no.uib.cipr.matrix
Class BandLU

java.lang.Object
  no.uib.cipr.matrix.BandLU

public class BandLU
extends java.lang.Object

Banded LU decomposition

Constructor Summary

BandLU(int n, int kl, int ku)
Constructor for BandLU

Method Summary

BandLU	factor(BandMatrix A) Creates an LU decomposition of the given matrix
BandLU	factor(BandMatrix A, boolean inplace) Creates an LU decomposition of the given matrix
static BandLU	factorize(BandMatrix A) Creates an LU decomposition of the given matrix
UnitLowerTriangBandMatrix	getL() Returns the lower triangular factor
BandMatrix	getLU() Returns the decomposition matrix
int[]	getPivots() Returns the row pivots
UpperTriangBandMatrix	getU() Returns the upper triangular factor
boolean	isSingular() Checks for singularity
double	rcond(Matrix A, Matrix.Norm norm) Computes the reciprocal condition number, using either the infinity norm of the 1 norm.
DenseMatrix	solve(DenseMatrix B) Computes A\B, overwriting B
DenseMatrix	transSolve(DenseMatrix B) Computes AT\B, overwriting B

Methods inherited from class java.lang.Object

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

Constructor Detail

BandLU

public BandLU(int n,
              int kl,
              int ku)

Constructor for BandLU

Parameters:

n - Matrix size

kl - Number of lower matrix bands

ku - Number of upper matrix bands

Method Detail

factorize

public static BandLU factorize(BandMatrix A)

Creates an LU decomposition of the given matrix

Parameters:

A - Matrix to decompose. Not modified

Returns:

A LU decomposition of the matrix

factor

public BandLU factor(BandMatrix A,
                     boolean inplace)

Creates an LU decomposition of the given matrix

Parameters:

A - Matrix to decompose. If the decomposition is in-place, its number of superdiagonals must equal kl+ku

inplace - Wheter or not the decomposition should overwrite the passed matrix

Returns:

The current decomposition

factor

public BandLU factor(BandMatrix A)

Creates an LU decomposition of the given matrix

Parameters:

A - Matrix to decompose. It will be overwritten with the decomposition. Its number of superdiagonals must equal kl+ku

Returns:

The current decomposition

getL

public UnitLowerTriangBandMatrix getL()

Returns the lower triangular factor

getU

public UpperTriangBandMatrix getU()

Returns the upper triangular factor

getLU

public BandMatrix getLU()

Returns the decomposition matrix

getPivots

public int[] getPivots()

Returns the row pivots

isSingular

public boolean isSingular()

Checks for singularity

rcond

public double rcond(Matrix A,
                    Matrix.Norm norm)

Computes the reciprocal condition number, using either the infinity norm of the 1 norm.

Parameters:

A - The matrix this is a decomposition of

norm - Either Norm.One or Norm.Infinity

Returns:

The reciprocal condition number. Values close to unity indicate a well-conditioned system, while numbers close to zero do not.

solve

public DenseMatrix solve(DenseMatrix B)
                  throws MatrixSingularException

Computes A\B, overwriting B

Throws:

MatrixSingularException

transSolve

public DenseMatrix transSolve(DenseMatrix B)
                       throws MatrixSingularException

Computes AT\B, overwriting B

Throws:

MatrixSingularException