LU< Size, Precision > Class Template Reference

Performs LU decomposition and back substitutes to solve equations. More...

#include <LU.h>

List of all members.

Public Member Functions
template<int S1, int S2, class Base >
	LU (const Matrix< S1, S2, Precision, Base > &m)
template<int S1, int S2, class Base >
void	compute (const Matrix< S1, S2, Precision, Base > &m)
template<int Rows, int NRHS, class Base >
Matrix< Size, NRHS, Precision >	backsub (const Matrix< Rows, NRHS, Precision, Base > &rhs)
template<int Rows, class Base >
Vector< Size, Precision >	backsub (const Vector< Rows, Precision, Base > &rhs)
Matrix< Size, Size, Precision >	get_inverse ()
const Matrix< Size, Size, Precision > &	get_lu () const
Precision	determinant () const
int	get_info () const

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Detailed Description

template<int Size = -1, class Precision = double>
class TooN::LU< Size, Precision >

Performs LU decomposition and back substitutes to solve equations.

The LU decomposition is the fastest way of solving the equation m, but it becomes unstable when is (nearly) singular (in which cases the SymEigen or SVD decompositions are better). It decomposes a matrix into

where is a lower-diagonal matrix with unit diagonal and is an upper-diagonal matrix. The library only supports the decomposition of square matrices. It can be used as follows to solve the problem as follows:

  // construct M
  Matrix<3> M;
  M[0] = makeVector(1,2,3);
  M[1] = makeVector(3,2,1);
  M[2] = makeVector(1,0,1);
  // construct c
  Vector<3> c = makeVector(2,3,4);
  // create the LU decomposition of M
  LU<3> luM(M);
  // compute x = M^-1 * c
  Vector<3> x = luM.backsub(c);

The convention LU<> (=LU<-1>) is used to create an LU decomposition whose size is determined at runtime.

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Constructor & Destructor Documentation

LU

(

const Matrix< S1, S2, Precision, Base > &

m

)

Construct the LU decomposition of a matrix.

This initialises the class, and performs the decomposition immediately.

References LU< Size, Precision >::compute().

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Member Function Documentation

Matrix<Size,NRHS,Precision> backsub

(

const Matrix< Rows, NRHS, Precision, Base > &

rhs

)

Calculate result of multiplying the inverse of M by another matrix.

For a matrix , this calculates by back substitution (i.e. without explictly calculating the inverse).

References Matrix< Rows, Cols, Precision, Layout >::num_cols(), and Matrix< Rows, Cols, Precision, Layout >::num_rows().

Vector<Size,Precision> backsub

(

const Vector< Rows, Precision, Base > &

rhs

)

Calculate result of multiplying the inverse of M by a vector.

For a vector , this calculates by back substitution (i.e. without explictly calculating the inverse).

References Matrix< Rows, Cols, Precision, Layout >::num_rows(), and Vector< Size, Precision, Base >::size().

Matrix<Size,Size,Precision> get_inverse

(

)

Calculate inverse of the matrix.

This is not usually needed: if you need the inverse just to multiply it by a matrix or a vector, use one of the backsub() functions, which will be faster.

References Matrix< Rows, Cols, Precision, Layout >::num_rows().

const Matrix<Size,Size,Precision>& get_lu

(

)

const

Returns the L and U matrices.

The permutation matrix is not returned. Since L is lower-triangular (with unit diagonal) and U is upper-triangular, these are returned conflated into one matrix, where the diagonal and above parts of the matrix are U and the below-diagonal part, plus a unit diagonal, are L.