org.apache.commons.math3.linear
public class LUDecomposition extends Object
The LUPdecomposition of a matrix A consists of three matrices L, U and P that satisfy: P×A = L×U. L is lower triangular (with unit diagonal terms), 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.
This class is based on the class with similar name from the JAMA library.
getP
method has been added,det
method has been renamed as getDeterminant
,getDoublePivot
method has been removed (but the int based
getPivot
method has been kept),solve
and isNonSingular
methods have been replaced
by a getSolver
method and the equivalent methods
provided by the returned DecompositionSolver
.Constructor and Description 

LUDecomposition(RealMatrix matrix)
Calculates the LUdecomposition of the given matrix.

LUDecomposition(RealMatrix matrix,
double singularityThreshold)
Calculates the LUdecomposition of the given matrix.

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.

public LUDecomposition(RealMatrix matrix)
matrix
 Matrix to decompose.NonSquareMatrixException
 if matrix is not square.public LUDecomposition(RealMatrix matrix, double singularityThreshold)
matrix
 The matrix to decompose.singularityThreshold
 threshold (based on partial row norm)
under which a matrix is considered singularNonSquareMatrixException
 if matrix is not squarepublic RealMatrix getL()
L is a lowertriangular matrix
public RealMatrix getU()
U is an uppertriangular matrix
public RealMatrix getP()
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
.
getPivot()
public int[] getPivot()
getP()
public double getDeterminant()
public DecompositionSolver getSolver()
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