Synopsis
PDX_MSGT mth_LuDecomposeBanded(long option, double matrix[], int n, int semi_bw)
Purpose
LU decomposition of banded matrix.
Description
Factors a nxn , banded matrix into lower unit triangular and upper triangular. No row interchanges are done (no pivoting). Hence, this algorithm can fail, even if the matrix is not singular.
Input
option
Not used.
matrix
The horizontal bands of the nxn matrix. There are 2*semi_bw+1 elements in each band (semi_bw elements on either side of the diagonal).
n
The size of the underlying square matrix.
semi_bw
The semibandwidth; ie. there are at most semi_bw nonzero elements to either side of the diagonal.
Output
matrix
Contains the upper and lower triangular components.
Return
MTH_NOERR
MTH_SINGULAREQS
.fi