no.uib.cipr.matrix

Class DenseLU

java.lang.Object

no.uib.cipr.matrix.DenseLU

public class DenseLU
extends Object

Dense Partial Pivot LU decomposition: A = P * L * U.

Constructor Summary

Constructors

Constructor and Description
DenseLU(int m, int n) Constructor for DenseLU

Method Summary

Modifier and Type	Method and Description
DenseLU	factor(DenseMatrix A) Creates an LU decomposition of the given matrix
static DenseLU	factorize(Matrix A) Creates an LU decomposition of the given matrix
UnitLowerTriangDenseMatrix	getL() Returns the lower triangular factor
protected DenseMatrix	getLU() Returns the decomposition matrix
PermutationMatrix	getP() Returns the permutation matrix.
int[]	getPivots() Returns the row pivots
UpperTriangDenseMatrix	getU() Returns the upper triangular factor
boolean	isSingular() Checks for singularity
double	rcond(Matrix A, Matrix.Norm norm) Computes the reciprocal condition number, using either the infinity norm of the 1 norm.
DenseMatrix	solve(DenseMatrix B) Computes A\B, overwriting B
DenseMatrix	transSolve(DenseMatrix B) Computes AT\B, overwriting B

Methods inherited from class java.lang.Object

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

Constructor Detail

DenseLU

public DenseLU(int m,
               int n)

Constructor for DenseLU

Parameters:

m - Number of rows

n - Number of columns

Method Detail

factorize

public static DenseLU factorize(Matrix A)

Creates an LU decomposition of the given matrix

Parameters:

A - Matrix to decompose. Not modified

Returns:

The current decomposition

factor

public DenseLU factor(DenseMatrix A)

Creates an LU decomposition of the given matrix

Parameters:

A - Matrix to decompose. Overwritten with the decomposition

Returns:

The current decomposition

getP

public PermutationMatrix getP()

Returns the permutation matrix.

getL

public UnitLowerTriangDenseMatrix getL()

Returns the lower triangular factor

getU

public UpperTriangDenseMatrix getU()

Returns the upper triangular factor

getLU

protected DenseMatrix getLU()

Returns the decomposition matrix

rcond

public double rcond(Matrix A,
                    Matrix.Norm norm)

Computes the reciprocal condition number, using either the infinity norm of the 1 norm.

Parameters:

A - The matrix this is a decomposition of

norm - Either Norm.One or Norm.Infinity

Returns:

The reciprocal condition number. Values close to unity indicate a well-conditioned system, while numbers close to zero do not.

getPivots

public int[] getPivots()

Returns the row pivots

isSingular

public boolean isSingular()

Checks for singularity

solve

public DenseMatrix solve(DenseMatrix B)
                  throws MatrixSingularException

Computes A\B, overwriting B

Throws:

MatrixSingularException

transSolve

public DenseMatrix transSolve(DenseMatrix B)
                       throws MatrixSingularException

Computes AT\B, overwriting B

Throws:

MatrixSingularException