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The Math project is a library of lightweight, self-contained mathematics and statistics components addressing the most common practical problems not immediately available in the Java programming language or commons-lang.
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/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.commons.math.linear;
/**
* An interface to classes that implement an algorithm to calculate the
* LU-decomposition of a real matrix.
* The LU-decomposition of matrix A is a set of three matrices: P, L and U
* such that P×A = L×U. P is a rows permutation matrix that is used
* to rearrange the rows of A before so that it can be decomposed. L is a lower
* triangular matrix with unit diagonal terms and U is an upper triangular matrix.
* This interface is based on the class with similar name from the
* JAMA library.
*
* - a {@link #getP() getP} method has been added,
* - the
det
method has been renamed as {@link #getDeterminant()
* getDeterminant},
* - the
getDoublePivot
method has been removed (but the int based
* {@link #getPivot() getPivot} method has been kept),
* - the
solve
and isNonSingular
methods have been replaced
* by a {@link #getSolver() getSolver} method and the equivalent methods provided by
* the returned {@link DecompositionSolver}.
*
*
* @see MathWorld
* @see Wikipedia
* @version $Revision: 826627 $ $Date: 2009-10-19 12:27:47 +0200 (lun. 19 oct. 2009) $
* @since 2.0
*/
public interface LUDecomposition {
/**
* Returns the matrix L of the decomposition.
* L is an lower-triangular matrix
* @return the L matrix (or null if decomposed matrix is singular)
*/
RealMatrix getL();
/**
* Returns the matrix U of the decomposition.
* U is an upper-triangular matrix
* @return the U matrix (or null if decomposed matrix is singular)
*/
RealMatrix getU();
/**
* Returns the P rows permutation matrix.
* P is a sparse matrix with exactly one element set to 1.0 in
* each row and each column, all other elements being set to 0.0.
* The positions of the 1 elements are given by the {@link #getPivot()
* pivot permutation vector}.
* @return the P rows permutation matrix (or null if decomposed matrix is singular)
* @see #getPivot()
*/
RealMatrix getP();
/**
* Returns the pivot permutation vector.
* @return the pivot permutation vector
* @see #getP()
*/
int[] getPivot();
/**
* Return the determinant of the matrix
* @return determinant of the matrix
*/
double getDeterminant();
/**
* Get a solver for finding the A × X = B solution in exact linear sense.
* @return a solver
*/
DecompositionSolver getSolver();
}