#include <jama_lu.h>
Public Member Functions | |
LU (const Array2D< Real > &A) | |
int | isNonsingular () |
Array2D< Real > | getL () |
Array2D< Real > | getU () |
Array1D< int > | getPivot () |
Real | det () |
Array2D< Real > | solve (const Array2D< Real > &B) |
Array1D< Real > | solve (const Array1D< Real > &b) |
Private Member Functions | |
Array2D< Real > | permute_copy (const Array2D< Real > &A, const Array1D< int > &piv, int j0, int j1) |
Array1D< Real > | permute_copy (const Array1D< Real > &A, const Array1D< int > &piv) |
Private Attributes | |
Array2D< Real > | LU_ |
int | m |
int | n |
int | pivsign |
Array1D< int > | piv |
For an m-by-n matrix A with m >= n, the LU decomposition is an m-by-n unit lower triangular matrix L, an n-by-n upper triangular matrix U, and a permutation vector piv of length m so that A(piv,:) = L*U. If m < n, then L is m-by-m and U is m-by-n.
The LU decompostion with pivoting always exists, even if the matrix is singular, so the constructor will never fail. The primary use of the LU decomposition is in the solution of square systems of simultaneous linear equations. This will fail if isNonsingular() returns false.
Definition at line 27 of file jama_lu.h.
Real JAMA::LU< Real >::det | ( | ) | [inline] |
int JAMA::LU< Real >::isNonsingular | ( | ) | [inline] |
Solve A*x = b, where x and b are vectors of length equal to the number of rows in A.
b | a vector (Array1D> of length equal to the first dimension of A. |