org.apache.commons.math.linear

Class LUDecompositionImpl

• java.lang.Object
• org.apache.commons.math.linear.LUDecompositionImpl
• All Implemented Interfaces:
LUDecomposition

public class LUDecompositionImpl
extends java.lang.Object
implements LUDecomposition
Calculates the LUP-decomposition of a square matrix.

The LUP-decomposition of a matrix A consists of three matrices L, U and P that satisfy: PA = LU, L is lower triangular, and U is upper triangular and P is a permutation matrix. All matrices are m×m.

As shown by the presence of the P matrix, this decomposition is implemented using partial pivoting.

Since:
2.0
• Method Summary

All Methods
Modifier and Type Method and Description
double getDeterminant()
Return the determinant of the matrix
RealMatrix getL()
Returns the matrix L of the decomposition.
RealMatrix getP()
Returns the P rows permutation matrix.
int[] getPivot()
Returns the pivot permutation vector.
DecompositionSolver getSolver()
Get a solver for finding the A × X = B solution in exact linear sense.
RealMatrix getU()
Returns the matrix U of the decomposition.
• Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
• Constructor Detail

• LUDecompositionImpl

public LUDecompositionImpl(RealMatrix matrix,
double singularityThreshold)
throws NonSquareMatrixException
Calculates the LU-decomposition of the given matrix.
Parameters:
matrix - The matrix to decompose.
singularityThreshold - threshold (based on partial row norm) under which a matrix is considered singular
Throws:
NonSquareMatrixException - if matrix is not square
• Method Detail

• getL

public RealMatrix getL()
Returns the matrix L of the decomposition.

L is an lower-triangular matrix

Specified by:
getL in interface LUDecomposition
Returns:
the L matrix (or null if decomposed matrix is singular)
• getU

public RealMatrix getU()
Returns the matrix U of the decomposition.

U is an upper-triangular matrix

Specified by:
getU in interface LUDecomposition
Returns:
the U matrix (or null if decomposed matrix is singular)
• getP

public RealMatrix getP()
Returns the P rows permutation matrix.

P is a sparse matrix with exactly one element set to 1.0 in each row and each column, all other elements being set to 0.0.

The positions of the 1 elements are given by the pivot permutation vector.

Specified by:
getP in interface LUDecomposition
Returns:
the P rows permutation matrix (or null if decomposed matrix is singular)