C# Class Scimark_Csharp_Android.LU

LU matrix factorization. (Based on TNT implementation.) Decomposes a matrix A into a triangular lower triangular factor (L) and an upper triangular factor (U) such that A = L*U. By convnetion, the main diagonal of L consists of 1's so that L and U can be stored compactly in a NxN matrix.
Mostra file Open project: zanew/MonovsDalvik

Public Methods

Method Description
LU ( double A ) : System

Initalize LU factorization from matrix.

factor ( double A, int pivot ) : int

LU factorization (in place).

new_copy ( int x ) : int[]
num_flops ( int N ) : double

Returns a copy of the compact LU factorization. (useful mainly for debugging.)

solve ( double b ) : double[]

Solve a linear system, with pre-computed factorization.

solve ( double A, int pvt, double b ) : void

Solve a linear system, using a prefactored matrix in LU form.

Protected Methods

Method Description
insert_copy ( double B, double A ) : void
new_copy ( double x ) : double[]
new_copy ( double A ) : double[][]

Method Details

LU() public method

Initalize LU factorization from matrix.
public LU ( double A ) : System
A double /// (in) the matrix to associate with this factorization. /// ///
return System

factor() public static method

LU factorization (in place).
public static factor ( double A, int pivot ) : int
A double /// (in/out) On input, the matrix to be factored. /// On output, the compact LU factorization. ///
pivot int /// (out) The pivot vector records the /// reordering of the rows of A during factorization. ///
return int

insert_copy() protected static method

protected static insert_copy ( double B, double A ) : void
B double
A double
return void

new_copy() protected static method

protected static new_copy ( double x ) : double[]
x double
return double[]

new_copy() protected static method

protected static new_copy ( double A ) : double[][]
A double
return double[][]

new_copy() public static method

public static new_copy ( int x ) : int[]
x int
return int[]

num_flops() public static method

Returns a copy of the compact LU factorization. (useful mainly for debugging.)
public static num_flops ( int N ) : double
N int
return double

solve() public method

Solve a linear system, with pre-computed factorization.
public solve ( double b ) : double[]
b double /// (in) the right-hand side. ///
return double[]

solve() public static method

Solve a linear system, using a prefactored matrix in LU form.
public static solve ( double A, int pvt, double b ) : void
A double (in) the factored matrix in LU form. ///
pvt int
b double (in/out) On input, the right-hand side. /// On output, the solution vector. /// ///
return void