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.
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
calc
T[] calc(T source)
solve
T solve(T source,
T b)
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