source: src/main/java/agents/org/apache/commons/math/linear/FieldLUDecomposition.java

Last change on this file was 1, checked in by Wouter Pasman, 7 years ago

Initial import : Genius 9.0.0

File size: 3.7 KB
Line 
1/*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17
18package agents.org.apache.commons.math.linear;
19
20import agents.org.apache.commons.math.FieldElement;
21
22/**
23 * An interface to classes that implement an algorithm to calculate the
24 * LU-decomposition of a real matrix.
25 * <p>The LU-decomposition of matrix A is a set of three matrices: P, L and U
26 * such that P&times;A = L&times;U. P is a rows permutation matrix that is used
27 * to rearrange the rows of A before so that it can be decomposed. L is a lower
28 * triangular matrix with unit diagonal terms and U is an upper triangular matrix.</p>
29 * <p>This interface is based on the class with similar name from the
30 * <a href="http://math.nist.gov/javanumerics/jama/">JAMA</a> library.</p>
31 * <ul>
32 * <li>a {@link #getP() getP} method has been added,</li>
33 * <li>the <code>det</code> method has been renamed as {@link #getDeterminant()
34 * getDeterminant},</li>
35 * <li>the <code>getDoublePivot</code> method has been removed (but the int based
36 * {@link #getPivot() getPivot} method has been kept),</li>
37 * <li>the <code>solve</code> and <code>isNonSingular</code> methods have been replaced
38 * by a {@link #getSolver() getSolver} method and the equivalent methods provided by
39 * the returned {@link DecompositionSolver}.</li>
40 * </ul>
41 *
42 * @param <T> the type of the field elements
43 * @see <a href="http://mathworld.wolfram.com/LUDecomposition.html">MathWorld</a>
44 * @see <a href="http://en.wikipedia.org/wiki/LU_decomposition">Wikipedia</a>
45 * @version $Revision: 826627 $ $Date: 2009-10-19 12:27:47 +0200 (lun. 19 oct. 2009) $
46 * @since 2.0
47 */
48public interface FieldLUDecomposition<T extends FieldElement<T>> {
49
50 /**
51 * Returns the matrix L of the decomposition.
52 * <p>L is an lower-triangular matrix</p>
53 * @return the L matrix (or null if decomposed matrix is singular)
54 */
55 FieldMatrix<T> getL();
56
57 /**
58 * Returns the matrix U of the decomposition.
59 * <p>U is an upper-triangular matrix</p>
60 * @return the U matrix (or null if decomposed matrix is singular)
61 */
62 FieldMatrix<T> getU();
63
64 /**
65 * Returns the P rows permutation matrix.
66 * <p>P is a sparse matrix with exactly one element set to 1.0 in
67 * each row and each column, all other elements being set to 0.0.</p>
68 * <p>The positions of the 1 elements are given by the {@link #getPivot()
69 * pivot permutation vector}.</p>
70 * @return the P rows permutation matrix (or null if decomposed matrix is singular)
71 * @see #getPivot()
72 */
73 FieldMatrix<T> getP();
74
75 /**
76 * Returns the pivot permutation vector.
77 * @return the pivot permutation vector
78 * @see #getP()
79 */
80 int[] getPivot();
81
82 /**
83 * Return the determinant of the matrix
84 * @return determinant of the matrix
85 */
86 T getDeterminant();
87
88 /**
89 * Get a solver for finding the A &times; X = B solution in exact linear sense.
90 * @return a solver
91 */
92 FieldDecompositionSolver<T> getSolver();
93
94}
Note: See TracBrowser for help on using the repository browser.