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Class linear_algebra.LU_j

java.lang.Object
   |
   +----linear_algebra.LU_j

public class LU_j

extends Object

This class contains the LINPACK DGEFA (LU factorization), DGESL (solve), and DGEDI (determinant and inverse) routines.

IMPORTANT: The "_j" suffixes indicate that these routines use Java/C style indexing. For example, you will see

   for (i = 0; i < n; i++)

   for (i = 1; i <= n; i++)

This class was translated by a statistician from FORTRAN versions of the LINPACK routines. It is NOT an official translation. When public domain Java numerical analysis routines become available from the people who produce LAPACK, then THE CODE PRODUCED BY THE NUMERICAL ANALYSTS SHOULD BE USED.

Meanwhile, if you have suggestions for improving this code, please contact Steve Verrill at sverrill@fs.fed.us.

LU_j()

dgedi_j(double[][], int, int[], double[], double[], int)

This method uses the LU decomposition provided by DGEFA to obtain the determinant and/or inverse of a full rank n by n matrix.

dgefa_j(double[][], int, int[])

This method decomposes an n by n matrix A into a product, LU, where L is a lower triangular matrix and U is an upper triangular matrix.

dgesl_j(double[][], int, int[], double[], int)

This method uses the LU decomposition provided by DGEFA to solve the equation Ax = b where A is a full rank n by n matrix.

 public LU_j()

 public static void dgefa_j(double a[][],
                            int n,
                            int ipvt[]) throws NotFullRankException

This method decomposes an n by n matrix A into a product, LU, where L is a lower triangular matrix and U is an upper triangular matrix. For details, see the comments in the code. This method is a translation from FORTRAN to Java of the LINPACK subroutine DGEFA. In the LINPACK listing DGEFA is attributed to Cleve Moler with a date of 8/14/78. Translated by Steve Verrill, March 12, 1998.

Parameters:

a - The matrix to be decomposed

n - The order of a

ipvt - A vector of pivot indices

 public static void dgesl_j(double a[][],
                            int n,
                            int ipvt[],
                            double b[],
                            int job)

This method uses the LU decomposition provided by DGEFA to solve the equation Ax = b where A is a full rank n by n matrix. For details, see the comments in the code. This method is a translation from FORTRAN to Java of the LINPACK subroutine DGESL. In the LINPACK listing DGESL is attributed to Cleve Moler with a date of 8/14/78. Translated by Steve Verrill, March 12, 1998.

Parameters:

a - a[][]

n - The order of a

ipvt - A vector of pivot indices

b - Input --- the vector b in Ax = b, Output --- the vector x in Ax = b

job - 0 --- solve Ax = b, nonzero --- solve Transpose(A)x = b

 public static void dgedi_j(double a[][],
                            int n,
                            int ipvt[],
                            double det[],
                            double work[],
                            int job)

This method uses the LU decomposition provided by DGEFA to obtain the determinant and/or inverse of a full rank n by n matrix. For details, see the comments in the code. This method is a translation from FORTRAN to Java of the LINPACK subroutine DGEDI. In the LINPACK listing DGEDI is attributed to Cleve Moler with a date of 8/14/78. Translated by Steve Verrill, March 12, 1998.

Parameters:

a - a[][]

n - The order of a

ipvt - A vector of pivot indices

det - det[]

work - work[]

job - Indicates whether a determinant, inverse, or both is desired

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