org.ojalgo.matrix.decomposition
Class LUDecomposition<N extends Number>

java.lang.Object
  org.ojalgo.matrix.decomposition.LUDecomposition<N>

All Implemented Interfaces:

LU<N>, MatrixDecomposition<N>

public abstract class LUDecomposition<N extends Number>
extends Object
implements LU<N>

You create instances of (some subclass of) this class by calling one of the static factory methods: makeBig(), makeComplex(), makePrimitive() or makeJama().

Author:

apete

Nested Class Summary

static class

LUDecomposition.Pivot

Method Summary

boolean	compute(Access2D<?> aStore)
boolean	computeWithoutPivoting(MatrixStore<?> aStore) The normal MatrixDecomposition.compute(Access2D) method must handle cases where pivoting is required.
boolean	equals(MatrixDecomposition<N> aDecomp, NumberContext aCntxt)
boolean	equals(MatrixStore<N> aStore, NumberContext aCntxt)
boolean	equals(Object someObj)
N	getDeterminant()
MatrixStore<N>	getInverse() The output must be a "right inverse" and a "generalised inverse".
MatrixStore<N>	getInverse(DecompositionStore<N> preallocated) Implementiong this method is optional.
MatrixStore<N>	getL()
int[]	getPivotOrder() This can be used to create a [P] matrix using IdentityStore in combination with RowsStore or ColumnsStore.
int	getRank()
int[]	getReducedPivots()
MatrixStore<N>	getU() http://en.wikipedia.org/wiki/Row_echelon_form This is the same as [D][U].
boolean	isAspectRatioNormal()
boolean	isComputed()
boolean	isFullSize()
boolean	isSolvable()
boolean	isSquareAndNotSingular()
static <N extends Number> LU<N>	make(Access2D<N> aTypical)
static LU<BigDecimal>	makeBig()
static LU<ComplexNumber>	makeComplex()
static LU<Double>	makeJama()
static LU<Double>	makePrimitive()
MatrixStore<N>	reconstruct()
void	reset() Delete computed results, and resets attributes to default values
MatrixStore<N>	solve(MatrixStore<N> aRHS) Solves [this][X] = [aRHS] by first solving
MatrixStore<N>	solve(MatrixStore<N> aRHS, DecompositionStore<N> preallocated) The solution will be written to "preallocated" and then returned.

Methods inherited from class java.lang.Object

getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.ojalgo.matrix.decomposition.MatrixDecomposition

equals, isComputed

Method Detail

make

public static final <N extends Number> LU<N> make(Access2D<N> aTypical)

makeBig

public static final LU<BigDecimal> makeBig()

makeComplex

public static final LU<ComplexNumber> makeComplex()

makeJama

public static final LU<Double> makeJama()

makePrimitive

public static final LU<Double> makePrimitive()

compute

public boolean compute(Access2D<?> aStore)

Specified by:

compute in interface MatrixDecomposition<N extends Number>

Parameters:

aStore - A matrix to decompose

Returns:

true if the computation suceeded; false if not

computeWithoutPivoting

public boolean computeWithoutPivoting(MatrixStore<?> aStore)

Description copied from interface: LU

The normal MatrixDecomposition.compute(Access2D) method must handle cases where pivoting is required. If you know that pivoting is not needed you may call this method instead - it's faster.

Specified by:

computeWithoutPivoting in interface LU<N extends Number>

equals

public boolean equals(MatrixStore<N> aStore,
                      NumberContext aCntxt)

Specified by:

equals in interface MatrixDecomposition<N extends Number>

getDeterminant

public N getDeterminant()

Specified by:

getDeterminant in interface LU<N extends Number>

getInverse

public MatrixStore<N> getInverse()

Description copied from interface: MatrixDecomposition

The output must be a "right inverse" and a "generalised inverse".

Specified by:

getInverse in interface MatrixDecomposition<N extends Number>

See Also:

BasicMatrix.invert()

getInverse

public MatrixStore<N> getInverse(DecompositionStore<N> preallocated)

Description copied from interface: MatrixDecomposition

Implementiong this method is optional.

