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

Class LUDecomposition

  • All Implemented Interfaces:
    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 < 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.

    See Also:
    Serialized Form
    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method and Description
      double det()
      Determinant
      double[] getDoublePivot()
      Return pivot permutation vector as a one-dimensional double array
      Matrix getL()
      Return lower triangular factor
      int[] getPivot()
      Return pivot permutation vector
      Matrix getU()
      Return upper triangular factor
      boolean isNonsingular()
      Is the matrix nonsingular?
      Matrix solve(Matrix 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(Matrix 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 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
      • det

        public double det()
        Determinant
        Returns:
        det(A)
        Throws:
        java.lang.IllegalArgumentException - Matrix must be square
      • 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:
        java.lang.IllegalArgumentException - Matrix row dimensions must agree.
        java.lang.RuntimeException - Matrix is singular.

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