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java.lang.Objectcern.colt.matrix.tfloat.algo.decomposition.SparseFloatLUDecomposition
public class SparseFloatLUDecomposition
For a square matrix A, the LU decomposition is an unit lower triangular matrix L, an upper triangular matrix U, and a permutation vector piv so that A(piv,:) = L*U
The LU decomposition with pivoting always exists, even if the matrix is singular. 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.
Constructor Summary | |
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SparseFloatLUDecomposition(FloatMatrix2D A,
int order,
boolean checkIfSingular)
Constructs and returns a new LU Decomposition object; The decomposed matrices can be retrieved via instance methods of the returned decomposition object. |
Method Summary | |
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float |
det()
Returns the determinant, det(A). |
FloatMatrix2D |
getL()
Returns the lower triangular factor, L. |
int[] |
getPivot()
Returns a copy of the pivot permutation vector. |
edu.emory.mathcs.csparsej.tfloat.Scs_common.Scss |
getSymbolicAnalysis()
Returns a copy of the symbolic LU analysis object |
FloatMatrix2D |
getU()
Returns the upper triangular factor, U. |
boolean |
isNonsingular()
Returns whether the matrix is nonsingular (has an inverse). |
void |
solve(FloatMatrix1D b)
Solves A*x = b(in-place). |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public SparseFloatLUDecomposition(FloatMatrix2D A, int order, boolean checkIfSingular)
A
- Square matrixorder
- ordering option (0 to 3); 0: natural ordering, 1: amd(A+A'),
2: amd(S'*S), 3: amd(A'*A)checkIfSingular
- if true, then the singularity test (based on
Dulmage-Mendelsohn decomposition) is performed.
IllegalArgumentException
- if A is not square or is not sparse.
IllegalArgumentException
- if order is not in [0,3]Method Detail |
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public float det()
public FloatMatrix2D getL()
public int[] getPivot()
public FloatMatrix2D getU()
public edu.emory.mathcs.csparsej.tfloat.Scs_common.Scss getSymbolicAnalysis()
public boolean isNonsingular()
public void solve(FloatMatrix1D b)
b
- A vector with of size A.rows();
IllegalArgumentException
- if b.size() != A.rows() or if A is singular.
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