// Methods
public LUDecomposition(Matrix A)
{
this.LU = A.ToJaggedArray();
this.m = A.Rows;
this.n = A.Columns;
this.piv = new int[this.m];
for (int i = 0; i < this.m; i++)
{
this.piv[i] = i;
}
this.pivsign = 1;
double[] numArray2 = new double[this.m];
for (int j = 0; j < this.n; j++)
{
for (int k = 0; k < this.m; k++)
{
numArray2[k] = this.LU[k][j];
}
for (int m = 0; m < this.m; m++)
{
double[] numArray = this.LU[m];
int num5 = Math.Min(m, j);
double num6 = 0.0;
for (int num7 = 0; num7 < num5; num7++)
{
num6 += numArray[num7] * numArray2[num7];
}
numArray[j] = numArray2[m] -= num6;
}
int index = j;
for (int n = j + 1; n < this.m; n++)
{
if (Math.Abs(numArray2[n]) > Math.Abs(numArray2[index]))
{
index = n;
}
}
if (index != j)
{
for (int num10 = 0; num10 < this.n; num10++)
{
double num11 = this.LU[index][num10];
this.LU[index][num10] = this.LU[j][num10];
this.LU[j][num10] = num11;
}
int num12 = this.piv[index];
this.piv[index] = this.piv[j];
this.piv[j] = num12;
this.pivsign = -this.pivsign;
}
if ((j < this.m) & (this.LU[j][j] != 0.0))
{
for (int num13 = j + 1; num13 < this.m; num13++)
{
this.LU[num13][j] /= this.LU[j][j];
}
}
}
}
public virtual Matrix Solve(Matrix B)
{
if (B.Rows != this.m)
{
throw new ArgumentException("Matrix row dimensions must agree.");
}
if (!this.FullRank)
{
throw new SystemException("Matrix is rank deficient.");
}
int columns = B.Columns;
double[][] array = B.ToJaggedArray();
for (int i = 0; i < this.n; i++)
{
for (int k = 0; k < columns; k++)
{
double num4 = 0.0;
for (int m = i; m < this.m; m++)
{
num4 += this.QR[m][i] * array[m][k];
}
num4 = -num4 / this.QR[i][i];
for (int n = i; n < this.m; n++)
{
array[n][k] += num4 * this.QR[n][i];
}
}
}
for (int j = this.n - 1; j >= 0; j--)
{
for (int num8 = 0; num8 < columns; num8++)
{
array[j][num8] /= this.Rdiag[j];
}
for (int num9 = 0; num9 < j; num9++)
{
for (int num10 = 0; num10 < columns; num10++)
{
array[num9][num10] -= array[j][num10] * this.QR[num9][j];
}
}
}
B.FromJaggedArray(array);
return B[0, this.n, 0, columns];
}
// Methods
public QRDecomposition(Matrix A)
{
this.QR = A.ToJaggedArray();
this.m = A.Rows;
this.n = A.Columns;
this.Rdiag = new double[this.n];
for (int i = 0; i < this.n; i++)
{
double a = 0.0;
for (int j = i; j < this.m; j++)
{
a = this.Hypot(a, this.QR[j][i]);
}
if (a != 0.0)
{
if (this.QR[i][i] < 0.0)
{
a = -a;
}
for (int k = i; k < this.m; k++)
{
this.QR[k][i] /= a;
}
this.QR[i][i]++;
for (int m = i + 1; m < this.n; m++)
{
double num6 = 0.0;
for (int n = i; n < this.m; n++)
{
num6 += this.QR[n][i] * this.QR[n][m];
}
num6 = -num6 / this.QR[i][i];
for (int num8 = i; num8 < this.m; num8++)
{
this.QR[num8][m] += num6 * this.QR[num8][i];
}
}
}
this.Rdiag[i] = -a;
}
}
