/** * @file LUDecomposition.h * @brief: LU-Decomposition of a matrix * @author: Alexander Freytag, Wolfgang Ortmann * @date: 22-10-2012 */ // Note: for further matrix operations, you might use the ICE library available at http://www.inf-cv.uni-jena.de/ice.html #ifndef _NICE_LUDECOMPOSITION_ #define _NICE_LUDECOMPOSITION_ #include "core/vector/MatrixT.h" #include "core/vector/VectorT.h" #include "MatrixDecomposition.h" namespace NICE { /*! LU-Decomposition of a matrix */ class LUDecomposition : MatrixDecomposition { public: /*! default constructor */ LUDecomposition(); /*! Destructor. */ virtual ~LUDecomposition(); /** * @brief decompose a square matrix m into lower and upper triangular matrices L and U * @date 22-10-2012 * @author Alexander Freytag * @param m a square matrix * @param L the resulting lower triangular matrix * @param U the resulting upper triangular matrix */ void decompose( const NICE::Matrix & m, NICE::Matrix & L, NICE::Matrix & U); /** * @brief solve a linear equation system, using the LU-decomposition of a square matrix m * @date 22-10-2012 * @author Alexander Freytag * @param LU the given LU-decomposition of a square matrix m * @param indx vector containing information about the exchange of rows during the decomposition (when pivotization is done) * @param b the right-hand-side of the linear equation system */ NICE::Vector solve( const NICE::Matrix &LU,const NICE::VectorT &indx, const NICE::Vector &b); /** * @brief decompose a square matrix m into lower and upper triangular matrices L and U, which are packed into a single matrix * @date 22-10-2012 * @author Alexander Freytag * @param m a square matrix * @param LU the decomposition of m in a single matrix (LU_ij: i<=j -> LU_ij=U_ij, i>j -> LU_ij=L_ij, L_ii = 1.0) * @param indx vector containing information about the exchange of rows during the decomposition (when pivotization is done) * @param pivot use pivotization? (default true) */ void decomposePacked(const NICE::Matrix & m, NICE::Matrix & LU, NICE::VectorT & indx, bool pivot=true); /** * @brief decompose a square matrix m into lower and upper triangular matrices L and U, which are packed into a single matrix, NO pivotization * @date 22-10-2012 * @author Alexander Freytag * @param m a square matrix * @param LU the decomposition of m in a single matrix (LU_ij: i<=j -> LU_ij=U_ij, i>j -> LU_ij=L_ij, L_ii = 1.0) */ void decomposePacked(const NICE::Matrix & m, NICE::Matrix & LU); protected: }; } //namespace #endif