Jama.LUDecomposition Class Reference

Inheritance diagram for Jama.LUDecomposition:

Collaboration diagram for Jama.LUDecomposition:

Public Member Functions
	LUDecomposition (Matrix A)
boolean	isNonsingular ()
Matrix	getL ()
Matrix	getU ()
int[]	getPivot ()
double[]	getDoublePivot ()
double	det ()
Matrix	solve (Matrix B)

Detailed Description

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.

Constructor & Destructor Documentation

Jama.LUDecomposition.LUDecomposition

(

Matrix

A

)

LU Decomposition

Parameters

A	Rectangular matrix

Returns

Structure to access L, U and piv.

Member Function Documentation

double Jama.LUDecomposition.det

(

)

Determinant

Returns

det(A)

Exceptions

IllegalArgumentException

Matrix must be square

double [] Jama.LUDecomposition.getDoublePivot

(

)

Return pivot permutation vector as a one-dimensional double array

Returns

(double) piv

Matrix Jama.LUDecomposition.getL

(

)

Return lower triangular factor

Returns

L

int [] Jama.LUDecomposition.getPivot

(

)

Return pivot permutation vector

Returns

piv

Matrix Jama.LUDecomposition.getU

(

)

Return upper triangular factor

Returns

U

boolean Jama.LUDecomposition.isNonsingular

(

)

Is the matrix nonsingular?

Returns

true if U, and hence A, is nonsingular.

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Matrix Jama.LUDecomposition.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,:)

Exceptions

IllegalArgumentException	Matrix row dimensions must agree.
RuntimeException	Matrix is singular.

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The documentation for this class was generated from the following file:

• java/Jama/LUDecomposition.java