| <!DOCTYPE html><html lang="en"><head><meta charset="utf-8"><meta name="viewport" content="width=device-width, initial-scale=1.0"><meta name="generator" content="rustdoc"><meta name="description" content="Source of the Rust file `/root/.cargo/git/checkouts/rulinalg-309246e5a94bf5cf/1ed8b93/src/matrix/decomposition/lu.rs`."><meta name="keywords" content="rust, rustlang, rust-lang"><title>lu.rs - source</title><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../../SourceSerif4-Regular.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../../FiraSans-Regular.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../../FiraSans-Medium.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../../SourceCodePro-Regular.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../../SourceSerif4-Bold.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../../SourceCodePro-Semibold.ttf.woff2"><link rel="stylesheet" href="../../../../normalize.css"><link rel="stylesheet" href="../../../../rustdoc.css" id="mainThemeStyle"><link rel="stylesheet" href="../../../../ayu.css" disabled><link rel="stylesheet" href="../../../../dark.css" disabled><link rel="stylesheet" href="../../../../light.css" id="themeStyle"><script id="default-settings" ></script><script src="../../../../storage.js"></script><script defer src="../../../../source-script.js"></script><script defer src="../../../../source-files.js"></script><script defer src="../../../../main.js"></script><noscript><link rel="stylesheet" href="../../../../noscript.css"></noscript><link rel="alternate icon" type="image/png" href="../../../../favicon-16x16.png"><link rel="alternate icon" type="image/png" href="../../../../favicon-32x32.png"><link rel="icon" type="image/svg+xml" href="../../../../favicon.svg"></head><body class="rustdoc source"><!--[if lte IE 11]><div class="warning">This old browser is unsupported and will most likely display funky things.</div><![endif]--><nav class="sidebar"><a class="sidebar-logo" href="../../../../rulinalg/index.html"><div class="logo-container"><img class="rust-logo" src="../../../../rust-logo.svg" alt="logo"></div></a></nav><main><div class="width-limiter"><nav class="sub"><a class="sub-logo-container" href="../../../../rulinalg/index.html"><img class="rust-logo" src="../../../../rust-logo.svg" alt="logo"></a><form class="search-form"><div class="search-container"><span></span><input class="search-input" name="search" autocomplete="off" spellcheck="false" placeholder="Click or press ‘S’ to search, ‘?’ for more options…" type="search"><div id="help-button" title="help" tabindex="-1"><a href="../../../../help.html">?</a></div><div id="settings-menu" tabindex="-1"><a href="../../../../settings.html" title="settings"><img width="22" height="22" alt="Change settings" src="../../../../wheel.svg"></a></div></div></form></nav><section id="main-content" class="content"><div class="example-wrap"><pre class="src-line-numbers"><span id="1">1</span> |
| <span id="2">2</span> |
| <span id="3">3</span> |
| <span id="4">4</span> |
| <span id="5">5</span> |
| <span id="6">6</span> |
| <span id="7">7</span> |
| <span id="8">8</span> |
| <span id="9">9</span> |
| <span id="10">10</span> |
| <span id="11">11</span> |
| <span id="12">12</span> |
| <span id="13">13</span> |
| <span id="14">14</span> |
| <span id="15">15</span> |
| <span id="16">16</span> |
| <span id="17">17</span> |
| <span id="18">18</span> |
| <span id="19">19</span> |
| <span id="20">20</span> |
| <span id="21">21</span> |
| <span id="22">22</span> |
| <span id="23">23</span> |
| <span id="24">24</span> |
| <span id="25">25</span> |
| <span id="26">26</span> |
| <span id="27">27</span> |
| <span id="28">28</span> |
| <span id="29">29</span> |
| <span id="30">30</span> |
| <span id="31">31</span> |
| <span id="32">32</span> |
