/* * Copyright (C) 2008-2015 by Holger Arndt * * This file is part of the Universal Java Matrix Package (UJMP). * See the NOTICE file distributed with this work for additional * information regarding copyright ownership and licensing. * * UJMP is free software; you can redistribute it and/or modify * it under the terms of the GNU Lesser General Public License as * published by the Free Software Foundation; either version 2 * of the License, or (at your option) any later version. * * UJMP is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU Lesser General Public License for more details. * * You should have received a copy of the GNU Lesser General Public * License along with UJMP; if not, write to the * Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, * Boston, MA 02110-1301 USA */ package org.ujmp.ojalgo.calculation; import org.ojalgo.matrix.decomposition.LUDecomposition; import org.ojalgo.matrix.store.PrimitiveDenseStore; import org.ujmp.core.Matrix; import org.ujmp.ojalgo.OjalgoDenseDoubleMatrix2D; public class LU implements org.ujmp.core.doublematrix.calculation.general.decomposition.LU<Matrix> { public static LU INSTANCE = new LU(); public Matrix[] calc(Matrix source) { final org.ojalgo.matrix.decomposition.LU<Double> lu = LUDecomposition.makePrimitive(); PrimitiveDenseStore matrix = null; if (source instanceof OjalgoDenseDoubleMatrix2D) { matrix = ((OjalgoDenseDoubleMatrix2D) source).getWrappedObject(); } else { matrix = new OjalgoDenseDoubleMatrix2D(source).getWrappedObject(); } lu.compute(matrix); final Matrix l = new OjalgoDenseDoubleMatrix2D(lu.getL()); final Matrix u = new OjalgoDenseDoubleMatrix2D(lu.getU()); final int m = (int) source.getRowCount(); final int[] piv = lu.getPivotOrder(); final Matrix p = new OjalgoDenseDoubleMatrix2D(m, m); for (int i = 0; i < m; i++) { p.setAsDouble(1, i, piv[i]); } return new Matrix[] { l, u, p }; } public Matrix solve(Matrix a, Matrix b) { final org.ojalgo.matrix.decomposition.LU<Double> lu = LUDecomposition.makePrimitive(); PrimitiveDenseStore a2 = null; PrimitiveDenseStore b2 = null; if (a instanceof OjalgoDenseDoubleMatrix2D) { a2 = ((OjalgoDenseDoubleMatrix2D) a).getWrappedObject(); } else { a2 = new OjalgoDenseDoubleMatrix2D(a).getWrappedObject(); } if (b instanceof OjalgoDenseDoubleMatrix2D) { b2 = ((OjalgoDenseDoubleMatrix2D) b).getWrappedObject(); } else { b2 = new OjalgoDenseDoubleMatrix2D(b).getWrappedObject(); } lu.compute(a2); return new OjalgoDenseDoubleMatrix2D(lu.solve(b2)); } }