LUDecompositionQuick
cern.colt.matrix.linalg

Class LUDecompositionQuick

  • All Implemented Interfaces:
    Serializable


    public class LUDecompositionQuickextends Objectimplements Serializable
    A low level version of LUDecomposition, avoiding unnecessary memory allocation and copying.The input to decompose methods is overriden with the result (LU).The input to solve methods is overriden with the result (X).In addition to LUDecomposition, this class also includes a faster variant of the decomposition, specialized for tridiagonal (and hence also diagonal) matrices,as well as a solver tuned for vectors.Its disadvantage is that it is a bit more difficult to use than LUDecomposition. Thus, you may want to disregard this class and come back later, if a need for speed arises.

    An instance of this class remembers the result of its last decomposition.Usage pattern is as follows: Create an instance of this class, call a decompose method, then retrieve the decompositions, determinant, and/or solve as many equation problems as needed.Once another matrix needs to be LU-decomposed, you need not create a new instance of this class. Start again by calling a decompose method, then retrieve the decomposition and/or solve your equations, and so on.In case a LU matrix is already available, call method setLU instead of decompose and proceed with solving et al.

    If a matrix shall not be overriden, use matrix.copy() and hand the the copy to methods.

    For an m x n matrix A with m >= n, the LU decomposition is an m x nunit lower triangular matrix L, an n x 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 x m and U is m x n.

    The LU decomposition with pivoting always exists, even if the matrix issingular, so the decompose methods will never fail. The primary use of theLU decomposition is in the solution of square systems of simultaneouslinear equations.Attempting to solve such a system will throw an exception if isNonsingular() returns false.

    See Also:
    Serialized Form
    • Constructor Detail

      • LUDecompositionQuick

        public LUDecompositionQuick()
        Constructs and returns a new LU Decomposition object with default tolerance 1.0E-9 for singularity detection.
      • LUDecompositionQuick

        public LUDecompositionQuick(double tolerance)
        Constructs and returns a new LU Decomposition object which uses the given tolerance for singularity detection;
    • Method Detail

      • decompose

        public void decompose(DoubleMatrix2D A)
        Decomposes matrix A into L and U (in-place).Upon return A is overridden with the result LU, such that L*U = A.Uses a "left-looking", dot-product, Crout/Doolittle algorithm.
        Parameters:
        A - any matrix.
      • decompose

        public void decompose(DoubleMatrix2D A,             int semiBandwidth)
        Decomposes the banded and square matrix A into L and U (in-place).Upon return A is overridden with the result LU, such that L*U = A.Currently supports diagonal and tridiagonal matrices, all other cases fall through to decompose(DoubleMatrix2D).
        Parameters:
        semiBandwidth - == 1 --> A is diagonal, == 2 --> A is tridiagonal.
        A - any matrix.
      • det

        public double det()
        Returns the determinant, det(A).
        Throws:
        IllegalArgumentException - if A.rows() != A.columns() (Matrix must be square).
      • getL

        public DoubleMatrix2D getL()
        Returns the lower triangular factor, L.
        Returns:
        L
      • getLU

        public DoubleMatrix2D getLU()
        Returns a copy of the combined lower and upper triangular factor, LU.
        Returns:
        LU
      • getPivot

        public int[] getPivot()
        Returns the pivot permutation vector (not a copy of it).
        Returns:
        piv
      • getU

        public DoubleMatrix2D getU()
        Returns the upper triangular factor, U.
        Returns:
        U
      • isNonsingular

        public boolean isNonsingular()
        Returns whether the matrix is nonsingular (has an inverse).
        Returns:
        true if U, and hence A, is nonsingular; false otherwise.
      • setLU

        public void setLU(DoubleMatrix2D LU)
        Sets the combined lower and upper triangular factor, LU.The parameter is not checked; make sure it is indeed a proper LU decomposition.
      • toString

        public String toString()
        Returns a String with (propertyName, propertyValue) pairs.Useful for debugging or to quickly get the rough picture.For example,
        rank          : 3trace         : 0
        Overrides:
        toString in class Object

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