C# 클래스 Accord.Math.Decompositions.LuDecomposition

LU decomposition of a rectangular matrix.

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 < n, then L is m-by-m and U is m-by-n.

The LU decomposition 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 Nonsingular returns .

상속: ISolverDecomposition, ICloneable
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공개 메소드들

메소드 설명
Inverse ( ) : ].double[

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

LuDecomposition ( double value ) : System

Construct a new LU decomposition.

LuDecomposition ( double value, bool transpose ) : System

Construct a LU decomposition.

LuDecomposition ( double value, bool transpose, bool inPlace ) : System

Construct a LU decomposition.

Solve ( double value ) : ].double[

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

Solve ( double value ) : double[]

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

SolveTranspose ( double value ) : ].double[

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

메소드 상세

Inverse() 공개 메소드

Solves a set of equation systems of type A * X = I.
public Inverse ( ) : ].double[
리턴 ].double[

LuDecomposition() 공개 메소드

Construct a new LU decomposition.
public LuDecomposition ( double value ) : System
value double The matrix A to be decomposed.
리턴 System

LuDecomposition() 공개 메소드

Construct a LU decomposition.
public LuDecomposition ( double value, bool transpose ) : System
value double The matrix A to be decomposed.
transpose bool True if the decomposition should be performed on /// the transpose of A rather than A itself, false otherwise. Default is false.
리턴 System

LuDecomposition() 공개 메소드

Construct a LU decomposition.
public LuDecomposition ( double value, bool transpose, bool inPlace ) : System
value double The matrix A to be decomposed.
transpose bool True if the decomposition should be performed on /// the transpose of A rather than A itself, false otherwise. Default is false.
inPlace bool True if the decomposition should be performed over the /// matrix rather than on a copy of it. If true, the /// matrix will be destroyed during the decomposition. Default is false.
리턴 System

Solve() 공개 메소드

Solves a set of equation systems of type A * X = B.
public Solve ( double value ) : ].double[
value double Right hand side matrix with as many rows as A and any number of columns.
리턴 ].double[

Solve() 공개 메소드

Solves a set of equation systems of type A * X = B.
public Solve ( double value ) : double[]
value double Right hand side matrix with as many rows as A and any number of columns.
리턴 double[]

SolveTranspose() 공개 메소드

Solves a set of equation systems of type X * A = B.
public SolveTranspose ( double value ) : ].double[
value double Right hand side matrix with as many columns as A and any number of rows.
리턴 ].double[