| <span id="33">33</span> |
| <span id="34">34</span> |
| <span id="35">35</span> |
| <span id="36">36</span> |
| <span id="37">37</span> |
| <span id="38">38</span> |
| <span id="39">39</span> |
| <span id="40">40</span> |
| <span id="41">41</span> |
| <span id="42">42</span> |
| <span id="43">43</span> |
| <span id="44">44</span> |
| <span id="45">45</span> |
| <span id="46">46</span> |
| <span id="47">47</span> |
| <span id="48">48</span> |
| <span id="49">49</span> |
| <span id="50">50</span> |
| <span id="51">51</span> |
| <span id="52">52</span> |
| <span id="53">53</span> |
| <span id="54">54</span> |
| <span id="55">55</span> |
| <span id="56">56</span> |
| <span id="57">57</span> |
| <span id="58">58</span> |
| <span id="59">59</span> |
| <span id="60">60</span> |
| <span id="61">61</span> |
| <span id="62">62</span> |
| <span id="63">63</span> |
| <span id="64">64</span> |
| <span id="65">65</span> |
| <span id="66">66</span> |
| <span id="67">67</span> |
| <span id="68">68</span> |
| <span id="69">69</span> |
| <span id="70">70</span> |
| <span id="71">71</span> |
| <span id="72">72</span> |
| <span id="73">73</span> |
| <span id="74">74</span> |
| <span id="75">75</span> |
| <span id="76">76</span> |
| <span id="77">77</span> |
| <span id="78">78</span> |
| <span id="79">79</span> |
| <span id="80">80</span> |
| <span id="81">81</span> |
| <span id="82">82</span> |
| <span id="83">83</span> |
| <span id="84">84</span> |
| <span id="85">85</span> |
| <span id="86">86</span> |
| <span id="87">87</span> |
| <span id="88">88</span> |
| <span id="89">89</span> |
| <span id="90">90</span> |
| <span id="91">91</span> |
| <span id="92">92</span> |
| <span id="93">93</span> |
| <span id="94">94</span> |
| <span id="95">95</span> |
| <span id="96">96</span> |
| <span id="97">97</span> |
| <span id="98">98</span> |
| <span id="99">99</span> |
| <span id="100">100</span> |
| <span id="101">101</span> |
| <span id="102">102</span> |
| <span id="103">103</span> |
| <span id="104">104</span> |
| <span id="105">105</span> |
| <span id="106">106</span> |
| <span id="107">107</span> |
| <span id="108">108</span> |
| <span id="109">109</span> |
| <span id="110">110</span> |
| <span id="111">111</span> |
| <span id="112">112</span> |
| <span id="113">113</span> |
| <span id="114">114</span> |
| <span id="115">115</span> |
| <span id="116">116</span> |
| <span id="117">117</span> |
| <span id="118">118</span> |
| <span id="119">119</span> |
| <span id="120">120</span> |
| <span id="121">121</span> |
| <span id="122">122</span> |
| <span id="123">123</span> |
| <span id="124">124</span> |
| <span id="125">125</span> |
| <span id="126">126</span> |
| <span id="127">127</span> |
| <span id="128">128</span> |
| <span id="129">129</span> |
| <span id="130">130</span> |
| <span id="131">131</span> |
| <span id="132">132</span> |
| <span id="133">133</span> |
| <span id="134">134</span> |
| <span id="135">135</span> |
| <span id="136">136</span> |
| <span id="137">137</span> |
| <span id="138">138</span> |
| <span id="139">139</span> |
| <span id="140">140</span> |
| <span id="141">141</span> |
| <span id="142">142</span> |
| <span id="143">143</span> |
| <span id="144">144</span> |
| <span id="145">145</span> |
| <span id="146">146</span> |
| <span id="147">147</span> |
| <span id="148">148</span> |
| <span id="149">149</span> |
| <span id="150">150</span> |
| <span id="151">151</span> |
| <span id="152">152</span> |
| <span id="153">153</span> |
| <span id="154">154</span> |
| <span id="155">155</span> |
| <span id="156">156</span> |
| <span id="157">157</span> |
| <span id="158">158</span> |
| <span id="159">159</span> |
| <span id="160">160</span> |
| <span id="161">161</span> |
| <span id="162">162</span> |
| <span id="163">163</span> |
| <span id="164">164</span> |
