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java.lang.Object de.lmu.ifi.dbs.elki.math.linearalgebra.LUDecomposition
public class LUDecomposition
LU Decomposition.
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.
Field Summary | |
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private double[][] |
LU
Array for internal storage of decomposition. |
private int |
m
Row and column dimensions, and pivot sign. |
private int |
n
Row and column dimensions, and pivot sign. |
private int[] |
piv
Internal storage of pivot vector. |
private int |
pivsign
Row and column dimensions, and pivot sign. |
private static long |
serialVersionUID
Serial version |
Constructor Summary | |
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LUDecomposition(Matrix A)
LU Decomposition |
Method Summary | |
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double |
det()
Determinant |
double[] |
getDoublePivot()
Return pivot permutation vector as a one-dimensional double array |
Matrix |
getL()
Return lower triangular factor |
int[] |
getPivot()
Return pivot permutation vector |
Matrix |
getU()
Return upper triangular factor |
boolean |
isNonsingular()
Is the matrix nonsingular? |
Matrix |
solve(Matrix B)
Solve A*X = B |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
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private static final long serialVersionUID
private double[][] LU
private int m
private int n
private int pivsign
private int[] piv
Constructor Detail |
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public LUDecomposition(Matrix A)
A
- Rectangular matrixMethod Detail |
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public boolean isNonsingular()
public Matrix getL()
public Matrix getU()
public int[] getPivot()
public double[] getDoublePivot()
public double det()
IllegalArgumentException
- Matrix must be squarepublic Matrix solve(Matrix B)
B
- A Matrix with as many rows as A and any number of columns.
IllegalArgumentException
- Matrix row dimensions must agree.
RuntimeException
- Matrix is singular.
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