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<?php |
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declare (strict_types=1); |
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namespace Np\linAlgb\decompositions; |
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use Np\matrix; |
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use Np\vector; |
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use Np\core\lapack; |
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use Np\exceptions\invalidArgumentException; |
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/** |
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* LU |
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* |
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* The LU decomposition is a factorization of a Matrix as the product of a |
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* lower and upper triangular matrix as well as a permutation matrix. |
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* |
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* @package Np |
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* @category Scientific Library |
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* @author ghost (Shubham Chaudhary) |
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* @email [email protected] |
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* @copyright (c) 2020-2021, Shubham Chaudhary |
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*/ |
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class lu { |
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/** |
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* |
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* @param matrix $m |
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* @return self |
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* @throws InvalidArgumentException |
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*/ |
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public static function factory(matrix $m): self { |
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if (!$m->isSquare()) { |
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throw new invalidArgumentException('Matrix must be given.'); |
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} |
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$ipiv = vector::factory($m->col, vector::INT); |
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$ar = $m->copy(); |
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$lp = lapack::getrf($ar, $ipiv); |
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if ($lp != 0) { |
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return null; |
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} |
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$l = matrix::factory($m->col, $m->col); |
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$u = matrix::factory($m->col, $m->col); |
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$p = matrix::factory($m->col, $m->col); |
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for ($i = 0; $i < $m->col; ++$i) { |
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for ($j = 0; $j < $i; ++$j) { |
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$l->data[$i * $m->col + $j] = $ar->data[$i * $m->col + $j]; |
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} |
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$l->data[$i * $m->col + $i] = 1.0; |
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for ($j = $i + 1; $j < $m->col; ++$j) { |
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$l->data[$i * $m->col + $j] = 0.0; |
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} |
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} |
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for ($i = 0; $i < $m->col; ++$i) { |
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for ($j = 0; $j < $i; ++$j) { |
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$u->data[$i * $m->col + $j] = 0.0; |
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} |
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for ($j = $i; $j < $m->col; ++$j) { |
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$u->data[$i * $m->col + $j] = $ar->data[$i * $m->col + $j]; |
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} |
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} |
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for ($i = 0; $i < $m->col; ++$i) { |
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for ($j = 0; $j < $m->col; ++$j) { |
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if ($j == $ipiv->data[$i] - 1) { |
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$p->data[$i * $m->col + $j] = 1; |
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} else { |
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$p->data[$i * $m->col + $j] = 0; |
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} |
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} |
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} |
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unset($ar); |
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unset($ipiv); |
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return new self($l, $u, $p); |
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} |
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/** |
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* |
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* @param matrix $l |
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* @param matrix $u |
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* @param matrix $p |
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*/ |
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protected function __construct(protected matrix $l, protected matrix $u, protected matrix $p) { |
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} |
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/** |
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* Return the lower triangular matrix. |
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* |
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* @return matrix |
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*/ |
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public function l(): matrix { |
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return $this->l; |
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} |
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/** |
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* Return the upper triangular matrix. |
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* |
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* @return matrix |
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*/ |
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public function u(): matrix { |
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return $this->u; |
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} |
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/** |
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* Return the permutation matrix. |
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* |
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* @return matrix |
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*/ |
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public function p(): matrix { |
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return $this->p; |
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} |
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} |
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