LUDecomposition
org.encog.mathutil.matrices.decomposition

Class LUDecomposition



  • public class LUDecompositionextends Object
    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. This file based on a class from the public domain JAMA package. http://math.nist.gov/javanumerics/jama/

    • Constructor Detail

      • LUDecomposition

        public LUDecomposition(Matrix A)
        LU Decomposition Structure to access L, U and piv.
        Parameters:
        A - Rectangular matrix
    • Method Detail

      • isNonsingular

        public boolean isNonsingular()
        Is the matrix nonsingular?
        Returns:
        true if U, and hence A, is nonsingular.
      • getL

        public Matrix getL()
        Return lower triangular factor
        Returns:
        L
      • getU

        public Matrix getU()
        Return upper triangular factor
        Returns:
        U
      • getPivot

        public int[] getPivot()
        Return pivot permutation vector
        Returns:
        piv
      • getDoublePivot

        public double[] getDoublePivot()
        Return pivot permutation vector as a one-dimensional double array
        Returns:
        (double) piv
      • solve

        public Matrix solve(Matrix B)
        Solve A*X = B
        Parameters:
        B - A Matrix with as many rows as A and any number of columns.
        Returns:
        X so that L*U*X = B(piv,:)
        Throws:
        IllegalArgumentException - Matrix row dimensions must agree.
        RuntimeException - Matrix is singular.
      • Solve

        public double[] Solve(double[] value)
      • inverse

        public double[][] inverse()
        Solves a set of equation systems of type A * X = B.
        Returns:
        Matrix X so that L * U * X = B.

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