public class LUDecomposition extends java.lang.Object implements java.io.Serializable, RevisionHandler
For an m-by-n matrix A with m >= n, the LU decomposition is an m-by-n unit lower triangular matrix L, an n-by-n upper triangular matrix U, and a permutation vector piv of length m so that A(piv,:) = L*U. If m < n, then L is m-by-m and U is m-by-n.
The LU decompostion with pivoting always exists, even if the matrix is singular, so the constructor will never fail. The primary use of the LU decomposition is in the solution of square systems of simultaneous linear equations. This will fail if isNonsingular() returns false.
Adapted from the JAMA package.Constructor and Description |
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LUDecomposition(Matrix A)
LU Decomposition
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Modifier and Type | Method and Description |
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double |
det()
Determinant
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double[] |
getDoublePivot()
Return pivot permutation vector as a one-dimensional double array
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Matrix |
getL()
Return lower triangular factor
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int[] |
getPivot()
Return pivot permutation vector
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java.lang.String |
getRevision()
Returns the revision string.
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Matrix |
getU()
Return upper triangular factor
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boolean |
isNonsingular()
Is the matrix nonsingular?
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Matrix |
solve(Matrix B)
Solve A*X = B
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public LUDecomposition(Matrix A)
A
- Rectangular matrixpublic boolean isNonsingular()
public Matrix getL()
public Matrix getU()
public int[] getPivot()
public double[] getDoublePivot()
public double det()
java.lang.IllegalArgumentException
- Matrix must be squarepublic Matrix solve(Matrix B)
B
- A Matrix with as many rows as A and any number of columns.java.lang.IllegalArgumentException
- Matrix row dimensions must agree.java.lang.RuntimeException
- Matrix is singular.public java.lang.String getRevision()
getRevision
in interface RevisionHandler