// // Math.NET Numerics, part of the Math.NET Project // http://numerics.mathdotnet.com // http://github.com/mathnet/mathnet-numerics // http://mathnetnumerics.codeplex.com // Copyright (c) 2009-2010 Math.NET // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // using System; using System.Globalization; using MathNet.Numerics.LinearAlgebra.Double; namespace Examples.LinearAlgebra.FactorizationExamples { /// /// LU factorization example. For a matrix A, the LU factorization is a pair of lower triangular matrix L and /// upper triangular matrix U so that A = L*U. /// In the Math.Net implementation we also store a set of pivot elements for increased /// numerical stability. The pivot elements encode a permutation matrix P such that P*A = L*U /// /// public class LU : IExample { /// /// Gets the name of this example /// public string Name { get { return "LU factorization"; } } /// /// Gets the description of this example /// public string Description { get { return "Perform the LU factorization to the appropriate class"; } } /// /// Run example /// /// LU decomposition /// Invertible matrix public void Run() { // Format matrix output to console var formatProvider = (CultureInfo)CultureInfo.InvariantCulture.Clone(); formatProvider.TextInfo.ListSeparator = " "; // Create square matrix var matrix = DenseMatrix.OfArray(new[,] { { 1.0, 2.0 }, { 3.0, 4.0 } }); Console.WriteLine(@"Initial square matrix"); Console.WriteLine(matrix.ToString("#0.00\t", formatProvider)); Console.WriteLine(); // Perform LU decomposition var lu = matrix.LU(); Console.WriteLine(@"Perform LU decomposition"); // 1. Lower triangular factor Console.WriteLine(@"1. Lower triangular factor"); Console.WriteLine(lu.L.ToString("#0.00\t", formatProvider)); Console.WriteLine(); // 2. Upper triangular factor Console.WriteLine(@"2. Upper triangular factor"); Console.WriteLine(lu.U.ToString("#0.00\t", formatProvider)); Console.WriteLine(); // 3. Permutations applied to LU factorization Console.WriteLine(@"3. Permutations applied to LU factorization"); for (var i = 0; i < lu.P.Dimension; i++) { if (lu.P[i] > i) { Console.WriteLine(@"Row {0} permuted with row {1}", lu.P[i], i); } } Console.WriteLine(); // 4. Reconstruct initial matrix: PA = L * U var reconstruct = lu.L * lu.U; // The rows of the reconstructed matrix should be permuted to get the initial matrix reconstruct.PermuteRows(lu.P.Inverse()); Console.WriteLine(@"4. Reconstruct initial matrix: PA = L*U"); Console.WriteLine(reconstruct.ToString("#0.00\t", formatProvider)); Console.WriteLine(); // 5. Get the determinant of the matrix Console.WriteLine(@"5. Determinant of the matrix"); Console.WriteLine(lu.Determinant); Console.WriteLine(); // 6. Get the inverse of the matrix var matrixInverse = lu.Inverse(); Console.WriteLine(@"6. Inverse of the matrix"); Console.WriteLine(matrixInverse.ToString("#0.00\t", formatProvider)); Console.WriteLine(); // 7. Matrix multiplied by its inverse var identity = matrix * matrixInverse; Console.WriteLine(@"7. Matrix multiplied by its inverse "); Console.WriteLine(identity.ToString("#0.00\t", formatProvider)); Console.WriteLine(); } } }