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Class linear_algebra.Triangular
java.lang.Object
|
+----linear_algebra.Triangular
- public class Triangular
- extends Object
This class contains:
- methods to solve Ly = b and Ux = y
where L is a full rank lower triangular matrix and
U is a full rank upper triangular matrix.
- methods to invert upper and lower
triangular full rank matrices.
This class was written by a statistician rather than
a numerical analyst. When public domain Java
numerical analysis routines become available from
numerical analysts (e.g., 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 steve@ws10.fpl.fs.fed.us.
-
Triangular()
-
-
invertLower(double[][], int)
-
This method obtains the inverse of a lower
triangular n by n matrix L.
-
invertUpper(double[][], int)
-
This method obtains the inverse of an upper
triangular n by n matrix U.
-
solveLower(double[][], double[], double[], int)
-
This method obtains the solution, y, of the equation
Ly = b where L is a known full rank lower triangular
n by n matrix,
and b is a known vector of length n.
-
solveUpper(double[][], double[], double[], int)
-
This method obtains the solution, x, of the equation
Ux = y where U is a known full rank upper triangular
n by n matrix,
and y is a known vector of length n.
Triangular
public Triangular()
solveLower
public void solveLower(double l[][],
double y[],
double b[],
int n) throws NotFullRankException
-
This method obtains the solution, y, of the equation
Ly = b where L is a known full rank lower triangular
n by n matrix,
and b is a known vector of length n.
- Parameters:
- l[ ][ ] - The lower triangular matrix.
- y - The solution vector.
- b - The right hand side of the equation.
- n - The order of l, y, and b.
solveUpper
public void solveUpper(double u[][],
double x[],
double y[],
int n) throws NotFullRankException
- This method obtains the solution, x, of the equation
Ux = y where U is a known full rank upper triangular
n by n matrix,
and y is a known vector of length n.
- Parameters:
- u[ ][ ] - The upper triangular matrix.
- x - The solution vector.
- y - The right hand side of the equation.
- n - The order of u, x, and y.
invertLower
public void invertLower(double l[][],
int n) throws NotFullRankException
- This method obtains the inverse of a lower
triangular n by n matrix L. L must have non-zero
diagonal elements. On exit L is replaced by its inverse.
- Parameters:
- l[ ][ ] - The lower triangular matrix.
- n - The order of l.
invertUpper
public void invertUpper(double u[][],
int n) throws NotFullRankException
- This method obtains the inverse of an upper
triangular n by n matrix U. U must have non-zero
diagonal elements. On exit U is replaced by its inverse.
- Parameters:
- u[ ][ ] - The upper triangular matrix.
- n - The order of u.
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