Class TriangularSolver_FDRM
This contains algorithms for solving systems of equations where T is a
non-singular triangular matrix:
T*x = b
where x and b are vectors, and T is an n by n matrix. T can either be a lower or upper triangular matrix.
These functions are designed for use inside of other algorithms. To use them directly is dangerous since no sanity checks are performed.
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Constructor Summary
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Method Summary
Modifier and TypeMethodDescriptionstatic void
invertLower
(float[] L, float[] L_inv, int m) static void
invertLower
(float[] L, int m) Inverts a square lower triangular matrix: L = L-1static void
solveL
(float[] L, float[] b, int n) Solves for non-singular lower triangular matrices using forward substitution.static void
solveL
(float[] L, float[] b, int m, int n) L is a m by m matrix B is a m by n matrixstatic void
solveTranL
(float[] L, float[] b, int n) This is a forward substitution solver for non-singular lower triangular matrices.static void
solveU
(float[] U, float[] b, int n) This is a forward substitution solver for non-singular upper triangular matrices.static void
solveU
(float[] U, float[] b, int sideLength, int minRow, int maxRow) static void
solveU
(float[] U, int startU, int strideU, int widthU, float[] b, int startB, int strideB, int widthB) This is a forward substitution solver for non-singular upper triangular matrices which are a sub-matrix inside a larger.
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Constructor Details
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TriangularSolver_FDRM
public TriangularSolver_FDRM()
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Method Details
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invertLower
public static void invertLower(float[] L, int m) Inverts a square lower triangular matrix: L = L-1
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invertLower
public static void invertLower(float[] L, float[] L_inv, int m) -
solveL
public static void solveL(float[] L, float[] b, int n) Solves for non-singular lower triangular matrices using forward substitution.
b = L-1b
where b is a vector, L is an n by n matrix.
- Parameters:
L
- An n by n non-singular lower triangular matrix. Not modified.b
- A vector of length n. Modified.n
- The size of the matrices.
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solveL
public static void solveL(float[] L, float[] b, int m, int n) L is a m by m matrix B is a m by n matrix -
solveTranL
public static void solveTranL(float[] L, float[] b, int n) This is a forward substitution solver for non-singular lower triangular matrices.
b = (LT)-1b
where b is a vector, L is an n by n matrix.
L is a lower triangular matrix, but it comes up with a solution as if it was an upper triangular matrix that was computed by transposing L.
- Parameters:
L
- An n by n non-singular lower triangular matrix. Not modified.b
- A vector of length n. Modified.n
- The size of the matrices.
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solveU
public static void solveU(float[] U, float[] b, int n) This is a forward substitution solver for non-singular upper triangular matrices.
b = U-1b
where b is a vector, U is an n by n matrix.
- Parameters:
U
- An n by n non-singular upper triangular matrix. Not modified.b
- A vector of length n. Modified.n
- The size of the matrices.
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solveU
public static void solveU(float[] U, float[] b, int sideLength, int minRow, int maxRow) -
solveU
public static void solveU(float[] U, int startU, int strideU, int widthU, float[] b, int startB, int strideB, int widthB) This is a forward substitution solver for non-singular upper triangular matrices which are a sub-matrix inside a larger. The columns of 'b' are solved for individually
b = U-1b
where b is a matrix, U is an n by n matrix.
- Parameters:
U
- Matrix containing the upper triangle systemstartU
- Index of the first element in UstrideU
- stride between rowswidthU
- How wide the square matrix isb
- Matrix containing the solution to the system. Overwritten with the solution.startB
- Index of the first element in BstrideB
- stride between rowswidthB
- How wide the matrix is. Length is the same as U's width
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