Exactly how a specific implementation makes use of preallocated is not specified by this interface. It must be documented for each implementation.

Should produce the same results as calling MatrixDecomposition.getInverse().

Specified by:

getInverse in interface MatrixDecomposition<N extends Number>

Parameters:

preallocated - Preallocated memory for the results, possibly some intermediate results. You must assume this is modified, but you cannot assume it will contain the full/final/correct solution.

Returns:

The inverse

getL

public MatrixStore<N> getL()

Specified by:

getL in interface LU<N extends Number>

getPivotOrder

public int[] getPivotOrder()

Description copied from interface: LU

This can be used to create a [P] matrix using IdentityStore in combination with RowsStore or ColumnsStore.

Specified by:

getPivotOrder in interface LU<N extends Number>

getRank

public int getRank()

Specified by:

getRank in interface LU<N extends Number>

getReducedPivots

public int[] getReducedPivots()

Specified by:

getReducedPivots in interface LU<N extends Number>

getU

public MatrixStore<N> getU()

Description copied from interface: LU

http://en.wikipedia.org/wiki/Row_echelon_form

This is the same as [D][U]. Together with the pivotOrder and [L] this constitutes an alternative, more compact, way to express the decomposition.

Specified by:

getU in interface LU<N extends Number>

See Also:

LU.getPivotOrder(), LU.getL()

isFullSize

public final boolean isFullSize()

Specified by:

isFullSize in interface MatrixDecomposition<N extends Number>

Returns:

True if the implementation generates a full sized decomposition.

isSolvable

public boolean isSolvable()

Specified by:

isSolvable in interface MatrixDecomposition<N extends Number>

Returns:

true if it is ok to call MatrixDecomposition.solve(MatrixStore) (computation was successful); false if not

See Also:

MatrixDecomposition.solve(MatrixStore), MatrixDecomposition.isComputed()

isSquareAndNotSingular

public final boolean isSquareAndNotSingular()

Specified by:

isSquareAndNotSingular in interface LU<N extends Number>

reconstruct

public MatrixStore<N> reconstruct()

Specified by:

reconstruct in interface MatrixDecomposition<N extends Number>

reset

public void reset()

Description copied from interface: MatrixDecomposition

Delete computed results, and resets attributes to default values

Specified by:

reset in interface MatrixDecomposition<N extends Number>

solve

public MatrixStore<N> solve(MatrixStore<N> aRHS)

Solves [this][X] = [aRHS] by first solving

[L][Y] = [aRHS]

and then

[U][X] = [Y]

.

Specified by:

solve in interface MatrixDecomposition<N extends Number>

Parameters:

aRHS - The right hand side

Returns:

[X]

solve

public MatrixStore<N> solve(MatrixStore<N> aRHS,
                            DecompositionStore<N> preallocated)

The solution will be written to "preallocated" and then returned.

Specified by:

solve in interface MatrixDecomposition<N extends Number>

Parameters:

aRHS - The Right Hand Side, wont be modfied

preallocated - Preallocated memory for the results, possibly some intermediate results. You must assume this is modified, but you cannot assume it will contain the full/final/correct solution.

Returns:

The solution

See Also:

MatrixDecomposition.solve(org.ojalgo.matrix.store.MatrixStore, org.ojalgo.matrix.decomposition.DecompositionStore)

equals

public final boolean equals(MatrixDecomposition<N> aDecomp,
                            NumberContext aCntxt)

Specified by:

equals in interface MatrixDecomposition<N extends Number>

equals

public boolean equals(Object someObj)

Overrides:

equals in class Object

isAspectRatioNormal

public boolean isAspectRatioNormal()

isComputed

public final boolean isComputed()

Specified by:

isComputed in interface MatrixDecomposition<N extends Number>

Returns:

true if computation has been attemped; false if not.

See Also:

MatrixDecomposition.compute(Access2D), MatrixDecomposition.isSolvable()