.
The matrix 
<code><i><font color="black"><span style='white-space: nowrap'>U</span></font></i></code>
 is zero below the diagonal,
one on the diagonal,
and the rest of the elements are defined by

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>U</span></font></i><font color="blue"><span style='white-space: nowrap'>(</span></font><i><font color="black"><span style='white-space: nowrap'>i</span></font></i><font color="blue"><span style='white-space: nowrap'>,&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>j</span></font></i><font color="blue"><span style='white-space: nowrap'>)&#xA0;=&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>LU</span></font></i><font color="blue"><span style='white-space: nowrap'>[&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>ip</span></font></i><font color="blue"><span style='white-space: nowrap'>[</span></font><i><font color="black"><span style='white-space: nowrap'>i</span></font></i><font color="blue"><span style='white-space: nowrap'>]&#xA0;*&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>n</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;+&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>jp</span></font></i><font color="blue"><span style='white-space: nowrap'>[</span></font><i><font color="black"><span style='white-space: nowrap'>j</span></font></i><font color="blue"><span style='white-space: nowrap'>]&#xA0;]<br/>
</span></font></code>
for 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>i</mi>
<mo stretchy="false">=</mo>
<mn>0</mn>
<mo stretchy="false">,</mo>
<mo stretchy="false">&#x02026;</mo>
<mo stretchy="false">,</mo>
<mi mathvariant='italic'>n</mi>
<mn>-2</mn>
</mrow></math>

 and 
<math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><mrow>
<mi mathvariant='italic'>j</mi>
<mo stretchy="false">=</mo>
<mi mathvariant='italic'>i</mi>
<mo stretchy="false">+</mo>
<mn>1</mn>
<mo stretchy="false">,</mo>
<mo stretchy="false">&#x02026;</mo>
<mo stretchy="false">,</mo>
<mi mathvariant='italic'>n</mi>
<mn>-1</mn>
</mrow></math>

.

<br/>
<br/>
<b><a name="LU.Factor" id="LU.Factor">Factor</a></b>
<br/>
If the return value 
<code><i><font color="black"><span style='white-space: nowrap'>sign</span></font></i></code>
 is non-zero,

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>L</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;*&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>U</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;=&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>P</span></font></i><font color="blue"><span style='white-space: nowrap'><br/>
</span></font></code>
If the return value of 
<code><i><font color="black"><span style='white-space: nowrap'>sign</span></font></i></code>
 is zero,
the contents of 
<code><i><font color="black"><span style='white-space: nowrap'>L</span></font></i></code>
 and 
<code><i><font color="black"><span style='white-space: nowrap'>U</span></font></i></code>
 are not defined. 

<br/>
<br/>
<b><a name="LU.Determinant" id="LU.Determinant">Determinant</a></b>

<br/>
If the return value 
<code><i><font color="black"><span style='white-space: nowrap'>sign</span></font></i></code>
 is zero,
the determinant of 
<code><i><font color="black"><span style='white-space: nowrap'>A</span></font></i></code>
 is zero.
If 
<code><i><font color="black"><span style='white-space: nowrap'>sign</span></font></i></code>
 is non-zero,
using the output value of 
<code><i><font color="black"><span style='white-space: nowrap'>LU</span></font></i></code>

the determinant of the matrix 
<code><i><font color="black"><span style='white-space: nowrap'>A</span></font></i></code>
 is equal to

