Annotation of /trunk/gadget/ludecomposition.h

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1 :	agomez	1	#ifndef ludecomposition_h
2 :			#define ludecomposition_h
3 :
4 :			#include "doublematrix.h"
5 :
6 :			/**
7 :			* \class LUDecomposition
8 :			* \brief This is the class used to calculate a LU decomposition of a rectangular matrix to solve the matrix equation A = bx
9 :			*/
10 :			class LUDecomposition {
11 :			public:
12 :			/**
13 :			* \brief This is the default LUDecomposition constructor
14 :			*/
15 :			LUDecomposition() {};
16 :			/**
17 :			* \brief This is the LUDecomposition constructor for a given DoubleMatrix
18 :			* \param A is the DoubleMatrix that will be decomposed into a lower triangular matrix L and an upper triangular matrix U
19 :			*/
20 :			LUDecomposition(const DoubleMatrix& A);
21 :			/**
22 :			* \brief This is the default LUDecomposition destructor
23 :			*/
24 :			~LUDecomposition() {};
25 :			/**
26 :			* \brief This function will solve the matrix equation A = bx and return the resulting DoubleVector
27 :			* \param b is the DoubleVector that is to be used to solve the matrix equation A = bx
28 :			* \return x, the solution of the matrix equation A = bx
29 :			*/
30 :			DoubleVector Solve(const DoubleVector& b);
31 :			/**
32 :			* \brief This function will return the log of the determinate of the matrix
33 :			* \return logdet
34 :			*/
35 :			double getLogDet() { return logdet; };
36 :			/**
37 :			* \brief This function will return the flag to denote whether the algorithm will fail
38 :			* \return illegal
39 :			*/
40 :			int isIllegal() { return illegal; };
41 :			private:
42 :			/**
43 :			* \brief This is the lower triangular DoubleMatrix
44 :			*/
45 :			DoubleMatrix L;
46 :			/**
47 :			* \brief This is the upper triangular DoubleMatrix
48 :			*/
49 :			DoubleMatrix U;
50 :			/**
51 :			* \brief This is the log of the determinate of the matrix
52 :			*/
53 :			double logdet;
54 :			/**
55 :			* \brief This is the size of the matrix
56 :			*/
57 :			int size;
58 :			/**
59 :			* \brief This is the flag to denote that the matrix has a non-positive number of the diagonal which will cause the LUDecomposition algorithm to fail
60 :			*/
61 :			int illegal;
62 :			};
63 :
64 :			#endif

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