Class LU

  • All Implemented Interfaces:
    LUDecomposition

    public class LU
    extends Object
    implements LUDecomposition
    LU decomposition decomposes an n x n matrix A so that P * A = L * U. P is an n x n permutation matrix. L is an n x n lower triangular matrix. U is an n x n upper triangular matrix. That is,
    
     P.multiply(A) == L.multiply(U)
     
    See Also:
    Wikipedia: LU decomposition
    • Constructor Detail

      • LU

        public LU​(Matrix A,
                  double epsilon)
        Run the LU decomposition on a square matrix.
        Parameters:
        A - a square matrix
        epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0
      • LU

        public LU​(Matrix A)
        Run the LU decomposition on a square matrix.
        Parameters:
        A - a matrix