Documentation of 'jhplot.math.LUDecomposition' Java class.
LUDecomposition
jhplot.math

Class LUDecomposition



  • public class LUDecomposition
    extends java.lang.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. In other words, assuming P the permutation Matrix, P*A = 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

      Constructors 
      Constructor and Description
      LUDecomposition(double[][] A)
      LU Decomposition
    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method and Description
      double det()
      Determinant
      double[][] getL()
      Return lower triangular factor
      double[][] getP()
      Return pivot permutation vector
      double[][] getU()
      Return upper triangular factor
      boolean isNonsingular()
      Is the matrix nonsingular?
      double[][] solve(double[][] B)
      Solve A*X = B
      • Methods inherited from class java.lang.Object

        equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Constructor Detail

      • LUDecomposition

        public LUDecomposition(double[][] A)
        LU Decomposition
        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 double[][] getL()
        Return lower triangular factor
        Returns:
        L
      • getU

        public double[][] getU()
        Return upper triangular factor
        Returns:
        U
      • getP

        public double[][] getP()
        Return pivot permutation vector
        Returns:
        piv
      • det

        public double det()
        Determinant
        Returns:
        det(A)
        Throws:
        java.lang.IllegalArgumentException - Matrix must be square
      • solve

        public double[][] solve(double[][] 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:
        java.lang.IllegalArgumentException - Matrix row dimensions must agree.
        java.lang.RuntimeException - Matrix is singular.

DMelt 3.0 © DataMelt by jWork.ORG