<code><font color="blue"><span style='white-space: nowrap'><br/>
</span></font><i><font color="black"><span style='white-space: nowrap'>sign</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;*&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>LU</span></font></i><font color="blue"><span style='white-space: nowrap'>[</span></font><i><font color="black"><span style='white-space: nowrap'>ip</span></font></i><font color="blue"><span style='white-space: nowrap'>[0],&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>jp</span></font></i><font color="blue"><span style='white-space: nowrap'>[0]]&#xA0;*&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>...</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;*&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>LU</span></font></i><font color="blue"><span style='white-space: nowrap'>[</span></font><i><font color="black"><span style='white-space: nowrap'>ip</span></font></i><font color="blue"><span style='white-space: nowrap'>[</span></font><i><font color="black"><span style='white-space: nowrap'>n</span></font></i><font color="blue"><span style='white-space: nowrap'>-1],&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>jp</span></font></i><font color="blue"><span style='white-space: nowrap'>[</span></font><i><font color="black"><span style='white-space: nowrap'>n</span></font></i><font color="blue"><span style='white-space: nowrap'>-1]]&#xA0;<br/>
</span></font></code>
<br/>
<b><big><a name="SizeVector" id="SizeVector">SizeVector</a></big></b>
<br/>
The type 
<code><i><font color="black"><span style='white-space: nowrap'>SizeVector</span></font></i></code>
 must be a <a href="simplevector.xml" target="_top"><span style='white-space: nowrap'>SimpleVector</span></a>
 class with
<a href="simplevector.xml#Elements of Specified Type" target="_top"><span style='white-space: nowrap'>elements&#xA0;of&#xA0;type&#xA0;size_t</span></a>
.
The routine <a href="checksimplevector.xml" target="_top"><span style='white-space: nowrap'>CheckSimpleVector</span></a>
 will generate an error message
if this is not the case.

<br/>
<br/>
<b><big><a name="FloatVector" id="FloatVector">FloatVector</a></big></b>
<br/>
The type 
<code><i><font color="black"><span style='white-space: nowrap'>FloatVector</span></font></i></code>
 must be a 
<a href="simplevector.xml" target="_top"><span style='white-space: nowrap'>simple&#xA0;vector&#xA0;class</span></a>
.
The routine <a href="checksimplevector.xml" target="_top"><span style='white-space: nowrap'>CheckSimpleVector</span></a>
 will generate an error message
if this is not the case.

<br/>
<br/>
<b><big><a name="Float" id="Float">Float</a></big></b>
<br/>
This notation is used to denote the type corresponding
to the elements of a 
<code><i><font color="black"><span style='white-space: nowrap'>FloatVector</span></font></i></code>
.
The type 
<code><i><font color="black"><span style='white-space: nowrap'>Float</span></font></i></code>
 must satisfy the conditions
for a <a href="numerictype.xml" target="_top"><span style='white-space: nowrap'>NumericType</span></a>
 type.
The routine <a href="checknumerictype.xml" target="_top"><span style='white-space: nowrap'>CheckNumericType</span></a>
 will generate an error message
if this is not the case.
In addition, the following operations must be defined for any pair
of 
<code><i><font color="black"><span style='white-space: nowrap'>Float</span></font></i></code>
 objects 
<code><i><font color="black"><span style='white-space: nowrap'>x</span></font></i></code>
 and 
<code><i><font color="black"><span style='white-space: nowrap'>y</span></font></i></code>
:

<table><tr><td align='left'  valign='top'>

<b>Operation</b> </td><td align='left'  valign='top'>
 <b>Description</b>  </td></tr><tr><td align='left'  valign='top'>


<code><font color="blue"><span style='white-space: nowrap'>log(</span></font><i><font color="black"><span style='white-space: nowrap'>x</span></font></i><font color="blue"><span style='white-space: nowrap'>)</span></font></code>
 </td><td align='left'  valign='top'>

	returns the logarithm of 
<code><i><font color="black"><span style='white-space: nowrap'>x</span></font></i></code>
 as a 
<code><i><font color="black"><span style='white-space: nowrap'>Float</span></font></i></code>
 object
</td></tr>
</table>
<br/>
<b><big><a name="AbsGeq" id="AbsGeq">AbsGeq</a></big></b>
<br/>
Including the file <code><font color="blue">lu_factor.hpp</font></code> defines the template function 

<code><font color="blue"><span style='white-space: nowrap'><br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;template&#xA0;&lt;typename&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>Float</span></font></i><font color="blue"><span style='white-space: nowrap'>&gt;<br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;bool&#xA0;AbsGeq&lt;</span></font><i><font color="black"><span style='white-space: nowrap'>Float</span></font></i><font color="blue"><span style='white-space: nowrap'>&gt;(const&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>Float</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;&amp;</span></font><i><font color="black"><span style='white-space: nowrap'>x</span></font></i><font color="blue"><span style='white-space: nowrap'>,&#xA0;const&#xA0;</span></font><i><font color="black"><span style='white-space: nowrap'>Float</span></font></i><font color="blue"><span style='white-space: nowrap'>&#xA0;&amp;</span></font><i><font color="black"><span style='white-space: nowrap'>y</span></font></i><font color="blue"><span style='white-space: nowrap'>)<br/>
</span></font></code>
in the <code><font color="blue">CppAD</font></code> namespace.
This function returns true if the absolute value of 

