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java.lang.Object mpv2.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.
Constructor Summary | |
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LUDecomposition(JamaMatrix A)
LU Decomposition Constructor returns a structure to access L, U and piv. |
Method Summary | |
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double |
det()
Determinant |
double[] |
getDoublePivot()
Return pivot permutation vector as a one-dimensional double array |
JamaMatrix |
getL()
Return lower triangular factor |
int[] |
getPivot()
Return pivot permutation vector |
JamaMatrix |
getU()
Return upper triangular factor |
boolean |
isNonsingular()
Is the matrix nonsingular? |
JamaMatrix |
solve(JamaMatrix 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 |
Constructor Detail |
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public LUDecomposition(JamaMatrix A)
A
- Rectangular matrixMethod Detail |
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public boolean isNonsingular()
public JamaMatrix getL()
public JamaMatrix getU()
public int[] getPivot()
public double[] getDoublePivot()
public double det()
java.lang.IllegalArgumentException
- Matrix must be squarepublic JamaMatrix solve(JamaMatrix 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.
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