001    /*
002     * Copyright (C) 2008-2010 by Holger Arndt
003     *
004     * This file is part of the Universal Java Matrix Package (UJMP).
005     * See the NOTICE file distributed with this work for additional
006     * information regarding copyright ownership and licensing.
007     *
008     * UJMP is free software; you can redistribute it and/or modify
009     * it under the terms of the GNU Lesser General Public License as
010     * published by the Free Software Foundation; either version 2
011     * of the License, or (at your option) any later version.
012     *
013     * UJMP is distributed in the hope that it will be useful,
014     * but WITHOUT ANY WARRANTY; without even the implied warranty of
015     * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
016     * GNU Lesser General Public License for more details.
017     *
018     * You should have received a copy of the GNU Lesser General Public
019     * License along with UJMP; if not, write to the
020     * Free Software Foundation, Inc., 51 Franklin St, Fifth Floor,
021     * Boston, MA  02110-1301  USA
022     */
023    
024    package org.ujmp.ojalgo.calculation;
025    
026    import org.ojalgo.matrix.decomposition.LUDecomposition;
027    import org.ojalgo.matrix.store.PrimitiveDenseStore;
028    import org.ujmp.core.Matrix;
029    import org.ujmp.ojalgo.OjalgoDenseDoubleMatrix2D;
030    
031    public class LU implements
032                    org.ujmp.core.doublematrix.calculation.general.decomposition.LU<Matrix> {
033    
034            public static LU INSTANCE = new LU();
035    
036            public Matrix[] calc(Matrix source) {
037                    final org.ojalgo.matrix.decomposition.LU<Double> lu = LUDecomposition
038                                    .makePrimitive();
039                    PrimitiveDenseStore matrix = null;
040                    if (source instanceof OjalgoDenseDoubleMatrix2D) {
041                            matrix = ((OjalgoDenseDoubleMatrix2D) source).getWrappedObject();
042                    } else {
043                            matrix = new OjalgoDenseDoubleMatrix2D(source).getWrappedObject();
044                    }
045                    lu.compute(matrix);
046                    final Matrix l = new OjalgoDenseDoubleMatrix2D(lu.getL());
047                    final Matrix u = new OjalgoDenseDoubleMatrix2D(lu.getU());
048                    final int m = (int) source.getRowCount();
049                    final int[] piv = lu.getPivotOrder();
050                    final Matrix p = new OjalgoDenseDoubleMatrix2D(m, m);
051                    for (int i = 0; i < m; i++) {
052                            p.setAsDouble(1, i, piv[i]);
053                    }
054                    return new Matrix[] { l, u, p };
055            }
056    
057            public Matrix solve(Matrix a, Matrix b) {
058                    final org.ojalgo.matrix.decomposition.LU<Double> lu = LUDecomposition
059                                    .makePrimitive();
060                    PrimitiveDenseStore a2 = null;
061                    PrimitiveDenseStore b2 = null;
062                    if (a instanceof OjalgoDenseDoubleMatrix2D) {
063                            a2 = ((OjalgoDenseDoubleMatrix2D) a).getWrappedObject();
064                    } else {
065                            a2 = new OjalgoDenseDoubleMatrix2D(a).getWrappedObject();
066                    }
067                    if (b instanceof OjalgoDenseDoubleMatrix2D) {
068                            b2 = ((OjalgoDenseDoubleMatrix2D) b).getWrappedObject();
069                    } else {
070                            b2 = new OjalgoDenseDoubleMatrix2D(b).getWrappedObject();
071                    }
072                    lu.compute(a2);
073                    return new OjalgoDenseDoubleMatrix2D(lu.solve(b2));
074            }
075    
076    }