Example usage for org.apache.commons.math3.linear LUDecomposition getU

Introduction

In this page you can find the example usage for org.apache.commons.math3.linear LUDecomposition getU.

Prototype

public RealMatrix getU() 

Source Link

Document

Returns the matrix U of the decomposition.

Usage

From source file:com.ibm.bi.dml.runtime.matrix.data.LibCommonsMath.java

/**
 * Function to perform LU decomposition on a given matrix.
 * /*from  w w  w.j  av  a 2  s.  com*/
 * @param in
 * @return
 * @throws DMLRuntimeException
 */
private static MatrixBlock[] computeLU(MatrixObject in) throws DMLRuntimeException {
    if (in.getNumRows() != in.getNumColumns()) {
        throw new DMLRuntimeException(
                "LU Decomposition can only be done on a square matrix. Input matrix is rectangular (rows="
                        + in.getNumRows() + ", cols=" + in.getNumColumns() + ")");
    }

    Array2DRowRealMatrix matrixInput = DataConverter.convertToArray2DRowRealMatrix(in);

    // Perform LUP decomposition
    LUDecomposition ludecompose = new LUDecomposition(matrixInput);
    RealMatrix P = ludecompose.getP();
    RealMatrix L = ludecompose.getL();
    RealMatrix U = ludecompose.getU();

    // Read the results into native format
    MatrixBlock mbP = DataConverter.convertToMatrixBlock(P.getData());
    MatrixBlock mbL = DataConverter.convertToMatrixBlock(L.getData());
    MatrixBlock mbU = DataConverter.convertToMatrixBlock(U.getData());

    return new MatrixBlock[] { mbP, mbL, mbU };
}

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From source file:com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult.java

/**
 * @param lu The result of the LU decomposition, not null. $\mathbf{L}$ cannot be singular.
 *//*from w  ww  .j  ava  2  s. co m*/
public LUDecompositionCommonsResult(LUDecomposition lu) {
    ArgChecker.notNull(lu, "LU decomposition");
    ArgChecker.notNull(lu.getL(), "Matrix is singular; could not perform LU decomposition");
    _determinant = lu.getDeterminant();
    _l = CommonsMathWrapper.unwrap(lu.getL());
    _p = CommonsMathWrapper.unwrap(lu.getP());
    _pivot = lu.getPivot();
    _solver = lu.getSolver();
    _u = CommonsMathWrapper.unwrap(lu.getU());
}

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From source file:org.eclipse.dataset.LinearAlgebra.java

/**
 * Calculate LU decomposition A = P^-1 L U
 * @param a//from   w w  w  .j a v a2 s  .co  m
 * @return array of L, U and P
 */
public static Dataset[] calcLUDecomposition(Dataset a) {
    LUDecomposition lud = new LUDecomposition(createRealMatrix(a));
    return new Dataset[] { createDataset(lud.getL()), createDataset(lud.getU()), createDataset(lud.getP()) };
}

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From source file:org.meteoinfo.math.linalg.LinalgUtil.java

/**
 * Calculates the LUP-decomposition of a square matrix.
 * The LUP-decomposition of a matrix A consists of three matrices L, U and P that satisfy: 
 * PA = LU. L is lower triangular (with unit diagonal terms), U is upper triangular and P is 
 * a permutation matrix. All matrices are mm.
 * @param a Given matrix.//  w  ww  .j a  v  a2 s.c o m
 * @return Result P/L/U arrays.
 */
public static Array[] lu(Array a) {
    Array Pa = Array.factory(DataType.DOUBLE, a.getShape());
    Array La = Array.factory(DataType.DOUBLE, a.getShape());
    Array Ua = Array.factory(DataType.DOUBLE, a.getShape());
    double[][] aa = (double[][]) ArrayUtil.copyToNDJavaArray(a);
    RealMatrix matrix = new Array2DRowRealMatrix(aa, false);
    LUDecomposition decomposition = new LUDecomposition(matrix);
    RealMatrix P = decomposition.getP();
    RealMatrix L = decomposition.getL();
    RealMatrix U = decomposition.getU();
    int n = L.getColumnDimension();
    int m = L.getRowDimension();
    for (int i = 0; i < m; i++) {
        for (int j = 0; j < n; j++) {
            Pa.setDouble(i * n + j, P.getEntry(i, j));
            La.setDouble(i * n + j, L.getEntry(i, j));
            Ua.setDouble(i * n + j, U.getEntry(i, j));
        }
    }

    return new Array[] { Pa, La, Ua };
}

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From source file:org.ujmp.commonsmath.AbstractCommonsMathDenseDoubleMatrix2D.java

public Matrix[] lu() {
    LUDecomposition lu = new LUDecomposition(matrix);
    Matrix l = CommonsMathDenseDoubleMatrix2DFactory.INSTANCE.dense(lu.getL());
    Matrix u = CommonsMathDenseDoubleMatrix2DFactory.INSTANCE.dense(lu.getU());
    Matrix p = CommonsMathDenseDoubleMatrix2DFactory.INSTANCE.dense(lu.getP());
    return new Matrix[] { l, u, p };
}

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From source file:pl.matrix.core.MatrixCalculator.java

public List<Matrix> calculateLUDecomposition(Matrix a) {
    RealMatrix aRealMatrix = a.toRealMatrix();

    LUDecomposition lu = new LUDecomposition(aRealMatrix);
    List<Matrix> result = new ArrayList<>();

    result.add(new Matrix(lu.getL()));
    result.add(new Matrix(lu.getU()));

    return result;
}

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