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// http://numerics.mathdotnet.com
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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();
}
}
}