com.numericalmethod.suanshu.matrix.doubles.factorization.triangle

Interface LUDecomposition

All Superinterfaces:

java.io.Serializable

All Known Implementing Classes:

Doolittle, GaussianElimination4SquareMatrix, LU

public interface LUDecomposition
extends java.io.Serializable

LU decomposition decomposes an n x n matrix A so that P * A = L * U. P is an n x n permutation matrix. L is an n x n lower triangular matrix. U is an n x n upper triangular matrix. That is,

 P.multiply(A) == L.multiply(U)
 

See Also:

Wikipedia: LU decomposition

Method Summary

Modifier and Type	Method and Description
LowerTriangularMatrix	L() Get the lower triangular matrix L as in the LU decomposition.
PermutationMatrix	P() Get the permutation matrix P as in P * A = L * U.
UpperTriangularMatrix	U() Get the upper triangular matrix U as in the LU decomposition.

Method Detail

L

LowerTriangularMatrix L()

Get the lower triangular matrix L as in the LU decomposition.

Returns:

L

U

UpperTriangularMatrix U()

Get the upper triangular matrix U as in the LU decomposition.

Returns:

U

P

PermutationMatrix P()

Get the permutation matrix P as in P * A = L * U.

Returns:

P