| <span id="165">165</span> |
| <span id="166">166</span> |
| <span id="167">167</span> |
| <span id="168">168</span> |
| <span id="169">169</span> |
| <span id="170">170</span> |
| <span id="171">171</span> |
| <span id="172">172</span> |
| <span id="173">173</span> |
| <span id="174">174</span> |
| <span id="175">175</span> |
| <span id="176">176</span> |
| <span id="177">177</span> |
| <span id="178">178</span> |
| <span id="179">179</span> |
| <span id="180">180</span> |
| <span id="181">181</span> |
| <span id="182">182</span> |
| <span id="183">183</span> |
| <span id="184">184</span> |
| <span id="185">185</span> |
| <span id="186">186</span> |
| <span id="187">187</span> |
| <span id="188">188</span> |
| <span id="189">189</span> |
| <span id="190">190</span> |
| <span id="191">191</span> |
| <span id="192">192</span> |
| <span id="193">193</span> |
| <span id="194">194</span> |
| <span id="195">195</span> |
| <span id="196">196</span> |
| <span id="197">197</span> |
| <span id="198">198</span> |
| <span id="199">199</span> |
| <span id="200">200</span> |
| <span id="201">201</span> |
| <span id="202">202</span> |
| <span id="203">203</span> |
| <span id="204">204</span> |
| <span id="205">205</span> |
| <span id="206">206</span> |
| <span id="207">207</span> |
| <span id="208">208</span> |
| <span id="209">209</span> |
| <span id="210">210</span> |
| <span id="211">211</span> |
| <span id="212">212</span> |
| <span id="213">213</span> |
| <span id="214">214</span> |
| <span id="215">215</span> |
| <span id="216">216</span> |
| <span id="217">217</span> |
| <span id="218">218</span> |
| <span id="219">219</span> |
| <span id="220">220</span> |
| <span id="221">221</span> |
| <span id="222">222</span> |
| <span id="223">223</span> |
| <span id="224">224</span> |
| <span id="225">225</span> |
| <span id="226">226</span> |
| <span id="227">227</span> |
| <span id="228">228</span> |
| <span id="229">229</span> |
| <span id="230">230</span> |
| <span id="231">231</span> |
| <span id="232">232</span> |
| <span id="233">233</span> |
| <span id="234">234</span> |
| <span id="235">235</span> |
| <span id="236">236</span> |
| <span id="237">237</span> |
| <span id="238">238</span> |
| <span id="239">239</span> |
| <span id="240">240</span> |
| <span id="241">241</span> |
| <span id="242">242</span> |
| <span id="243">243</span> |
| <span id="244">244</span> |
| <span id="245">245</span> |
| <span id="246">246</span> |
| <span id="247">247</span> |
| <span id="248">248</span> |
| <span id="249">249</span> |
| <span id="250">250</span> |
| <span id="251">251</span> |
| <span id="252">252</span> |
| <span id="253">253</span> |
| <span id="254">254</span> |
| <span id="255">255</span> |
| <span id="256">256</span> |
| <span id="257">257</span> |
| <span id="258">258</span> |
| <span id="259">259</span> |
| <span id="260">260</span> |
| <span id="261">261</span> |
| <span id="262">262</span> |
| <span id="263">263</span> |
| <span id="264">264</span> |
| <span id="265">265</span> |
| <span id="266">266</span> |
| <span id="267">267</span> |
| <span id="268">268</span> |
| <span id="269">269</span> |
| <span id="270">270</span> |
| <span id="271">271</span> |
| <span id="272">272</span> |
| <span id="273">273</span> |
| <span id="274">274</span> |
| <span id="275">275</span> |
| <span id="276">276</span> |
| <span id="277">277</span> |
| <span id="278">278</span> |
| <span id="279">279</span> |
| <span id="280">280</span> |
| <span id="281">281</span> |
| <span id="282">282</span> |
| <span id="283">283</span> |
| <span id="284">284</span> |
| <span id="285">285</span> |
| <span id="286">286</span> |
| <span id="287">287</span> |
| <span id="288">288</span> |
| <span id="289">289</span> |
| <span id="290">290</span> |
| <span id="291">291</span> |
