Interface LUDecompositionResult
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- All Superinterfaces:
DecompositionResult
- All Known Implementing Classes:
LUDecompositionCommonsResult
public interface LUDecompositionResult extends DecompositionResult
Contains the results of LU matrix decomposition.
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Method Summary
All Methods Instance Methods Abstract Methods 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.-
Methods inherited from interface com.opengamma.strata.math.linearalgebra.DecompositionResult
solve, solve, solve
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Method Detail
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getL
DoubleMatrix getL()
Returns the $\mathbf{L}$ matrix of the decomposition.$\mathbf{L}$ is a lower-triangular matrix.
- Returns:
- the $\mathbf{L}$ matrix
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getU
DoubleMatrix getU()
Returns the $\mathbf{U}$ matrix of the decomposition.$\mathbf{U}$ is an upper-triangular matrix.
- Returns:
- the U matrix
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getP
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
.- Returns:
- the $\mathbf{P}$ rows permutation matrix
- See Also:
getPivot()
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getPivot
int[] getPivot()
Returns the pivot permutation vector.- Returns:
- the pivot permutation vector
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getDeterminant
double getDeterminant()
Return the determinant of the matrix.- Returns:
- determinant of the matrix
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