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| <div class="subTitle">org.apache.commons.math3.linear</div> |
| <h2 title="Class LUDecomposition" class="title">Class LUDecomposition</h2> |
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| <pre>public class <span class="strong">LUDecomposition</span> |
| extends <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a></pre> |
| <div class="block">Calculates the LUP-decomposition of a square matrix. |
| <p>The LUP-decomposition of a matrix A consists of three matrices L, U and |
| P that satisfy: P×A = L×U. L is lower triangular (with unit |
| diagonal terms), U is upper triangular and P is a permutation matrix. All |
| matrices are m×m.</p> |
| <p>As shown by the presence of the P matrix, this decomposition is |
| implemented using partial pivoting.</p> |
| <p>This class is based on the class with similar name from the |
| <a href="http://math.nist.gov/javanumerics/jama/">JAMA</a> library.</p> |
| <ul> |
| <li>a <a href="../../../../../org/apache/commons/math3/linear/LUDecomposition.html#getP()"><code>getP</code></a> method has been added,</li> |
| <li>the <code>det</code> method has been renamed as <a href="../../../../../org/apache/commons/math3/linear/LUDecomposition.html#getDeterminant()"><code>getDeterminant</code></a>,</li> |
| <li>the <code>getDoublePivot</code> method has been removed (but the int based |
| <a href="../../../../../org/apache/commons/math3/linear/LUDecomposition.html#getPivot()"><code>getPivot</code></a> method has been kept),</li> |
| <li>the <code>solve</code> and <code>isNonSingular</code> methods have been replaced |
| by a <a href="../../../../../org/apache/commons/math3/linear/LUDecomposition.html#getSolver()"><code>getSolver</code></a> method and the equivalent methods |
| provided by the returned <a href="../../../../../org/apache/commons/math3/linear/DecompositionSolver.html" title="interface in org.apache.commons.math3.linear"><code>DecompositionSolver</code></a>.</li> |
| </ul></div> |
| <dl><dt><span class="strong">Since:</span></dt> |
| <dd>2.0 (changed to concrete class in 3.0)</dd> |
| <dt><span class="strong">Version:</span></dt> |
| <dd>$Id: LUDecomposition.java 1566017 2014-02-08 14:13:34Z tn $</dd> |
| <dt><span class="strong">See Also:</span></dt><dd><a href="http://mathworld.wolfram.com/LUDecomposition.html">MathWorld</a>, |
| <a href="http://en.wikipedia.org/wiki/LU_decomposition">Wikipedia</a></dd></dl> |
| </li> |
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| <th class="colOne" scope="col">Constructor and Description</th> |
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| <tr class="altColor"> |
| <td class="colOne"><code><strong><a href="../../../../../org/apache/commons/math3/linear/LUDecomposition.html#LUDecomposition(org.apache.commons.math3.linear.RealMatrix)">LUDecomposition</a></strong>(<a href="../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> matrix)</code> |
| <div class="block">Calculates the LU-decomposition of the given matrix.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colOne"><code><strong><a href="../../../../../org/apache/commons/math3/linear/LUDecomposition.html#LUDecomposition(org.apache.commons.math3.linear.RealMatrix, double)">LUDecomposition</a></strong>(<a href="../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> matrix, |
| double singularityThreshold)</code> |
| <div class="block">Calculates the LU-decomposition of the given matrix.</div> |
| </td> |
| </tr> |
| </table> |
| </li> |
| </ul> |
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| <th class="colFirst" scope="col">Modifier and Type</th> |
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| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/linear/LUDecomposition.html#getDeterminant()">getDeterminant</a></strong>()</code> |
| <div class="block">Return the determinant of the matrix</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code><a href="../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/linear/LUDecomposition.html#getL()">getL</a></strong>()</code> |
| <div class="block">Returns the matrix L of the decomposition.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code><a href="../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/linear/LUDecomposition.html#getP()">getP</a></strong>()</code> |
| <div class="block">Returns the P rows permutation matrix.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>int[]</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/linear/LUDecomposition.html#getPivot()">getPivot</a></strong>()</code> |
| <div class="block">Returns the pivot permutation vector.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code><a href="../../../../../org/apache/commons/math3/linear/DecompositionSolver.html" title="interface in org.apache.commons.math3.linear">DecompositionSolver</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/linear/LUDecomposition.html#getSolver()">getSolver</a></strong>()</code> |
| <div class="block">Get a solver for finding the A × X = B solution in exact linear |
| sense.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code><a href="../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../org/apache/commons/math3/linear/LUDecomposition.html#getU()">getU</a></strong>()</code> |
| <div class="block">Returns the matrix U of the decomposition.</div> |
| </td> |
