edu.umich.eecs.april.jmat

Class LUDecomposition

java.lang.Object

edu.umich.eecs.april.jmat.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. 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.

Field Summary

Fields

Modifier and Type	Field and Description
(package private) Matrix	LU
(package private) int[]	piv
(package private) int	pivsign

Constructor Summary

Constructors

Constructor and Description
LUDecomposition(Matrix A)
LUDecomposition(Matrix A, boolean autoPivot)

Method Summary

Modifier and Type	Method and Description
double	det()
Matrix	getL()
Matrix	getLU()
int[]	getPermutation()
Matrix	getU()
boolean	isSingular()
double	logDet()
static void	main(java.lang.String[] args)
Matrix	solve(Matrix B)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

LU

Matrix LU

pivsign

int pivsign

piv

int[] piv

Constructor Detail

LUDecomposition

public LUDecomposition(Matrix A)

LUDecomposition

public LUDecomposition(Matrix A,
                       boolean autoPivot)

Method Detail

getPermutation

public int[] getPermutation()

getLU

public Matrix getLU()

getL

public Matrix getL()

getU

public Matrix getU()

det

public double det()

logDet

public double logDet()

isSingular

public boolean isSingular()

solve

public Matrix solve(Matrix B)

main

public static void main(java.lang.String[] args)