org.encog.mathutil.matrices.decomposition
public class LUDecomposition extends Object
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. This file based on a class from the public domain JAMA package. http://math.nist.gov/javanumerics/jama/
Constructor and Description |
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LUDecomposition(Matrix A)
LU Decomposition
Structure to access L, U and piv.
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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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Matrix |
getU()
Return upper triangular factor
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double[][] |
inverse()
Solves a set of equation systems of type
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boolean |
isNonsingular()
Is the matrix nonsingular?
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double[] |
Solve(double[] value) |
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()
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.public double[] Solve(double[] value)
public double[][] inverse()
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