public void Simple()
{
var matrixA = new Matrix(2, 2);
matrixA[0, 0] = 0;
matrixA[0, 1] = 1;
matrixA[1, 0] = 2;
matrixA[1, 1] = 0;
var matrixB = new Matrix(2, 2);
matrixB[0, 0] = 1;
matrixB[0, 1] = 0;
matrixB[1, 0] = 0;
matrixB[1, 1] = -1;
var decomposition = new LUDecomposition(matrixA);
var solveMatrix = decomposition.Solve(matrixB);
Assert.AreEqual(solveMatrix.Rows, 2);
Assert.AreEqual(solveMatrix.Columns, 2);
Assert.AreEqual(solveMatrix[0, 0], 0);
Assert.AreEqual(solveMatrix[0, 1], -0.5);
Assert.AreEqual(solveMatrix[1, 0], 1);
Assert.AreEqual(solveMatrix[1, 1], 0);
}
public void Simple()
{
var matrix = new Matrix(3, 3);
// [ 3, 1, 8 ]
// [ 2, -5, 4 ]
// [-1, 6, -2 ]
// Determinant = 14
matrix[0, 0] = 3;
matrix[0, 1] = 1;
matrix[0, 2] = 8;
matrix[1, 0] = 2;
matrix[1, 1] = -5;
matrix[1, 2] = 4;
matrix[2, 0] = -1;
matrix[2, 1] = 6;
matrix[2, 2] = -2;
var decomposition = new LUDecomposition(matrix);
Assert.AreEqual(14.0d, decomposition.Determinant(), 0.00000001d);
}
public void Simple()
{
var matrix = new Matrix(3, 3);
/*
A = [ 1 2 3
4 5 6
7 8 0 ];
L =
1.0000 0 0
0.1429 1.0000 0
0.5714 0.5000 1.0000
U =
7.0000 8.0000 0
0 0.8571 3.0000
0 0 4.5000
*/
matrix[0, 0] = 1;
matrix[0, 1] = 2;
matrix[0, 2] = 3;
matrix[1, 0] = 4;
matrix[1, 1] = 5;
matrix[1, 2] = 6;
matrix[2, 0] = 7;
matrix[2, 1] = 8;
matrix[2, 2] = 0;
var decomposition = new LUDecomposition(matrix);
var L = decomposition.LeftFactorMatrix;
Assert.AreEqual(L[0, 0], 1.000, 0.0001);
Assert.AreEqual(L[0, 1], 0.000, 0.0001);
Assert.AreEqual(L[0, 2], 0.000, 0.0001);
Assert.AreEqual(L[1, 0], 0.1429, 0.0001);
Assert.AreEqual(L[1, 1], 1.0000, 0.0001);
Assert.AreEqual(L[1, 2], 0.0000, 0.0001);
Assert.AreEqual(L[2, 0], 0.5714, 0.0001);
Assert.AreEqual(L[2, 1], 0.5000, 0.0001);
Assert.AreEqual(L[2, 2], 1.000, 0.0001);
}
public void Simple()
{
var matrix = new Matrix(3, 3);
/*
A = [ 1 2 3
4 5 6
7 8 0 ];
L =
1.0000 0 0
0.1429 1.0000 0
0.5714 0.5000 1.0000
U =
7.0000 8.0000 0
0 0.8571 3.0000
0 0 4.5000
*/
matrix[0, 0] = 1;
matrix[0, 1] = 2;
matrix[0, 2] = 3;
matrix[1, 0] = 4;
matrix[1, 1] = 5;
matrix[1, 2] = 6;
matrix[2, 0] = 7;
matrix[2, 1] = 8;
matrix[2, 2] = 0;
var decomposition = new LUDecomposition(matrix);
var upperTriangularFactorMatrix = decomposition.RightFactorMatrix;
Assert.AreEqual(upperTriangularFactorMatrix[0, 0], 7.0000, 0.0001);
Assert.AreEqual(upperTriangularFactorMatrix[0, 1], 8.0000, 0.0001);
Assert.AreEqual(upperTriangularFactorMatrix[0, 2], 0.0000, 0.0001);
Assert.AreEqual(upperTriangularFactorMatrix[1, 0], 0.0000, 0.0001);
Assert.AreEqual(upperTriangularFactorMatrix[1, 1], 0.8571, 0.0001);
Assert.AreEqual(upperTriangularFactorMatrix[1, 2], 3.0000, 0.0001);
Assert.AreEqual(upperTriangularFactorMatrix[2, 0], 0.0000, 0.0001);
Assert.AreEqual(upperTriangularFactorMatrix[2, 1], 0.0000, 0.0001);
Assert.AreEqual(upperTriangularFactorMatrix[2, 2], 4.5000, 0.0001);
}
/// <summary>
/// Calculates the LHS solution vector if the matrix is square or the least squares solution otherwise.
/// </summary>
/// <param name="rightHandSide">The right hand side.</param>
/// <returns>Returns the LHS solution vector if the matrix is square or the least squares solution otherwise.</returns>
public Matrix Solve(Matrix rightHandSide)
{
IDecomposition decomposition;
if (IsSquare)
{
// if (IsSymmetric)
// decomposition = new CholeskyDecomposition(this);
// else
decomposition = new LUDecomposition(this);
}
else
{
decomposition = new QRDecomposition(this);
}
return(decomposition.Solve(rightHandSide));
}
public void Simple()
{
var matrix = new Matrix(3, 3);
// [ 4, 4, 4 ]
// [ 4, 4, 4 ]
// [ 4, 4, 4 ]
// Determinant = 0
matrix[0, 0] = 4;
matrix[0, 1] = 4;
matrix[0, 2] = 4;
matrix[1, 0] = 4;
matrix[1, 1] = 4;
matrix[1, 2] = 4;
var decomposition = new LUDecomposition(matrix);
Assert.IsFalse(decomposition.NonSingular);
}
public void ExceptionDifferentRowCounts()
{
var matrixA = new Matrix(2, 2);
matrixA[0, 0] = 0;
matrixA[0, 1] = 1;
matrixA[1, 0] = 2;
matrixA[1, 1] = 0;
var matrixB = new Matrix(3, 2);
matrixB[0, 0] = 1;
matrixB[0, 1] = 0;
matrixB[1, 0] = 0;
matrixB[1, 1] = -1;
matrixB[2, 0] = 1;
matrixB[2, 1] = 3;
var decomposition = new LUDecomposition(matrixA);
var solveMatrix = decomposition.Solve(matrixB);
}