public void Factorize(CoordinationalMatrix M)
{
FA = (CoordinationalMatrix)M.Clone();
var rows = FA.GetMatrixRows();
if (Math.Abs(FA[0, 0]) < 1.0E-14)
{
return;
}
foreach (var i in rows)
{
double sumD = 0;
var cols_i = FA.GetMatrixColumnsForRow(i);
foreach (var j in cols_i)
{
if (j >= i)
{
break;
}
double sumL = 0, sumU = 0;
foreach (var k in cols_i)
{
if (k > j - 1)
{
break;
}
sumL += FA[i, k] * FA[k, j];
}
FA.Set(i, j, (M[i, j] - sumL) / FA[j, j]);
foreach (var k in FA.GetMatrixRowsForColumn(j))
{
if (k > j - 1)
{
break;
}
sumU += FA[k, i] * FA[j, k];
}
FA.Set(j, i, (M[j, i] - sumU));
sumD += FA[i, j] * FA[j, i];
}
FA.Set(i, i, M[i, i] - sumD);
}
}
public void Factorize(CoordinationalMatrix M)
{
factorizedMatix = (CoordinationalMatrix)M.Clone();
var rows = factorizedMatix.GetMatrixRows();
if (Math.Abs(factorizedMatix[0, 0]) < 1.0E-14)
{
return;
}
foreach (var i in rows)
{
double sumD = 0;
var columns = factorizedMatix.GetMatrixColumnsForRow(i);
foreach (var j in columns)
{
if (j >= i)
{
break;
}
double sumL = 0;
foreach (var k in columns)
{
if (k > j - 1)
{
break;
}
sumL += factorizedMatix[i, k] * factorizedMatix[j, k];
}
var value = (M[i, j] - sumL) / factorizedMatix[j, j];
factorizedMatix.Set(i, j, value);
factorizedMatix.Set(j, i, value);
sumD += factorizedMatix[i, j] * factorizedMatix[i, j];
}
factorizedMatix.Set(i, i, Math.Sqrt(M[i, i] - sumD));
}
}
