LUDecomposition< t_type, t_m, t_n >

Logic for performing LU Decomposition https://en.wikipedia.org/wiki/LU_decomposition. More...

Public Member Functions
t_type	det () const
	Determinant.
Matrix< t_type, t_m, t_n >	getL () const
	Return lower triangular factor.
template<class t_pivot_type = sint04>
Vector< t_m, t_pivot_type >	getPivot () const
	Return pivot permutation vector.
Matrix< t_type, t_m, t_n >	getU () const
	Return upper triangular factor.
bool	isNonsingular () const
	Is the matrix nonsingular?
template<uint01 t_nx>
Matrix< t_type, t_m, t_nx >	solve (const Matrix< t_type, t_m, t_nx > &B)
	Solve A*X = B.

Detailed Description

template<class t_type, uint01 t_m, uint01 t_n>
class LUDecomposition< t_type, t_m, t_n >

Logic for performing LU Decomposition https://en.wikipedia.org/wiki/LU_decomposition.

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Definition at line 40 of file LUDecomposition.hpp.

Member Function Documentation

det()

template<class t_type, uint01 t_m, uint01 t_n>

t_type LUDecomposition< t_type, t_m, t_n >::det ( ) const

inline

Determinant.

Returns

det(A)

Exceptions

IllegalArgumentException

Matrix must be square

Definition at line 185 of file LUDecomposition.hpp.

References cast().

getL()

template<class t_type, uint01 t_m, uint01 t_n>

Matrix< t_type, t_m, t_n > LUDecomposition< t_type, t_m, t_n >::getL ( ) const

inline

Return lower triangular factor.

Returns

L

Definition at line 133 of file LUDecomposition.hpp.

getPivot()

template<class t_type, uint01 t_m, uint01 t_n>

template<class t_pivot_type = sint04>

Vector< t_m, t_pivot_type > LUDecomposition< t_type, t_m, t_n >::getPivot ( ) const

inline

Return pivot permutation vector.

Returns

piv

Definition at line 175 of file LUDecomposition.hpp.

getU()

template<class t_type, uint01 t_m, uint01 t_n>

Matrix< t_type, t_m, t_n > LUDecomposition< t_type, t_m, t_n >::getU ( ) const

inline

Return upper triangular factor.

Returns

U

Definition at line 155 of file LUDecomposition.hpp.

isNonsingular()

template<class t_type, uint01 t_m, uint01 t_n>

bool LUDecomposition< t_type, t_m, t_n >::isNonsingular ( ) const

inline

Is the matrix nonsingular?

Returns

true if U, and hence A, is nonsingular.

Definition at line 119 of file LUDecomposition.hpp.

Referenced by solve().

solve()

template<class t_type, uint01 t_m, uint01 t_n>

template<uint01 t_nx>

Matrix< t_type, t_m, t_nx > LUDecomposition< t_type, t_m, t_n >::solve ( const Matrix< t_type, t_m, t_nx > & B )

inline

Solve A*X = B.

Parameters

B	A Matrix with as many rows as A and any number of columns.

Returns

X so that L*U*X = B(piv,:)

Exceptions

IllegalArgumentException	Matrix row dimensions must agree.
RuntimeException	Matrix is singular.

Definition at line 201 of file LUDecomposition.hpp.

References isNonsingular(), and IsValid().

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The documentation for this class was generated from the following file:

• Base/Headers/LUDecomposition.hpp