org.ujmp.core.doublematrix.calculation.general.decomposition

Interface LU<T>

public interface LU<T>

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.

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static class	LU.LUMatrix

Field Summary

Fields

Modifier and Type	Field and Description
static LU<Matrix>	INSTANCE
static LU<Matrix>	MATRIX
static LU<Matrix>	MATRIXLARGEMULTITHREADED
static LU<Matrix>	MATRIXLARGESINGLETHREADED
static LU<Matrix>	MATRIXSMALLMULTITHREADED
static LU<Matrix>	MATRIXSMALLSINGLETHREADED
static int	THRESHOLD
static LU<Matrix>	UJMP

Method Summary

Modifier and Type	Method and Description
T[]	calc(T source)
T	solve(T source, T b)

Field Detail

THRESHOLD

static final int THRESHOLD

See Also:

Constant Field Values

MATRIX

static final LU<Matrix> MATRIX

INSTANCE

static final LU<Matrix> INSTANCE

UJMP

static final LU<Matrix> UJMP

MATRIXSMALLMULTITHREADED

static final LU<Matrix> MATRIXSMALLMULTITHREADED

MATRIXSMALLSINGLETHREADED

static final LU<Matrix> MATRIXSMALLSINGLETHREADED

MATRIXLARGESINGLETHREADED

static final LU<Matrix> MATRIXLARGESINGLETHREADED

MATRIXLARGEMULTITHREADED

static final LU<Matrix> MATRIXLARGEMULTITHREADED

Method Detail

calc

T[] calc(T source)

solve

T solve(T source,
        T b)