//
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
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using System;
namespace IStation.Numerics.LinearAlgebra.Factorization
{
///
/// A class which encapsulates the functionality of an LU factorization.
/// For a matrix A, the LU factorization is a pair of lower triangular matrix L and
/// upper triangular matrix U so that A = L*U.
/// In the Math.Net implementation we also store a set of pivot elements for increased
/// numerical stability. The pivot elements encode a permutation matrix P such that P*A = L*U.
///
///
/// The computation of the LU factorization is done at construction time.
///
/// Supported data types are double, single, , and .
public abstract class LU : ISolver
where T : struct, IEquatable, IFormattable
{
static readonly T One = BuilderInstance.Matrix.One;
readonly Lazy> _lazyL;
readonly Lazy> _lazyU;
readonly Lazy _lazyP;
protected readonly Matrix Factors;
protected readonly int[] Pivots;
protected LU(Matrix factors, int[] pivots)
{
Factors = factors;
Pivots = pivots;
_lazyL = new Lazy>(ComputeL);
_lazyU = new Lazy>(Factors.UpperTriangle);
_lazyP = new Lazy(() => Permutation.FromInversions(Pivots));
}
Matrix ComputeL()
{
var result = Factors.LowerTriangle();
for (var i = 0; i < result.RowCount; i++)
{
result.At(i, i, One);
}
return result;
}
///
/// Gets the lower triangular factor.
///
public Matrix L => _lazyL.Value;
///
/// Gets the upper triangular factor.
///
public Matrix U => _lazyU.Value;
///
/// Gets the permutation applied to LU factorization.
///
public Permutation P => _lazyP.Value;
///
/// Gets the determinant of the matrix for which the LU factorization was computed.
///
public abstract T Determinant { get; }
///
/// Solves a system of linear equations, AX = B, with A LU factorized.
///
/// The right hand side , B.
/// The left hand side , X.
public virtual Matrix Solve(Matrix input)
{
var x = Matrix.Build.SameAs(input, input.RowCount, input.ColumnCount, fullyMutable: true);
Solve(input, x);
return x;
}
///
/// Solves a system of linear equations, AX = B, with A LU factorized.
///
/// The right hand side , B.
/// The left hand side , X.
public abstract void Solve(Matrix input, Matrix result);
///
/// Solves a system of linear equations, Ax = b, with A LU factorized.
///
/// The right hand side vector, b.
/// The left hand side , x.
public virtual Vector Solve(Vector input)
{
var x = Vector.Build.SameAs(input, input.Count);
Solve(input, x);
return x;
}
///
/// Solves a system of linear equations, Ax = b, with A LU factorized.
///
/// The right hand side vector, b.
/// The left hand side , x.
public abstract void Solve(Vector input, Vector result);
///
/// Returns the inverse of this matrix. The inverse is calculated using LU decomposition.
///
/// The inverse of this matrix.
public abstract Matrix Inverse();
}
}