public interface LDU<N extends Number> extends MatrixDecomposition<N>, MatrixDecomposition.Solver<N>, MatrixDecomposition.Determinant<N>, MatrixDecomposition.RankRevealing<N>
LDU: [A] = [L][D][U] ( [P1][L][D][U][P2] )
Row and/or column permutations may not be necessary and are therefore optional. Numerical stability usually does require ordering of either the rows or columns (most algorithms reorder rows).
Solving the equation system [A][X]=[B] turns into this [L][D][U][X] = [B] and is solved in these steps:
[A]H = [U]H[D]H[L]H
ojAlgo does not have a full/general LDU decompositions but contains 3 variations of it:
SolverTask.Factory<N extends Number>InverterTask.Factory<N extends Number>DeterminantTask.Factory<N extends Number>MatrixDecomposition.Determinant<N extends Number>, MatrixDecomposition.EconomySize<N extends Number>, MatrixDecomposition.Hermitian<N extends Number>, MatrixDecomposition.Ordered<N extends Number>, MatrixDecomposition.RankRevealing<N extends Number>, MatrixDecomposition.Solver<N extends Number>, MatrixDecomposition.Values<N extends Number>BIG, COMPLEX, PRIMITIVE, QUATERNION, RATIONALBIG, COMPLEX, PRIMITIVE, QUATERNION, RATIONALBIG, COMPLEX, PRIMITIVE, QUATERNION, RATIONALTYPICAL| Modifier and Type | Method and Description |
|---|---|
default boolean |
isOrdered()
This is a property of the algorithm/implementation, not the data.
|
compute, getInverse, getInverse, getSolution, getSolution, isSolvablepreallocate, preallocate, solve, solveinvert, invert, preallocate, preallocategetDeterminantcalculateDeterminantgetRank, isFullRankdecompose, isComputed, reconstruct, resetdefault boolean isOrdered()
MatrixDecomposition.OrderedSingularValue, Eigenvalue or any MatrixDecomposition.RankRevealing decomposition.isOrdered in interface MatrixDecomposition.Ordered<N extends Number>Copyright © 2018 Optimatika. All rights reserved.