public VectorR GaussJordan(MatrixR A, VectorR b)
{
Triangulate(A, b);
int n = b.GetSize();
VectorR x = new VectorR(n);
for (int i = n - 1; i >= 0; i--)
{
double d = A[i, i];
if (Math.Abs(d) < epsilon)
{
throw new ArgumentException("Diagonal element is too small!");
}
x[i] = (b[i] - VectorR.DotProduct(A.GetRowVector(i), x)) / d;
}
return(x);
}
public MatrixR LUInverse(MatrixR m)
{
int n = m.GetRows();
MatrixR u = m.Identity();
LUDecompose(m);
VectorR uv = new VectorR(n);
for (int i = 0; i < n; i++)
{
uv = u.GetRowVector(i);
LUSubstitute(m, uv);
u.ReplaceRow(uv, i);
}
MatrixR inv = u.GetTranspose();
return(inv);
}