Interface LUDecomposition

  • All Known Implementing Classes:

    public interface LUDecomposition
    An interface to classes that implement an algorithm to calculate the LU-decomposition of a real matrix.

    The LU-decomposition of matrix A is a set of three matrices: P, L and U such that P×A = L×U. P is a rows permutation matrix that is used to rearrange the rows of A before so that it can be decomposed. L is a lower triangular matrix with unit diagonal terms and U is an upper triangular matrix.

    This interface is based on the class with similar name from the JAMA library.

    • a getP method has been added,
    • the det method has been renamed as getDeterminant,
    • the getDoublePivot method has been removed (but the int based getPivot method has been kept),
    • the solve and isNonSingular methods have been replaced by a getSolver method and the equivalent methods provided by the returned DecompositionSolver.
    See Also:
    MathWorld, Wikipedia
    • Method Detail

      • getL

        RealMatrix getL()
        Returns the matrix L of the decomposition.

        L is an lower-triangular matrix

        the L matrix (or null if decomposed matrix is singular)
      • getU

        RealMatrix getU()
        Returns the matrix U of the decomposition.

        U is an upper-triangular matrix

        the U matrix (or null if decomposed matrix is singular)
      • getP

        RealMatrix getP()
        Returns the P rows permutation matrix.

        P is a sparse matrix with exactly one element set to 1.0 in each row and each column, all other elements being set to 0.0.

        The positions of the 1 elements are given by the pivot permutation vector.

        the P rows permutation matrix (or null if decomposed matrix is singular)
        See Also:
      • getPivot

        int[] getPivot()
        Returns the pivot permutation vector.
        the pivot permutation vector
        See Also:
      • getDeterminant

        double getDeterminant()
        Return the determinant of the matrix
        determinant of the matrix
      • getSolver

        DecompositionSolver getSolver()
        Get a solver for finding the A × X = B solution in exact linear sense.
        a solver