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 Details

    • THRESHOLD

      static final int THRESHOLD
      See Also:
    • MATRIX

      static final LU<Matrix> MATRIX
    • INSTANCE

      static final LU<Matrix> INSTANCE
    • UJMP

      static final LU<Matrix> UJMP
    • 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 Details

    • calc

      T[] calc(T source)
    • solve

      T solve(T source, T b)