Examples of org.ejml.factory.LUDecomposition

org.ejml.factory.LUDecomposition

LU 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.

LU 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.

To use this class first specify the size of the matrix that will be decomposed by it in the constructor. Only square m by m matrices can be decomposed. Then to decompose a matrix call {@link #decompose}. If it encounters any problems an exception will be thrown. After that all the other functions will be available for solving and inverting matrices.

@author Peter Abeles


    @Test
    public void testSingular(){
        DenseMatrix64F A = new DenseMatrix64F(3,3, true, 1, 2, 3, 2, 4, 6, 4, 4, 0);


        LUDecomposition alg = create(3,3);
        assertTrue(alg.decompose(A));
        assertTrue(alg.isSingular());
    }


    @Test
    public void testNearlySingular(){
        DenseMatrix64F A = new DenseMatrix64F(3,3, true, 1, 2, 3, 2, 4, 6.1, 4, 4, 0);


        LUDecomposition alg = create(3,3);
        assertTrue(alg.decompose(A));
        assertFalse(alg.isSingular());
    }

Examples of org.ejml.factory.LUDecomposition

Related Classes of org.ejml.factory.LUDecomposition