/** Solve A*X = B
@param B A Matrix with as many rows as A and any number of columns.
@return X so that L*U*X = B(piv,:)
@exception IllegalArgumentException Matrix row dimensions must agree.
@exception RuntimeException Matrix is singular.
*/
public CoreMatrix solve(CoreMatrix B)
{
if (B.getRowDimension() != m)
{
throw new Exception("Matrix row dimensions must agree.");
}
if (!this.isNonsingular())
{
throw new Exception("Matrix is singular.");
}
// Copy right hand side with pivoting
int nx = B.getColumnDimension();
CoreMatrix Xmat = B.getMatrix(piv, 0, nx - 1);
double[,] X = Xmat.getArray();
// Solve L*Y = B(piv,:)
for (int k = 0; k < n; k++)
{
for (int i = k + 1; i < n; i++)
{
for (int j = 0; j < nx; j++)
{
X[i, j] -= X[k, j] * LU[i, k];
}
}
}
// Solve U*X = Y;
for (int k = n - 1; k >= 0; k--)
{
for (int j = 0; j < nx; j++)
{
X[k, j] /= LU[k, k];
}
for (int i = 0; i < k; i++)
{
for (int j = 0; j < nx; j++)
{
X[i, j] -= X[k, j] * LU[i, k];
}
}
}
return Xmat;
}