class Matrix::LUPDecomposition
def det
def det if (@row_count != @column_count) raise Matrix::ErrDimensionMismatch end d = @pivot_sign @column_count.times do |j| d *= @lu[j][j] end d end
def initialize a
def initialize a raise TypeError, "Expected Matrix but got #{a.class}" unless a.is_a?(Matrix) # Use a "left-looking", dot-product, Crout/Doolittle algorithm. @lu = a.to_a @row_count = a.row_count @column_count = a.column_count @pivots = Array.new(@row_count) @row_count.times do |i| @pivots[i] = i end @pivot_sign = 1 lu_col_j = Array.new(@row_count) # Outer loop. @column_count.times do |j| # Make a copy of the j-th column to localize references. @row_count.times do |i| lu_col_j[i] = @lu[i][j] end # Apply previous transformations. @row_count.times do |i| lu_row_i = @lu[i] # Most of the time is spent in the following dot product. kmax = [i, j].min s = 0 kmax.times do |k| s += lu_row_i[k]*lu_col_j[k] end lu_row_i[j] = lu_col_j[i] -= s end # Find pivot and exchange if necessary. p = j (j+1).upto(@row_count-1) do |i| if (lu_col_j[i].abs > lu_col_j[p].abs) p = i end end if (p != j) @column_count.times do |k| t = @lu[p][k]; @lu[p][k] = @lu[j][k]; @lu[j][k] = t end k = @pivots[p]; @pivots[p] = @pivots[j]; @pivots[j] = k @pivot_sign = -@pivot_sign end # Compute multipliers. if (j < @row_count && @lu[j][j] != 0) (j+1).upto(@row_count-1) do |i| @lu[i][j] = @lu[i][j].quo(@lu[j][j]) end end end end
def l
def l Matrix.build(@row_count, [@column_count, @row_count].min) do |i, j| if (i > j) @lu[i][j] elsif (i == j) 1 else 0 end end end
def p
def p rows = Array.new(@row_count){Array.new(@row_count, 0)} @pivots.each_with_index{|p, i| rows[i][p] = 1} Matrix.send :new, rows, @row_count end
def singular?
def singular? @column_count.times do |j| if (@lu[j][j] == 0) return true end end false end
def solve b
def solve b if (singular?) raise Matrix::ErrNotRegular, "Matrix is singular." end if b.is_a? Matrix if (b.row_count != @row_count) raise Matrix::ErrDimensionMismatch end # Copy right hand side with pivoting nx = b.column_count m = @pivots.map{|row| b.row(row).to_a} # Solve L*Y = P*b @column_count.times do |k| (k+1).upto(@column_count-1) do |i| nx.times do |j| m[i][j] -= m[k][j]*@lu[i][k] end end end # Solve U*m = Y (@column_count-1).downto(0) do |k| nx.times do |j| m[k][j] = m[k][j].quo(@lu[k][k]) end k.times do |i| nx.times do |j| m[i][j] -= m[k][j]*@lu[i][k] end end end Matrix.send :new, m, nx else # same algorithm, specialized for simpler case of a vector b = convert_to_array(b) if (b.size != @row_count) raise Matrix::ErrDimensionMismatch end # Copy right hand side with pivoting m = b.values_at(*@pivots) # Solve L*Y = P*b @column_count.times do |k| (k+1).upto(@column_count-1) do |i| m[i] -= m[k]*@lu[i][k] end end # Solve U*m = Y (@column_count-1).downto(0) do |k| m[k] = m[k].quo(@lu[k][k]) k.times do |i| m[i] -= m[k]*@lu[i][k] end end Vector.elements(m, false) end end
def to_ary
def to_ary [l, u, p] end
def u
def u Matrix.build([@column_count, @row_count].min, @column_count) do |i, j| if (i <= j) @lu[i][j] else 0 end end end