C# Class Encog.MathUtil.Matrices.Decomposition.LUDecomposition

LU Decomposition. For an m-by-n matrix A with m >= n, the LU decomposition is an m-by-n unit lower triangular matrix L, an n-by-n upper triangular matrix U, and a permutation vector piv of length m so that A(piv,:) = L*U. If m less than n, then L is m-by-m and U is m-by-n. The LU decompostion with pivoting always exists, even if the matrix is singular, so the constructor will never fail. The primary use of the LU decomposition is in the solution of square systems of simultaneous linear equations. This will fail if isNonsingular() returns false. This file based on a class from the public domain JAMA package. http://math.nist.gov/javanumerics/jama/

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Public Methods

Method	Description
Det ( ) : double	Determinant
Inverse ( ) : double[][]	Solves a set of equation systems of type `A * X = B`.
LUDecomposition ( System.Matrix A ) : System	LU Decomposition
Solve ( System.Matrix B ) : System.Matrix	Solve A*X = B
Solve ( double value_ren ) : double[]	Solve the matrix for a 1d array.

Method Details

Det() public method

Determinant

public Det ( ) : double
return	double

Inverse() public method

Solves a set of equation systems of type A * X = B.

public Inverse ( ) : double[][]
return	double[][]

LUDecomposition() public method

LU Decomposition

public LUDecomposition ( System.Matrix A ) : System
A	System.Matrix	Rectangular matrix
return	System

Solve() public method

Solve A*X = B

public Solve ( System.Matrix B ) : System.Matrix
B	System.Matrix	A Matrix with as many rows as A and any number of columns.
return	System.Matrix

Solve() public method

Solve the matrix for a 1d array.

public Solve ( double value_ren ) : double[]
value_ren	double	The value to solve for.
return	double[]