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);
}
}