rvl.util
Class LinAlg

java.lang.Object
  |
  +--rvl.util.LinAlg

public class LinAlg

extends java.lang.Object

Linear algebra functions

Constructor Summary

LinAlg()

Method Summary

static double[]	constant(double val, int n) create a constant vector of given value val, of length n
static double[]	copy(double[] x)
static double[][]	LU(double[][] A, int[] row)
static boolean	LUInPlace(double[][] A, int[] row) in-place LU decomposition of A uses scaled-column pivoting
static double[]	LUSolve(double[][] LU, int[] row, double[] b)
static double[]	LUSolveInPlace(double[][] LU, int[] row, double[] b) Solve the system LUx = b (in-place; alters b)
static void	print(double[] x) print a vector
static void	println(double[] x) print a vector, then a newline
static void	println(double[][] x) print a matrix and a newline
static double[][]	transpose(double[][] A) transpose a matrix

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LinAlg

public LinAlg()

Method Detail

LUInPlace

public static boolean LUInPlace(double[][] A,
                                int[] row)

in-place LU decomposition of A uses scaled-column pivoting

Parameters:

A - square matrix (n x n)

row - integer array of length n to store row permutations

Returns:

true if A is nonsingular, false if singular

LUSolveInPlace

public static double[] LUSolveInPlace(double[][] LU,
                                      int[] row,
                                      double[] b)

Solve the system LUx = b (in-place; alters b)

Parameters:

LU - LU decomposition (result of LU or LUInPlace)

row - permutation array

b - rhs of system (altered by process)

Returns:

the solution

LU

public static double[][] LU(double[][] A,
                            int[] row)

Returns:

LU decomposition of square matrix A (Does not alter contents of A)

See Also:

LUInPlace

LUSolve

public static double[] LUSolve(double[][] LU,
                               int[] row,
                               double[] b)

Returns:

solution x to LUx = b

copy

public static double[] copy(double[] x)

Returns:

a newly allocated copy of x

transpose

public static double[][] transpose(double[][] A)

transpose a matrix

constant

public static double[] constant(double val,
                                int n)

create a constant vector of given value val, of length n

print

public static void print(double[] x)

print a vector

println

public static void println(double[] x)

print a vector, then a newline

println

public static void println(double[][] x)

print a matrix and a newline