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| <code><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#clone()" title="class or interface in java.lang">clone</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#equals(java.lang.Object)" title="class or interface in java.lang">equals</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#finalize()" title="class or interface in java.lang">finalize</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#getClass()" title="class or interface in java.lang">getClass</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#hashCode()" title="class or interface in java.lang">hashCode</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notify()" title="class or interface in java.lang">notify</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notifyAll()" title="class or interface in java.lang">notifyAll</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#toString()" title="class or interface in java.lang">toString</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait()" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long)" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long, int)" title="class or interface in java.lang">wait</a></code></li> |
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| </a> |
| <h3>Constructor Detail</h3> |
| <a name="LUDecomposition(org.apache.commons.math3.linear.RealMatrix)"> |
| <!-- --> |
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| <ul class="blockList"> |
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| <h4>LUDecomposition</h4> |
| <pre>public LUDecomposition(<a href="../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> matrix)</pre> |
| <div class="block">Calculates the LU-decomposition of the given matrix. |
| This constructor uses 1e-11 as default value for the singularity |
| threshold.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>matrix</code> - Matrix to decompose.</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../org/apache/commons/math3/linear/NonSquareMatrixException.html" title="class in org.apache.commons.math3.linear">NonSquareMatrixException</a></code> - if matrix is not square.</dd></dl> |
| </li> |
| </ul> |
| <a name="LUDecomposition(org.apache.commons.math3.linear.RealMatrix, double)"> |
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| <h4>LUDecomposition</h4> |
| <pre>public LUDecomposition(<a href="../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> matrix, |
| double singularityThreshold)</pre> |
| <div class="block">Calculates the LU-decomposition of the given matrix.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>matrix</code> - The matrix to decompose.</dd><dd><code>singularityThreshold</code> - threshold (based on partial row norm) |
| under which a matrix is considered singular</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../org/apache/commons/math3/linear/NonSquareMatrixException.html" title="class in org.apache.commons.math3.linear">NonSquareMatrixException</a></code> - if matrix is not square</dd></dl> |
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| <a name="getL()"> |
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| <h4>getL</h4> |
| <pre>public <a href="../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> getL()</pre> |
| <div class="block">Returns the matrix L of the decomposition. |
| <p>L is a lower-triangular matrix</p></div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the L matrix (or null if decomposed matrix is singular)</dd></dl> |
| </li> |
| </ul> |
| <a name="getU()"> |
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| <h4>getU</h4> |
| <pre>public <a href="../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> getU()</pre> |
| <div class="block">Returns the matrix U of the decomposition. |
| <p>U is an upper-triangular matrix</p></div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the U matrix (or null if decomposed matrix is singular)</dd></dl> |
| </li> |
| </ul> |
| <a name="getP()"> |
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| <h4>getP</h4> |
| <pre>public <a href="../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> getP()</pre> |
| <div class="block">Returns the P rows permutation matrix. |
| <p>P is a sparse matrix with exactly one element set to 1.0 in |
| each row and each column, all other elements being set to 0.0.</p> |
| <p>The positions of the 1 elements are given by the <a href="../../../../../org/apache/commons/math3/linear/LUDecomposition.html#getPivot()"><code>pivot permutation vector</code></a>.</p></div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the P rows permutation matrix (or null if decomposed matrix is singular)</dd><dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../org/apache/commons/math3/linear/LUDecomposition.html#getPivot()"><code>getPivot()</code></a></dd></dl> |
| </li> |
| </ul> |
| <a name="getPivot()"> |
| <!-- --> |
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| <h4>getPivot</h4> |
| <pre>public int[] getPivot()</pre> |
| <div class="block">Returns the pivot permutation vector.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the pivot permutation vector</dd><dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../org/apache/commons/math3/linear/LUDecomposition.html#getP()"><code>getP()</code></a></dd></dl> |
| </li> |
| </ul> |
| <a name="getDeterminant()"> |
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| <h4>getDeterminant</h4> |
| <pre>public double getDeterminant()</pre> |
| <div class="block">Return the determinant of the matrix</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>determinant of the matrix</dd></dl> |
| </li> |
| </ul> |
| <a name="getSolver()"> |
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| <h4>getSolver</h4> |
| <pre>public <a href="../../../../../org/apache/commons/math3/linear/DecompositionSolver.html" title="interface in org.apache.commons.math3.linear">DecompositionSolver</a> getSolver()</pre> |
| <div class="block">Get a solver for finding the A × X = B solution in exact linear |
| sense.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>a solver</dd></dl> |
| </li> |
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