Package com.opengamma.strata.math.impl.linearalgebra

Class LUDecompositionCommonsResult

java.lang.Object

com.opengamma.strata.math.impl.linearalgebra.LUDecompositionCommonsResult

All Implemented Interfaces:

LUDecompositionResult, DecompositionResult

public class LUDecompositionCommonsResult
extends Object
implements LUDecompositionResult

Wrapper for results of the Commons implementation of LU decomposition (LUDecompositionCommons).

Constructor Summary

Constructors

Constructor	Description
LUDecompositionCommonsResult(org.apache.commons.math3.linear.LUDecomposition lu)	Creates an instance.

Method Summary

Modifier and Type	Method	Description
double	getDeterminant()	Return the determinant of the matrix.
DoubleMatrix	getL()	Returns the $\mathbf{L}$ matrix of the decomposition.
DoubleMatrix	getP()	Returns the rows permutation matrix, $\mathbf{P}$.
int[]	getPivot()	Returns the pivot permutation vector.
DoubleMatrix	getU()	Returns the $\mathbf{U}$ matrix of the decomposition.
double[]	solve(double[] b)	Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
DoubleArray	solve(DoubleArray b)	Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
DoubleMatrix	solve(DoubleMatrix b)	Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LUDecompositionCommonsResult

public LUDecompositionCommonsResult(org.apache.commons.math3.linear.LUDecomposition lu)

Creates an instance.

Parameters:

lu - The result of the LU decomposition, not null. $\mathbf{L}$ cannot be singular.

Method Detail

getDeterminant

public double getDeterminant()

Return the determinant of the matrix.

Specified by:

getDeterminant in interface LUDecompositionResult

Returns:

determinant of the matrix

getL

public DoubleMatrix getL()

Returns the $\mathbf{L}$ matrix of the decomposition.

$\mathbf{L}$ is a lower-triangular matrix.

Specified by:

getL in interface LUDecompositionResult

Returns:

the $\mathbf{L}$ matrix

getP

public DoubleMatrix getP()

Returns the rows permutation matrix, $\mathbf{P}$.

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 pivot permutation vector.

Specified by:

getP in interface LUDecompositionResult

Returns:

the $\mathbf{P}$ rows permutation matrix

See Also:

LUDecompositionResult.getPivot()

getPivot

public int[] getPivot()

Returns the pivot permutation vector.

Specified by:

getPivot in interface LUDecompositionResult

Returns:

the pivot permutation vector

getU

public DoubleMatrix getU()

Returns the $\mathbf{U}$ matrix of the decomposition.

$\mathbf{U}$ is an upper-triangular matrix.

Specified by:

getU in interface LUDecompositionResult

Returns:

the U matrix

solve

public DoubleArray solve(DoubleArray b)

Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.

Specified by:

solve in interface DecompositionResult

Parameters:

b - the vector to calculate with

Returns:

the vector x

solve

public double[] solve(double[] b)

Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.

Specified by:

solve in interface DecompositionResult

Parameters:

b - the vector to calculate with

Returns:

the vector x

solve

public DoubleMatrix solve(DoubleMatrix b)

Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.

Specified by:

solve in interface DecompositionResult

Parameters:

b - the matrix to calculate with

Returns:

the matrix x