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authorHiroshi SHIBATA <hsbt@ruby-lang.org>2021-05-26 15:36:16 +0900
committerHiroshi SHIBATA <hsbt@ruby-lang.org>2021-05-27 14:42:11 +0900
commit454a36794f83395d0827a9e2e85ac8f0d9e53e16 (patch)
tree8ab881ece59bba38ad83eaba6ddf077d0ad0d545 /lib/matrix/lup_decomposition.rb
parentc9178c11271ccd3410c53687dd9cb2508e180a98 (diff)
Promote matrix to the bundled gems
Notes
Notes: Merged: https://github.com/ruby/ruby/pull/4530
Diffstat (limited to 'lib/matrix/lup_decomposition.rb')
-rw-r--r--lib/matrix/lup_decomposition.rb219
1 files changed, 0 insertions, 219 deletions
diff --git a/lib/matrix/lup_decomposition.rb b/lib/matrix/lup_decomposition.rb
deleted file mode 100644
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--- a/lib/matrix/lup_decomposition.rb
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@@ -1,219 +0,0 @@
-# frozen_string_literal: false
-class Matrix
- # Adapted from JAMA: http://math.nist.gov/javanumerics/jama/
-
- #
- # For an m-by-n matrix A with m >= n, the LU decomposition is an m-by-n
- # unit lower triangular matrix L, an n-by-n upper triangular matrix U,
- # and a m-by-m permutation matrix P so that L*U = P*A.
- # If m < n, then L is m-by-m and U is m-by-n.
- #
- # The LUP decomposition with pivoting always exists, even if the matrix is
- # singular, so the constructor will never fail. The primary use of the
- # LU decomposition is in the solution of square systems of simultaneous
- # linear equations. This will fail if singular? returns true.
- #
-
- class LUPDecomposition
- # Returns the lower triangular factor +L+
-
- include Matrix::ConversionHelper
-
- def l
- Matrix.build(@row_count, [@column_count, @row_count].min) do |i, j|
- if (i > j)
- @lu[i][j]
- elsif (i == j)
- 1
- else
- 0
- end
- end
- end
-
- # Returns the upper triangular factor +U+
-
- def u
- Matrix.build([@column_count, @row_count].min, @column_count) do |i, j|
- if (i <= j)
- @lu[i][j]
- else
- 0
- end
- end
- end
-
- # Returns the permutation matrix +P+
-
- def p
- rows = Array.new(@row_count){Array.new(@row_count, 0)}
- @pivots.each_with_index{|p, i| rows[i][p] = 1}
- Matrix.send :new, rows, @row_count
- end
-
- # Returns +L+, +U+, +P+ in an array
-
- def to_ary
- [l, u, p]
- end
- alias_method :to_a, :to_ary
-
- # Returns the pivoting indices
-
- attr_reader :pivots
-
- # Returns +true+ if +U+, and hence +A+, is singular.
-
- def singular?
- @column_count.times do |j|
- if (@lu[j][j] == 0)
- return true
- end
- end
- false
- end
-
- # Returns the determinant of +A+, calculated efficiently
- # from the factorization.
-
- def det
- if (@row_count != @column_count)
- raise Matrix::ErrDimensionMismatch
- end
- d = @pivot_sign
- @column_count.times do |j|
- d *= @lu[j][j]
- end
- d
- end
- alias_method :determinant, :det
-
- # Returns +m+ so that <tt>A*m = b</tt>,
- # or equivalently so that <tt>L*U*m = P*b</tt>
- # +b+ can be a Matrix or a Vector
-
- def solve b
- if (singular?)
- raise Matrix::ErrNotRegular, "Matrix is singular."
- end
- if b.is_a? Matrix
- if (b.row_count != @row_count)
- raise Matrix::ErrDimensionMismatch
- end
-
- # Copy right hand side with pivoting
- nx = b.column_count
- m = @pivots.map{|row| b.row(row).to_a}
-
- # Solve L*Y = P*b
- @column_count.times do |k|
- (k+1).upto(@column_count-1) do |i|
- nx.times do |j|
- m[i][j] -= m[k][j]*@lu[i][k]
- end
- end
- end
- # Solve U*m = Y
- (@column_count-1).downto(0) do |k|
- nx.times do |j|
- m[k][j] = m[k][j].quo(@lu[k][k])
- end
- k.times do |i|
- nx.times do |j|
- m[i][j] -= m[k][j]*@lu[i][k]
- end
- end
- end
- Matrix.send :new, m, nx
- else # same algorithm, specialized for simpler case of a vector
- b = convert_to_array(b)
- if (b.size != @row_count)
- raise Matrix::ErrDimensionMismatch
- end
-
- # Copy right hand side with pivoting
- m = b.values_at(*@pivots)
-
- # Solve L*Y = P*b
- @column_count.times do |k|
- (k+1).upto(@column_count-1) do |i|
- m[i] -= m[k]*@lu[i][k]
- end
- end
- # Solve U*m = Y
- (@column_count-1).downto(0) do |k|
- m[k] = m[k].quo(@lu[k][k])
- k.times do |i|
- m[i] -= m[k]*@lu[i][k]
- end
- end
- Vector.elements(m, false)
- end
- end
-
- def initialize a
- raise TypeError, "Expected Matrix but got #{a.class}" unless a.is_a?(Matrix)
- # Use a "left-looking", dot-product, Crout/Doolittle algorithm.
- @lu = a.to_a
- @row_count = a.row_count
- @column_count = a.column_count
- @pivots = Array.new(@row_count)
- @row_count.times do |i|
- @pivots[i] = i
- end
- @pivot_sign = 1
- lu_col_j = Array.new(@row_count)
-
- # Outer loop.
-
- @column_count.times do |j|
-
- # Make a copy of the j-th column to localize references.
-
- @row_count.times do |i|
- lu_col_j[i] = @lu[i][j]
- end
-
- # Apply previous transformations.
-
- @row_count.times do |i|
- lu_row_i = @lu[i]
-
- # Most of the time is spent in the following dot product.
-
- kmax = [i, j].min
- s = 0
- kmax.times do |k|
- s += lu_row_i[k]*lu_col_j[k]
- end
-
- lu_row_i[j] = lu_col_j[i] -= s
- end
-
- # Find pivot and exchange if necessary.
-
- p = j
- (j+1).upto(@row_count-1) do |i|
- if (lu_col_j[i].abs > lu_col_j[p].abs)
- p = i
- end
- end
- if (p != j)
- @column_count.times do |k|
- t = @lu[p][k]; @lu[p][k] = @lu[j][k]; @lu[j][k] = t
- end
- k = @pivots[p]; @pivots[p] = @pivots[j]; @pivots[j] = k
- @pivot_sign = -@pivot_sign
- end
-
- # Compute multipliers.
-
- if (j < @row_count && @lu[j][j] != 0)
- (j+1).upto(@row_count-1) do |i|
- @lu[i][j] = @lu[i][j].quo(@lu[j][j])
- end
- end
- end
- end
- end
-end