jhplot.math.kalman.jama
Class LUDecomposition
- java.lang.Object
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- jhplot.math.kalman.jama.LUDecomposition
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- 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
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Constructor Summary
Constructors Constructor and Description LUDecomposition(Matrix A)
LU Decomposition
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method and Description double
det()
Determinantdouble[]
getDoublePivot()
Return pivot permutation vector as a one-dimensional double arrayMatrix
getL()
Return lower triangular factorint[]
getPivot()
Return pivot permutation vectorMatrix
getU()
Return upper triangular factorboolean
isNonsingular()
Is the matrix nonsingular?Matrix
solve(Matrix B)
Solve A*X = B
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Constructor Detail
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LUDecomposition
public LUDecomposition(Matrix A)
LU Decomposition- Parameters:
A
- Rectangular matrix
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Method Detail
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isNonsingular
public boolean isNonsingular()
Is the matrix nonsingular?- Returns:
- true if U, and hence A, is nonsingular.
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getL
public Matrix getL()
Return lower triangular factor- Returns:
- L
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getU
public Matrix getU()
Return upper triangular factor- Returns:
- U
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getPivot
public int[] getPivot()
Return pivot permutation vector- Returns:
- piv
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getDoublePivot
public double[] getDoublePivot()
Return pivot permutation vector as a one-dimensional double array- Returns:
- (double) piv
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det
public double det()
Determinant- Returns:
- det(A)
- Throws:
java.lang.IllegalArgumentException
- Matrix must be square
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