Examples of LUDecompositionImpl

org.apache.commons.math.linear.LUDecompositionImpl
Calculates the LUP-decomposition of a square matrix.
The LUP-decomposition of a matrix A consists of three matrices L, U and P that satisfy: PA = LU, L is lower triangular, and U is upper triangular and P is a permutation matrix. All matrices are m×m.

As shown by the presence of the P matrix, this decomposition is implemented using partial pivoting.
@version $Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 août 2010) $ @since 2.0

Examples of org.apache.commons.math.linear.LUDecompositionImpl

        }


        try {
            // compute the covariances matrix
            RealMatrix inverse =
                new LUDecompositionImpl(MatrixUtils.createRealMatrix(jTj)).getSolver().getInverse();
            return inverse.getData();
        } catch (InvalidMatrixException ime) {
            throw new EstimationException("unable to compute covariances: singular problem");
        }

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Examples of org.apache.commons.math.linear.LUDecompositionImpl

  @Override
  public double getDeterminant(final Matrix<?> m) {
    Validate.notNull(m, "m");
    if (m instanceof DoubleMatrix2D) {
      final RealMatrix temp = CommonsMathWrapper.wrap((DoubleMatrix2D) m);
      final LUDecomposition lud = new LUDecompositionImpl(temp);
      return lud.getDeterminant();
    }
    throw new IllegalArgumentException("Can only find determinant of DoubleMatrix2D; have " + m.getClass());
  }

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Examples of org.apache.commons.math.linear.LUDecompositionImpl

   */
  @Override
  public LUDecompositionResult evaluate(final DoubleMatrix2D x) {
    Validate.notNull(x);
    final RealMatrix temp = CommonsMathWrapper.wrap(x);
    final LUDecomposition lu = new LUDecompositionImpl(temp);
    return new LUDecompositionCommonsResult(lu);
  }

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