Example: LU Factorization of a Matrix
The LU Factorization of a Matrix is performed. A linear system is then solved using the factorization. The inverse, determinant, and condition number of the input matrix are also computed.
import com.imsl.math.*;
public class LUEx1 {
public static void main(String args[]) throws SingularMatrixException {
double a[][] = {
{1, 3, 3},
{1, 3, 4},
{1, 4, 3}
};
double b[] = {12, 13, 14};
// Compute the LU factorization of A
LU lu = new LU(a);
// Solve Ax = b
double x[] = lu.solve(b);
new PrintMatrix("x").print(x);
// Find the inverse of A.
double ainv[][] = lu.inverse();
new PrintMatrix("ainv").print(ainv);
// Find the condition number of A.
double condition = lu.condition(a);
System.out.println("condition number = "+condition);
System.out.println();
// Find the determinant of A.
double determinant = lu.determinant();
System.out.println("determinant = "+determinant);
}
}
Output
x
0
0 3
1 2
2 1
ainv
0 1 2
0 7 -3 -3
1 -1 0 1
2 -1 1 0
condition number = 0.015120274914089344
determinant = -0.9999999999999998
Link to Java source.