drasys.or.linear.algebra
Class CroutPivot

java.lang.Object
  |
  +--drasys.or.linear.algebra.CroutPivot

public class CroutPivot

extends java.lang.Object

implements LUDecompositionI, java.io.Serializable

An implementation of LU decomposition using Crout's algorithm with partial pivoting.

References:

Linear Algebra and Its Applications
    Gilbert Strang / Hardcover / Published 1988
Matrix Computations (Johns Hopkins Studies in the Mathematical Sciences)
    Gene H. Golub, Charles F. Van Loan (Contributor) / Paperback / Published 1996
Numerical Recipes in C : The Art of Scientific Computing
    William H. Press, et al / Hardcover / Published 1993
Parallel Algorithms for Matrix Computations
    K.A. Gallivan / Paperback / Published 1990

See Also:

Serialized Form

Constructor Summary

CroutPivot()

CroutPivot(MatrixI matrix)

 

Method Summary
double	computeDeterminate()           Computes the determinate of the original matrix from the components.
DenseMatrix	computeInverse()           Uses backsubstitution on each column to solve for the inverse.
MatrixI	computeInverse(MatrixI results)           Uses backsubstitution on each column to solve for the inverse.
void	decompose(MatrixI m)           Decompose a matrix into lower and upper triangular matrices.
DenseMatrix	getL()           Get the permuted lower triangular matrix.
MatrixI	getL(MatrixI results)           Get the permuted lower triangular matrix.
int[]	getRowPermutations()           Returns the row permutations.
DenseMatrix	getU()           Get the permuted upper triangular matrix.
MatrixI	getU(MatrixI results)           Get the permuted upper triangular matrix.
DenseVector	solveEquations(VectorI rightHandSides)           Uses backsubstitution to solve the simultaneous equations.
VectorI	solveEquations(VectorI rightHandSides, VectorI results)           Uses backsubstitution to solve the simultaneous equations.

 

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

 

Constructor Detail

CroutPivot

public CroutPivot()

CroutPivot

public CroutPivot(MatrixI matrix)
           throws AlgebraException,
                  SingularException

decompose

public void decompose(MatrixI m)
               throws AlgebraException,
                      SingularException

Decompose a matrix into lower and upper triangular matrices.

Specified by:

decompose in interface LUDecompositionI

getL

public DenseMatrix getL()

Get the permuted lower triangular matrix.

Specified by:

getL in interface LUDecompositionI

getL

public MatrixI getL(MatrixI results)

Get the permuted lower triangular matrix.

Specified by:

getL in interface LUDecompositionI

getU

public DenseMatrix getU()

Get the permuted upper triangular matrix.

Specified by:

getU in interface LUDecompositionI

getU

public MatrixI getU(MatrixI results)

Get the permuted upper triangular matrix.

Specified by:

getU in interface LUDecompositionI

getRowPermutations

public int[] getRowPermutations()

Returns the row permutations.

Specified by:

getRowPermutations in interface LUDecompositionI

Tags copied from interface: LUDecompositionI

Returns:

null if the rows were not permuted in the decomposition.

solveEquations

public DenseVector solveEquations(VectorI rightHandSides)
                           throws AlgebraException

Uses backsubstitution to solve the simultaneous equations.

Specified by:

solveEquations in interface LUDecompositionI

Returns:

the solution vector.

solveEquations

public VectorI solveEquations(VectorI rightHandSides,
                              VectorI results)
                       throws AlgebraException

Uses backsubstitution to solve the simultaneous equations.

Specified by:

solveEquations in interface LUDecompositionI

Returns:

the solution vector.

computeInverse

public DenseMatrix computeInverse()
                           throws AlgebraException

Uses backsubstitution on each column to solve for the inverse.

Specified by:

computeInverse in interface LUDecompositionI

Returns:

the inverse matrix.

computeInverse

public MatrixI computeInverse(MatrixI results)
                       throws AlgebraException

Uses backsubstitution on each column to solve for the inverse.

Specified by:

computeInverse in interface LUDecompositionI

Returns:

the inverse matrix.

computeDeterminate

public double computeDeterminate()
                          throws AlgebraException

Computes the determinate of the original matrix from the components.

Specified by:

computeDeterminate in interface LUDecompositionI

Returns:

the inverse matrix.