weka.core.matrix

## Class LUDecomposition

- java.lang.Object
- - weka.core.matrix.LUDecomposition

- All Implemented Interfaces:
    java.io.Serializable, RevisionHandler

      public class LUDecomposition
      extends java.lang.Object
      implements java.io.Serializable, RevisionHandler

  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.

  Adapted from the JAMA package.
  Version:
    $Revision: 5953 $
  Author:
    The Mathworks and NIST, Fracpete (fracpete at waikato dot ac dot nz)
  See Also:
    Serialized Form

- - ### Constructor Summary

    Constructors
    Constructor and Description
    `LUDecomposition(Matrix A)` LU Decomposition

  - ### Method Summary

    Methods
    Modifier and Type | Method and Description
    --- | ---
    `double` | `det()` Determinant
    `double[]` | `getDoublePivot()` Return pivot permutation vector as a one-dimensional double array
    `Matrix` | `getL()` Return lower triangular factor
    `int[]` | `getPivot()` Return pivot permutation vector
    `java.lang.String` | `getRevision()` Returns the revision string.
    `Matrix` | `getU()` Return upper triangular factor
    `boolean` | `isNonsingular()` Is the matrix nonsingular?
    `Matrix` | `solve(Matrix B)` Solve A*X = B

    - ### Methods inherited from class java.lang.Object

      `equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`

- - ### Constructor Detail

    - #### LUDecomposition

          public LUDecomposition(Matrix A)

      LU Decomposition
      Parameters:
        `A` - Rectangular matrix

  - ### Method Detail

    - #### isNonsingular

          public boolean isNonsingular()

      Is the matrix nonsingular?
      Returns:
        true if U, and hence A, is nonsingular.

    - #### getL

          public Matrix getL()

      Return lower triangular factor
      Returns:
        L

    - #### getU

          public Matrix getU()

      Return upper triangular factor
      Returns:
        U

    - #### getPivot

          public int[] getPivot()

      Return pivot permutation vector
      Returns:
        piv

    - #### getDoublePivot

          public double[] getDoublePivot()

      Return pivot permutation vector as a one-dimensional double array
      Returns:
        (double) piv

    - #### det

          public double det()

      Determinant
      Returns:
        det(A)
      Throws:
        `java.lang.IllegalArgumentException` - Matrix must be square

    - #### solve

          public Matrix solve(Matrix B)

      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,:)
      Throws:
        `java.lang.IllegalArgumentException` - Matrix row dimensions must agree.
        `java.lang.RuntimeException` - Matrix is singular.

    - #### getRevision

          public java.lang.String getRevision()

      Returns the revision string.
      Specified by:
        `getRevision` in interface `RevisionHandler`
      Returns:
        the revision