Struct LUDecomposition

pub struct LUDecomposition<T> { /* private fields */ }

LU Decomposition.

Originally based on JAMA.

For an m-by-n matrix A with m >= n, the LU decomposition is an m-by-n unit lower triangular matrix L, an n-by-n upper triangular matrix U, and a permutation vector piv of length m so that A(piv,:) = L*U. If m < n, then L is m-by-m and U is m-by-n.

The LU decompostion with pivoting always exists, even if the matrix is singular. The primary use of the LU decomposition is in the solution of square systems of simultaneous linear equations. This will fail if the matrix is singular.

Implementations

impl<T: Float + ApproxEq<T> + Signed> LUDecomposition<T>

pub fn new(a: &Matrix<T>) -> LUDecomposition<T>

pub fn is_singular(&self) -> bool

pub fn is_non_singular(&self) -> bool

pub fn get_l(&self) -> Matrix<T>

pub fn get_u(&self) -> Matrix<T>

pub fn get_p(&self) -> Matrix<T>

pub fn get_piv<'lt>(&'lt self) -> &'lt Vec<usize>

pub fn det(&self) -> T

pub fn solve(&self, b: &Matrix<T>) -> Option<Matrix<T>>