org.ujmp.core.doublematrix.calculation.general.decomposition
Interface LU<T>


public interface LU<T>

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.


Nested Class Summary
static class LU.LUMatrix
           
 
Field Summary
static LU<Matrix> INSTANCE
           
static LU<Matrix> MATRIX
           
static LU<Matrix> MATRIXLARGEMULTITHREADED
           
static LU<Matrix> MATRIXLARGESINGLETHREADED
           
static LU<Matrix> MATRIXSMALLMULTITHREADED
           
static LU<Matrix> MATRIXSMALLSINGLETHREADED
           
static int THRESHOLD
           
static LU<Matrix> UJMP
           
 
Method Summary
 T[] calc(T source)
           
 T solve(T source, T b)
           
 

Field Detail

THRESHOLD

static final int THRESHOLD
See Also:
Constant Field Values

MATRIX

static final LU<Matrix> MATRIX

INSTANCE

static final LU<Matrix> INSTANCE

UJMP

static final LU<Matrix> UJMP

MATRIXSMALLMULTITHREADED

static final LU<Matrix> MATRIXSMALLMULTITHREADED

MATRIXSMALLSINGLETHREADED

static final LU<Matrix> MATRIXSMALLSINGLETHREADED

MATRIXLARGESINGLETHREADED

static final LU<Matrix> MATRIXLARGESINGLETHREADED

MATRIXLARGEMULTITHREADED

static final LU<Matrix> MATRIXLARGEMULTITHREADED
Method Detail

calc

T[] calc(T source)

solve

T solve(T source,
        T b)


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