Examples of mikera.matrixx.decompose.ILUPResult

mikera.matrixx.decompose.ILUPResult
Interface for results of LUP decomposition
LUP Decomposition refactors the original matrix such that:

P^T*L*U = A
where P is a pivot matrix, L is a lower triangular matrix, U is an upper triangular matrix and A is the original matrix.

LUP Decomposition is useful since once the decomposition has been performed linear equations can be quickly solved and the original matrix A inverted. Different algorithms can be selected to perform the decomposition, all will have the same end result.
@author Peter Abeles

   * 
   * @param m
   * @return
   */
  static double calculateLUPDeterminant(AMatrix m) {
    ILUPResult lup=SimpleLUP.decompose(m);
    double det=lup.getL().diagonalProduct()*lup.getU().diagonalProduct()*lup.getP().determinant();
    return det;
  }

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//  }


  @Test 
  public void testRandomDecompose() {
    AMatrix a=Matrixx.createRandomMatrix(4, 4);
    ILUPResult r=SimpleLUP.decompose(a);
    
    AMatrix lu=r.getL().innerProduct(r.getU());
    AMatrix pa=r.getP().innerProduct(a);
    
    if(!lu.epsilonEquals(pa)) {
      fail("L="+r.getL()+"\n"+"U="+r.getU()+"\n"+"LU="+lu+"\n"+"PA="+pa+"\n");
    }
  }

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  @Test public void testLU() {
    // we are testing that PA = LU
    
    AMatrix a=Matrixx.create(new double[][] {{4,3},{6,3}});
    
    ILUPResult ms=SimpleLUP.decompose(a);
    AMatrix lu=ms.getL().innerProduct(ms.getU());
    
    assertEquals(ms.getP().innerProduct(a),lu);


    //assertEquals(Matrixx.create(new double[][] {{1,0},{1.5,1}}),lu[0]);
    //assertEquals(Matrixx.create(new double[][] {{4,3},{0,-1.5}}),lu[1]);


    a=Matrixx.createRandomSquareMatrix(4);
    ms=SimpleLUP.decompose(a);
    lu=ms.getL().innerProduct(ms.getU());
    assertTrue(ms.getP().innerProduct(a).epsilonEquals(lu));


    
    a=PermutationMatrix.create(0, 2,1,3);
    ms=SimpleLUP.decompose(a);
    lu=ms.getL().innerProduct(ms.getU());
    assertTrue(ms.getP().innerProduct(a).epsilonEquals(lu));
    assertEquals(IdentityMatrix.create(4),ms.getL());
    assertEquals(IdentityMatrix.create(4),ms.getU());
    assertEquals(a,ms.getP().inverse());
  }

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Related Classes of mikera.matrixx.decompose.ILUPResult

mikera.matrixx.algo.Determinant

mikera.matrixx.decompose.impl.lu.TestAltLU

mikera.matrixx.TestDecomposition

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