public SubMatrix(SubMatrix subMatrix, int startSubRow, int startSubCol, int row, int col)
{
_startIndex = subMatrix._startIndex + startSubCol + subMatrix._reference.ColCount * startSubRow;
_reference = subMatrix._reference;
RowCount = row;
ColCount = col;
}
public LuDecompositionResult LuSolve()
{
if (RowCount != ColCount)
{
throw new DataException("row and col must be same");
}
var lOrigin = new Matrix(RowCount, ColCount);
var uOrigin = Matrix.Identity(RowCount);
var a = new SubMatrix(this.DeepCopy(), 0, 0, RowCount, ColCount);
var l = new SubMatrix(lOrigin, 0, 0, RowCount, ColCount);
var u = new SubMatrix(uOrigin, 0, 0, RowCount, ColCount);
for (int i = 0; i < this.RowCount; i++)
{
//l00
l[0, 0] = a[0, 0];
//copy l1
for (int j = 1; j < a.RowCount; j++)
{
l[j, 0] = a[j, 0];
}
//copy u1
for (int j = 1; j < a.RowCount; j++)
{
u[0, j] = a[0, j] / l[0, 0];
}
for (int j = 1; j < a.ColCount; j++)
{
for (int k = 1; k < a.ColCount; k++)
{
a[j, k] -= l[j, 0] * u[0, k];
}
}
a = new SubMatrix(a, 1, 1, a.RowCount - 1, a.ColCount - 1);
l = new SubMatrix(l, 1, 1, l.RowCount - 1, l.ColCount - 1);
u = new SubMatrix(u, 1, 1, u.RowCount - 1, u.ColCount - 1);
}
return(new LuDecompositionResult(lOrigin, uOrigin));
}