cern.colt.matrix.tdouble.algo.decomposition

Interface SparseDoubleLUDecomposition

All Known Implementing Classes:

CSparseDoubleLUDecomposition, SparseDoubleKLUDecomposition

public interface SparseDoubleLUDecomposition

For a square matrix A, the LU decomposition is an unit lower triangular matrix L, an upper triangular matrix U, and a permutation vector piv so that A(piv,:) = L*U

The LU decomposition with pivoting always exists, even if the matrix is singular. 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.

Author:

Piotr Wendykier (piotr.wendykier@gmail.com)

Method Summary

Methods

Modifier and Type	Method and Description
double	det() Returns the determinant, det(A).
DoubleMatrix2D	getL() Returns the lower triangular factor, L.
int[]	getPivot() Returns a copy of the pivot permutation vector.
Object	getSymbolicAnalysis() Returns a copy of the symbolic LU analysis object
DoubleMatrix2D	getU() Returns the upper triangular factor, U.
boolean	isNonsingular() Returns whether the matrix is nonsingular (has an inverse).
void	solve(DoubleMatrix1D b) Solves A*x = b(in-place).

Method Detail

det

double det()

Returns the determinant, det(A).

getL

DoubleMatrix2D getL()

Returns the lower triangular factor, L.

Returns:

L

getPivot

int[] getPivot()

Returns a copy of the pivot permutation vector.

Returns:

piv

getU

DoubleMatrix2D getU()

Returns the upper triangular factor, U.

Returns:

U

getSymbolicAnalysis

Object getSymbolicAnalysis()

Returns a copy of the symbolic LU analysis object

Returns:

symbolic LU analysis

isNonsingular

boolean isNonsingular()

Returns whether the matrix is nonsingular (has an inverse).

Returns:

true if U, and hence A, is nonsingular; false otherwise.

solve

void solve(DoubleMatrix1D b)

Solves A*x = b(in-place). Upon return b is overridden with the result x.

Parameters:

b - A vector with of size A.rows();

Throws:

IllegalArgumentException - if b.size() != A.rows() or if A is singular.