com.opengamma.strata.math.impl.linearalgebra

Interface LUDecompositionResult

All Superinterfaces:

DecompositionResult

All Known Implementing Classes:

LUDecompositionCommonsResult

public interface LUDecompositionResult
extends DecompositionResult

Contains the results of LU matrix decomposition.

Method Summary

Modifier and Type	Method and Description
double	getDeterminant() Return the determinant of the matrix.
DoubleMatrix	getL() Returns the $\mathbf{L}$ matrix of the decomposition.
DoubleMatrix	getP() Returns the rows permutation matrix, $\mathbf{P}$.
int[]	getPivot() Returns the pivot permutation vector.
DoubleMatrix	getU() Returns the $\mathbf{U}$ matrix of the decomposition.

Methods inherited from interface com.opengamma.strata.math.linearalgebra.DecompositionResult

solve, solve, solve

Method Detail

getL

DoubleMatrix getL()

Returns the $\mathbf{L}$ matrix of the decomposition.

$\mathbf{L}$ is a lower-triangular matrix.

Returns:

the $\mathbf{L}$ matrix

getU

DoubleMatrix getU()

Returns the $\mathbf{U}$ matrix of the decomposition.

$\mathbf{U}$ is an upper-triangular matrix.

Returns:

the U matrix

getP

DoubleMatrix getP()

Returns the rows permutation matrix, $\mathbf{P}$.

P is a sparse matrix with exactly one element set to 1.0 in each row and each column, all other elements being set to 0.0.

The positions of the 1 elements are given by the pivot permutation vector.

Returns:

the $\mathbf{P}$ rows permutation matrix

See Also:

getPivot()

getPivot

int[] getPivot()

Returns the pivot permutation vector.

Returns:

the pivot permutation vector

getDeterminant

double getDeterminant()

Return the determinant of the matrix.

Returns:

determinant of the matrix