gctl_optimization/lib/optimization/lu.h

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2024-09-10 20:04:47 +08:00
/********************************************************
*
*
*
*
*
*
* Geophysical Computational Tools & Library (GCTL)
*
* Copyright (c) 2022 Yi Zhang (yizhang-geo@zju.edu.cn)
*
* GCTL is distributed under a dual licensing scheme. You can redistribute
* it and/or modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation, either version 2
* of the License, or (at your option) any later version. You should have
* received a copy of the GNU Lesser General Public License along with this
* program. If not, see <http://www.gnu.org/licenses/>.
*
* If the terms and conditions of the LGPL v.2. would prevent you from using
* the GCTL, please consider the option to obtain a commercial license for a
* fee. These licenses are offered by the GCTL's original author. As a rule,
* licenses are provided "as-is", unlimited in time for a one time fee. Please
* send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget
* to include some description of your company and the realm of its activities.
* Also add information on how to contact you by electronic and paper mail.
******************************************************/
#ifndef _GCTL_LU_H
#define _GCTL_LU_H
#include "gctl/core.h"
namespace gctl
{
/**
* @brief Lower/upper decomposition of matrix into a lower triangular matrix and a upper triangular matrix.
*
* @tparam T template type
*/
class lu
{
public:
lu(matrix<double> &sourceMatrix); // Matrix is decomposed in-place
virtual ~lu(){}
void decompose(); ///< Decomposition into triangular matrices. Return false if failed
void solve(const array<double>& b, array<double> &x); ///< solve for x in form Ax = b. A is the original input matrix.
protected:
lu(const lu&) = delete;
void operator=(const lu&) = delete;
matrix<double> &decomposedMatrix; // Output matrix after decomposition
array<int> rowPermutation; // Permutation of rows during pivoting
};
}
#endif // _GCTL_LU_H