org.apache.ignite.ml.math.primitives.matrix

Class LUDecomposition

java.lang.Object

org.apache.ignite.ml.math.primitives.matrix.LUDecomposition

All Implemented Interfaces:

AutoCloseable

public class LUDecomposition
extends Object
implements AutoCloseable

Calculates the LU-decomposition of a square matrix.

This class is inspired by class from Apache Common Math with similar name.

See Also:

MathWorld, Wikipedia

TODO: IGNITE-11192, remove after resolve this issue.

Constructor Summary

Constructors

Constructor and Description
LUDecomposition(Matrix matrix) Calculates the LU-decomposition of the given matrix.
LUDecomposition(Matrix matrix, double singularityThreshold) Calculates the LUP-decomposition of the given matrix.

Method Summary

Modifier and Type	Method and Description
void	close() Destroys decomposition components and other internal components of decomposition.
double	determinant() Return the determinant of the matrix.
Matrix	getL() Returns the matrix L of the decomposition.
Matrix	getP() Returns the P rows permutation matrix.
Vector	getPivot() Returns the pivot permutation vector.
Matrix	getU() Returns the matrix U of the decomposition.
Matrix	solve(Matrix b)
Vector	solve(Vector b)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LUDecomposition

public LUDecomposition(Matrix matrix)

Calculates the LU-decomposition of the given matrix. This constructor uses 1e-11 as default value for the singularity threshold.

Parameters:

matrix - Matrix to decompose.

Throws:

CardinalityException - if matrix is not square.

LUDecomposition

public LUDecomposition(Matrix matrix,
                       double singularityThreshold)

Calculates the LUP-decomposition of the given matrix.

Parameters:

matrix - Matrix to decompose.

singularityThreshold - threshold (based on partial row norm).

Throws:

CardinalityException - if matrix is not square.

Method Detail

close

public void close()

Destroys decomposition components and other internal components of decomposition.

Specified by:

close in interface AutoCloseable

getL

public Matrix getL()

Returns the matrix L of the decomposition.

L is a lower-triangular matrix

Returns:

the L matrix (or null if decomposed matrix is singular).

getU

public Matrix getU()

Returns the matrix U of the decomposition.

U is an upper-triangular matrix

Returns:

the U matrix (or null if decomposed matrix is singular).

getP

public Matrix getP()

Returns the P rows permutation matrix.

P is a sparse matrix with exactly one element set to 1.0 in each row and each column, all other elements being set to 0.0.

The positions of the 1 elements are given by the pivot permutation vector.

Returns:

the P rows permutation matrix (or null if decomposed matrix is singular).

See Also:

getPivot()

getPivot

public Vector getPivot()

Returns the pivot permutation vector.

Returns:

the pivot permutation vector.

See Also:

getP()

determinant

public double determinant()

Return the determinant of the matrix.

Returns:

determinant of the matrix.

solve

public Vector solve(Vector b)

Parameters:

b - Vector to solve using this decomposition.

Returns:

Solution vector.

solve

public Matrix solve(Matrix b)

Parameters:

b - Matrix to solve using this decomposition.

Returns:

Solution matrix.