com.yobotics.simulationconstructionset.mathfunctions
Class LUDecomposition
java.lang.Object
com.yobotics.simulationconstructionset.mathfunctions.LUDecomposition
public final class LUDecomposition
- extends java.lang.Object
LU Decomposition.
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.
Methods inherited from class java.lang.Object |
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
LUDecomposition
public LUDecomposition(int m,
int n)
setMatrix
public void setMatrix(Matrix A)
solve
public void solve(Matrix Xmat,
Matrix B)
- Solve A*X = B
- Parameters:
B
- A Matrix with as many rows as A and any number of columns.
- Throws:
java.lang.IllegalArgumentException
- Matrix row dimensions must agree.
java.lang.RuntimeException
- Matrix is singular.