Package weka.core.matrix
Class LUDecomposition
- java.lang.Object
-
- weka.core.matrix.LUDecomposition
-
- All Implemented Interfaces:
java.io.Serializable
,RevisionHandler
public class LUDecomposition extends java.lang.Object implements java.io.Serializable, RevisionHandler
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.
Adapted from the JAMA package.- Version:
- $Revision: 1.4 $
- Author:
- The Mathworks and NIST, Fracpete (fracpete at waikato dot ac dot nz)
- See Also:
- Serialized Form
-
-
Constructor Summary
Constructors Constructor Description LUDecomposition(Matrix A)
LU Decomposition
-
Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
det()
Determinantdouble[]
getDoublePivot()
Return pivot permutation vector as a one-dimensional double arrayMatrix
getL()
Return lower triangular factorint[]
getPivot()
Return pivot permutation vectorjava.lang.String
getRevision()
Returns the revision string.Matrix
getU()
Return upper triangular factorboolean
isNonsingular()
Is the matrix nonsingular?Matrix
solve(Matrix B)
Solve A*X = B
-
-
-
Constructor Detail
-
LUDecomposition
public LUDecomposition(Matrix A)
LU Decomposition- Parameters:
A
- Rectangular matrix
-
-
Method Detail
-
isNonsingular
public boolean isNonsingular()
Is the matrix nonsingular?- Returns:
- true if U, and hence A, is nonsingular.
-
getL
public Matrix getL()
Return lower triangular factor- Returns:
- L
-
getU
public Matrix getU()
Return upper triangular factor- Returns:
- U
-
getPivot
public int[] getPivot()
Return pivot permutation vector- Returns:
- piv
-
getDoublePivot
public double[] getDoublePivot()
Return pivot permutation vector as a one-dimensional double array- Returns:
- (double) piv
-
det
public double det()
Determinant- Returns:
- det(A)
- Throws:
java.lang.IllegalArgumentException
- Matrix must be square
-
solve
public Matrix solve(Matrix B)
Solve A*X = B- Parameters:
B
- A Matrix with as many rows as A and any number of columns.- Returns:
- X so that L*U*X = B(piv,:)
- Throws:
java.lang.IllegalArgumentException
- Matrix row dimensions must agree.java.lang.RuntimeException
- Matrix is singular.
-
getRevision
public java.lang.String getRevision()
Returns the revision string.- Specified by:
getRevision
in interfaceRevisionHandler
- Returns:
- the revision
-
-