Interface LU<T>

  • All Known Implementing Classes:
    LU

    public interface LU<T>
    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.

    • Field Detail

      • MATRIX

        static final LU<Matrix> MATRIX
      • INSTANCE

        static final LU<Matrix> INSTANCE
      • MATRIXSMALLMULTITHREADED

        static final LU<Matrix> MATRIXSMALLMULTITHREADED
      • MATRIXSMALLSINGLETHREADED

        static final LU<Matrix> MATRIXSMALLSINGLETHREADED
      • MATRIXLARGESINGLETHREADED

        static final LU<Matrix> MATRIXLARGESINGLETHREADED
      • MATRIXLARGEMULTITHREADED

        static final LU<Matrix> MATRIXLARGEMULTITHREADED
    • Method Detail

      • calc

        T[] calc​(T source)
      • solve

        T solve​(T source,
                T b)