org.ojalgo.matrix.decomposition
Interface LU<N extends Number>

All Superinterfaces:

MatrixDecomposition<N>

All Known Subinterfaces:

Cholesky<N>

All Known Implementing Classes:

CholeskyDecomposition, JamaCholesky, JamaLU, LUDecomposition

public interface LU<N extends Number>
extends MatrixDecomposition<N>

Decomposes [this] into [P], [L], [D] and [U] where:

• [P] is a permutation matrix. It has the same number of rows and columns as [this] has rows.
• [L] is a unit lower (left) triangular matrix. It has the same number of rows as [this], and ones on the diagonal.
• [D] is a square diagonal matrix.
• [U] is an unit upper (right) triangular matrix. It has the same number of columns as [this], and ones on the diagonal.
• [this] = [P][L][D][U]

Note: The number of columns in [L] and the number of rows in [U] are not specified by this interface.

The LU decomposition always exists - the compute method should always succeed - even for non-square and/or singular matrices. The primary use of the LU decomposition is in the solution of systems of simultaneous linear equations. That will, however, only work for square non-singular matrices.

Author:

apete

Method Summary

MatrixStore<N>	getD()
N	getDeterminant()
MatrixStore<N>	getL()
MatrixStore<N>	getP()
int[]	getPivotOrder()
int	getRank()
MatrixStore<N>	getU()
boolean	isSingular()

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

compute, equals, equals, getInverse, invert, isComputed, isFullSize, isSolvable, reset, solve, solve

Method Detail

getD

MatrixStore<N> getD()

getDeterminant

N getDeterminant()

getL

MatrixStore<N> getL()

getP

MatrixStore<N> getP()

getPivotOrder

int[] getPivotOrder()

getRank

int getRank()

getU

MatrixStore<N> getU()

isSingular

boolean isSingular()