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using MathNet.Numerics.Properties;
using System;
namespace MathNet.Numerics.LinearAlgebra.Single.Factorization
{
///
/// A class which encapsulates the functionality of an LU factorization.
/// 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.
///
///
/// The computation of the LU factorization is done at construction time.
///
public class UserLU : LU
{
///
/// Initializes a new instance of the class. This object will compute the
/// LU factorization when the constructor is called and cache it's factorization.
///
/// The matrix to factor.
/// If is null.
/// If is not a square matrix.
public UserLU(Matrix matrix)
{
if (matrix == null)
{
throw new ArgumentNullException("matrix");
}
if (matrix.RowCount != matrix.ColumnCount)
{
throw new ArgumentException(Resources.ArgumentMatrixSquare);
}
// Create an array for the pivot indices.
var order = matrix.RowCount;
Factors = matrix.Clone();
Pivots = new int[order];
// Initialize the pivot matrix to the identity permutation.
for (var i = 0; i < order; i++)
{
Pivots[i] = i;
}
var vectorLUcolj = new float[order];
for (var j = 0; j < order; j++)
{
// Make a copy of the j-th column to localize references.
for (var i = 0; i < order; i++)
{
vectorLUcolj[i] = Factors.At(i, j);
}
// Apply previous transformations.
for (var i = 0; i < order; i++)
{
var kmax = Math.Min(i, j);
var s = 0.0f;
for (var k = 0; k < kmax; k++)
{
s += Factors.At(i, k) * vectorLUcolj[k];
}
vectorLUcolj[i] -= s;
Factors.At(i, j, vectorLUcolj[i]);
}
// Find pivot and exchange if necessary.
var p = j;
for (var i = j + 1; i < order; i++)
{
if (Math.Abs(vectorLUcolj[i]) > Math.Abs(vectorLUcolj[p]))
{
p = i;
}
}
if (p != j)
{
for (var k = 0; k < order; k++)
{
var temp = Factors.At(p, k);
Factors.At(p, k, Factors.At(j, k));
Factors.At(j, k, temp);
}
Pivots[j] = p;
}
// Compute multipliers.
if (j < order & Factors.At(j, j) != 0.0)
{
for (var i = j + 1; i < order; i++)
{
Factors.At(i, j, (Factors.At(i, j) / Factors.At(j, j)));
}
}
}
}
///
/// Solves a system of linear equations, AX = B, with A LU factorized.
///
/// The right hand side , B.
/// The left hand side , X.
public override void Solve(Matrix input, Matrix result)
{
// Check for proper arguments.
if (input == null)
{
throw new ArgumentNullException("input");
}
if (result == null)
{
throw new ArgumentNullException("result");
}
// Check for proper dimensions.
if (result.RowCount != input.RowCount)
{
throw new ArgumentException(Resources.ArgumentMatrixSameRowDimension);
}
if (result.ColumnCount != input.ColumnCount)
{
throw new ArgumentException(Resources.ArgumentMatrixSameColumnDimension);
}
if (input.RowCount != Factors.RowCount)
{
throw Matrix.DimensionsDontMatch(input, Factors);
}
// Copy the contents of input to result.
input.CopyTo(result);
for (var i = 0; i < Pivots.Length; i++)
{
if (Pivots[i] == i)
{
continue;
}
var p = Pivots[i];
for (var j = 0; j < result.ColumnCount; j++)
{
var temp = result.At(p, j);
result.At(p, j, result.At(i, j));
result.At(i, j, temp);
}
}
var order = Factors.RowCount;
// Solve L*Y = P*B
for (var k = 0; k < order; k++)
{
for (var i = k + 1; i < order; i++)
{
for (var j = 0; j < result.ColumnCount; j++)
{
var temp = result.At(k, j) * Factors.At(i, k);
result.At(i, j, result.At(i, j) - temp);
}
}
}
// Solve U*X = Y;
for (var k = order - 1; k >= 0; k--)
{
for (var j = 0; j < result.ColumnCount; j++)
{
result.At(k, j, (result.At(k, j) / Factors.At(k, k)));
}
for (var i = 0; i < k; i++)
{
for (var j = 0; j < result.ColumnCount; j++)
{
var temp = result.At(k, j) * Factors.At(i, k);
result.At(i, j, result.At(i, j) - temp);
}
}
}
}
///
/// Solves a system of linear equations, Ax = b, with A LU factorized.
///
/// The right hand side vector, b.
/// The left hand side , x.
public override void Solve(Vector input, Vector result)
{
// Check for proper arguments.
if (input == null)
{
throw new ArgumentNullException("input");
}
if (result == null)
{
throw new ArgumentNullException("result");
}
// Check for proper dimensions.
if (input.Count != result.Count)
{
throw new ArgumentException(Resources.ArgumentVectorsSameLength);
}
if (input.Count != Factors.RowCount)
{
throw Matrix.DimensionsDontMatch(input, Factors);
}
// Copy the contents of input to result.
input.CopyTo(result);
for (var i = 0; i < Pivots.Length; i++)
{
if (Pivots[i] == i)
{
continue;
}
var p = Pivots[i];
var temp = result[p];
result[p] = result[i];
result[i] = temp;
}
var order = Factors.RowCount;
// Solve L*Y = P*B
for (var k = 0; k < order; k++)
{
for (var i = k + 1; i < order; i++)
{
result[i] -= result[k] * Factors.At(i, k);
}
}
// Solve U*X = Y;
for (var k = order - 1; k >= 0; k--)
{
result[k] /= Factors.At(k, k);
for (var i = 0; i < k; i++)
{
result[i] -= result[k] * Factors.At(i, k);
}
}
}
///
/// Returns the inverse of this matrix. The inverse is calculated using LU decomposition.
///
/// The inverse of this matrix.
public override Matrix Inverse()
{
var order = Factors.RowCount;
var inverse = Factors.CreateMatrix(order, order);
for (var i = 0; i < order; i++)
{
inverse.At(i, i, 1.0f);
}
return Solve(inverse);
}
}
}