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java.lang.Object cern.colt.matrix.linalg.LUDecompositionQuick
A low level version of LUDecomposition
, avoiding unnecessary memory allocation and copying.
The input to decompose methods is overriden with the result (LU).
The input to solve methods is overriden with the result (X).
In addition to LUDecomposition, this class also includes a faster variant of the decomposition, specialized for tridiagonal (and hence also diagonal) matrices,
as well as a solver tuned for vectors.
Its disadvantage is that it is a bit more difficult to use than LUDecomposition.
Thus, you may want to disregard this class and come back later, if a need for speed arises.
An instance of this class remembers the result of its last decomposition. Usage pattern is as follows: Create an instance of this class, call a decompose method, then retrieve the decompositions, determinant, and/or solve as many equation problems as needed. Once another matrix needs to be LUdecomposed, you need not create a new instance of this class. Start again by calling a decompose method, then retrieve the decomposition and/or solve your equations, and so on. In case a LU matrix is already available, call method setLU instead of decompose and proceed with solving et al.
If a matrix shall not be overriden, use matrix.copy() and hand the the copy to methods.
For an m x n matrix A with m >= n, the LU decomposition is an m x n unit lower triangular matrix L, an n x 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 x m and U is m x n.
The LU decomposition with pivoting always exists, even if the matrix is singular, so the decompose methods will never fail. The primary use of the LU decomposition is in the solution of square systems of simultaneous linear equations. Attempting to solve such a system will throw an exception if isNonsingular() returns false.
Constructor Summary  
LUDecompositionQuick()
Constructs and returns a new LU Decomposition object with default tolerance 1.0E9 for singularity detection. 

LUDecompositionQuick(double tolerance)
Constructs and returns a new LU Decomposition object which uses the given tolerance for singularity detection; 
Method Summary  
void 
decompose(DoubleMatrix2D A)
Decomposes matrix A into L and U (inplace). 
void 
decompose(DoubleMatrix2D A,
int semiBandwidth)
Decomposes the banded and square matrix A into L and U (inplace). 
double 
det()
Returns the determinant, det(A). 
DoubleMatrix2D 
getL()
Returns the lower triangular factor, L. 
DoubleMatrix2D 
getLU()
Returns a copy of the combined lower and upper triangular factor, LU. 
int[] 
getPivot()
Returns the pivot permutation vector (not a copy of it). 
DoubleMatrix2D 
getU()
Returns the upper triangular factor, U. 
boolean 
isNonsingular()
Returns whether the matrix is nonsingular (has an inverse). 
void 
setLU(DoubleMatrix2D LU)
Sets the combined lower and upper triangular factor, LU. 
void 
solve(DoubleMatrix1D B)
Solves the system of equations A*X = B (inplace). 
void 
solve(DoubleMatrix2D B)
Solves the system of equations A*X = B (inplace). 
String 
toString()
Returns a String with (propertyName, propertyValue) pairs. 
Methods inherited from class java.lang.Object 
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait 
Constructor Detail 
public LUDecompositionQuick()
public LUDecompositionQuick(double tolerance)
Method Detail 
public void decompose(DoubleMatrix2D A)
A
 any matrix.public void decompose(DoubleMatrix2D A, int semiBandwidth)
decompose(DoubleMatrix2D)
.
semiBandwidth
 == 1 > A is diagonal, == 2 > A is tridiagonal.A
 any matrix.public double det()
IllegalArgumentException
 if A.rows() != A.columns() (Matrix must be square).public DoubleMatrix2D getL()
public DoubleMatrix2D getLU()
public int[] getPivot()
public DoubleMatrix2D getU()
public boolean isNonsingular()
public void setLU(DoubleMatrix2D LU)
public void solve(DoubleMatrix1D B)
B
 A vector with B.size() == A.rows().
IllegalArgumentException
 if B.size() != A.rows().
IllegalArgumentException
 if A is singular, that is, if !isNonsingular().
IllegalArgumentException
 if A.rows() < A.columns().public void solve(DoubleMatrix2D B)
B
 A matrix with as many rows as A and any number of columns.
IllegalArgumentException
 if B.rows() != A.rows().
IllegalArgumentException
 if A is singular, that is, if !isNonsingular().
IllegalArgumentException
 if A.rows() < A.columns().public String toString()
rank : 3 trace : 0

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