Jama
Class LUDecomposition
- java.io.Serializable
public class LUDecomposition
extends java.lang.Object
implements java.io.Serializable
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 <32n, 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.
LUDecomposition
public LUDecomposition(Matrix A)
LU Decomposition
det
public double det()
Determinant
getDoublePivot
public double[] getDoublePivot()
Return pivot permutation vector as a one-dimensional double array
getL
public Matrix getL()
Return lower triangular factor
getPivot
public int[] getPivot()
Return pivot permutation vector
getU
public Matrix getU()
Return upper triangular factor
isNonsingular
public boolean isNonsingular()
Is the matrix nonsingular?
- true if U, and hence A, is nonsingular.
solve
public Matrix solve(Matrix B)
Solve A*X = B
B
- A Matrix with as many rows as A and any number of columns.
- X so that L*U*X = B(piv,:)