<code><i><font color="black"><span style='white-space: nowrap'>x</span></font></i></code>
 is greater than or equal the absolute value of 
<code><i><font color="black"><span style='white-space: nowrap'>y</span></font></i></code>
. 
It is used by <code><font color="blue">LuFactor</font></code> to choose the pivot elements.
This template function definition uses the operator 
<code><font color="blue">&lt;=</font></code> to obtain the absolute value for 
<code><i><font color="black"><span style='white-space: nowrap'>Float</span></font></i></code>
 objects. 
If this operator is not defined for your use of 
<code><i><font color="black"><span style='white-space: nowrap'>Float</span></font></i></code>
,
you will need to specialize this template so that it works for your
use of <code><font color="blue">LuFactor</font></code>.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>Complex numbers do not have the operation <code><font color="blue">&lt;=</font></code> defined.
The specializations

<code><font color="blue"><span style='white-space: nowrap'><br/>
bool&#xA0;AbsGeq&lt;&#xA0;std::complex&lt;float&gt;&#xA0;&gt;&#xA0;<br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;(const&#xA0;std::complex&lt;float&gt;&#xA0;&amp;</span></font><i><font color="black"><span style='white-space: nowrap'>x</span></font></i><font color="blue"><span style='white-space: nowrap'>,&#xA0;const&#xA0;std::complex&lt;float&gt;&#xA0;&amp;</span></font><i><font color="black"><span style='white-space: nowrap'>y</span></font></i><font color="blue"><span style='white-space: nowrap'>)<br/>
bool&#xA0;AbsGeq&lt;&#xA0;std::complex&lt;double&gt;&#xA0;&gt;&#xA0;<br/>
&#xA0;&#xA0;&#xA0;&#xA0;&#xA0;(const&#xA0;std::complex&lt;double&gt;&#xA0;&amp;</span></font><i><font color="black"><span style='white-space: nowrap'>x</span></font></i><font color="blue"><span style='white-space: nowrap'>,&#xA0;const&#xA0;std::complex&lt;double&gt;&#xA0;&amp;</span></font><i><font color="black"><span style='white-space: nowrap'>y</span></font></i><font color="blue"><span style='white-space: nowrap'>)<br/>
</span></font></code>
are define by including <code><font color="blue">lu_factor.hpp</font></code>
These return true if the sum of the square of the real and imaginary parts
of 
<code><i><font color="black"><span style='white-space: nowrap'>x</span></font></i></code>
 is greater than or equal the 
sum of the square of the real and imaginary parts of 
<code><i><font color="black"><span style='white-space: nowrap'>y</span></font></i></code>
. 


<br/>
<br/>
<b><big><a name="Example" id="Example">Example</a></big></b>
<br/>
The file 
<a href="lu_factor.cpp.xml" target="_top"><span style='white-space: nowrap'>lu_factor.cpp</span></a>

contains an example and test of using <code><font color="blue">LuFactor</font></code> by itself.
It returns true if it succeeds and false otherwise.
<code><span style='white-space: nowrap'><br/>
<br/>
</span></code>The file <a href="lu_solve.hpp.xml" target="_top"><span style='white-space: nowrap'>lu_solve.hpp</span></a>
 provides a useful example usage of 
<code><font color="blue">LuFactor</font></code> with <code><font color="blue">LuInvert</font></code>.

<br/>
<br/>
<b><big><a name="Source" id="Source">Source</a></big></b>
<br/>
The file <a href="lu_factor.hpp.xml" target="_top"><span style='white-space: nowrap'>lu_factor.hpp</span></a>
 contains the 
current source code that implements these specifications.


<hr/>Input File: cppad/lu_factor.hpp

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