Package weka.core.matrix

Class LUDecomposition

java.lang.Object
weka.core.matrix.LUDecomposition
All Implemented Interfaces:
Serializable, RevisionHandler
public class LUDecomposition extends Object implements 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: 5953 $
Author:
The Mathworks and NIST, Fracpete (fracpete at waikato dot ac dot nz)
See Also:

  • Constructor Details

    • LUDecomposition

      public LUDecomposition(Matrix A)
      LU Decomposition
      Parameters:
      A - Rectangular matrix

  • Method Details

    • 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:
      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:
      IllegalArgumentException - Matrix row dimensions must agree.
      RuntimeException - Matrix is singular.

    • getRevision

      public String getRevision()
      Returns the revision string.
      Specified by:
      getRevision in interface RevisionHandler
      Returns:
      the revision