| <span id="292">292</span> |
| <span id="293">293</span> |
| <span id="294">294</span> |
| <span id="295">295</span> |
| <span id="296">296</span> |
| <span id="297">297</span> |
| <span id="298">298</span> |
| <span id="299">299</span> |
| <span id="300">300</span> |
| <span id="301">301</span> |
| <span id="302">302</span> |
| <span id="303">303</span> |
| <span id="304">304</span> |
| <span id="305">305</span> |
| <span id="306">306</span> |
| <span id="307">307</span> |
| <span id="308">308</span> |
| <span id="309">309</span> |
| <span id="310">310</span> |
| <span id="311">311</span> |
| <span id="312">312</span> |
| <span id="313">313</span> |
| <span id="314">314</span> |
| <span id="315">315</span> |
| <span id="316">316</span> |
| <span id="317">317</span> |
| <span id="318">318</span> |
| <span id="319">319</span> |
| <span id="320">320</span> |
| <span id="321">321</span> |
| <span id="322">322</span> |
| <span id="323">323</span> |
| <span id="324">324</span> |
| <span id="325">325</span> |
| <span id="326">326</span> |
| <span id="327">327</span> |
| <span id="328">328</span> |
| <span id="329">329</span> |
| <span id="330">330</span> |
| <span id="331">331</span> |
| <span id="332">332</span> |
| <span id="333">333</span> |
| <span id="334">334</span> |
| <span id="335">335</span> |
| <span id="336">336</span> |
| <span id="337">337</span> |
| <span id="338">338</span> |
| <span id="339">339</span> |
| <span id="340">340</span> |
| <span id="341">341</span> |
| <span id="342">342</span> |
| <span id="343">343</span> |
| <span id="344">344</span> |
| <span id="345">345</span> |
| <span id="346">346</span> |
| <span id="347">347</span> |
| <span id="348">348</span> |
| <span id="349">349</span> |
| <span id="350">350</span> |
| <span id="351">351</span> |
| <span id="352">352</span> |
| <span id="353">353</span> |
| <span id="354">354</span> |
| <span id="355">355</span> |
| <span id="356">356</span> |
| <span id="357">357</span> |
| <span id="358">358</span> |
| <span id="359">359</span> |
| <span id="360">360</span> |
| <span id="361">361</span> |
| <span id="362">362</span> |
| <span id="363">363</span> |
| <span id="364">364</span> |
| <span id="365">365</span> |
| <span id="366">366</span> |
| <span id="367">367</span> |
| <span id="368">368</span> |
| <span id="369">369</span> |
| <span id="370">370</span> |
| <span id="371">371</span> |
| <span id="372">372</span> |
| <span id="373">373</span> |
| <span id="374">374</span> |
| <span id="375">375</span> |
| <span id="376">376</span> |
| <span id="377">377</span> |
| <span id="378">378</span> |
| <span id="379">379</span> |
| <span id="380">380</span> |
| <span id="381">381</span> |
| <span id="382">382</span> |
| <span id="383">383</span> |
| <span id="384">384</span> |
| <span id="385">385</span> |
| <span id="386">386</span> |
| <span id="387">387</span> |
| <span id="388">388</span> |
| <span id="389">389</span> |
| <span id="390">390</span> |
| <span id="391">391</span> |
| <span id="392">392</span> |
| <span id="393">393</span> |
| <span id="394">394</span> |
| <span id="395">395</span> |
| <span id="396">396</span> |
| <span id="397">397</span> |
| <span id="398">398</span> |
| <span id="399">399</span> |
| <span id="400">400</span> |
| <span id="401">401</span> |
| <span id="402">402</span> |
| <span id="403">403</span> |
| <span id="404">404</span> |
| <span id="405">405</span> |
| <span id="406">406</span> |
| <span id="407">407</span> |
| <span id="408">408</span> |
| <span id="409">409</span> |
| <span id="410">410</span> |
| <span id="411">411</span> |
| <span id="412">412</span> |
| <span id="413">413</span> |
| <span id="414">414</span> |
| <span id="415">415</span> |
| <span id="416">416</span> |
| <span id="417">417</span> |
| <span id="418">418</span> |
| <span id="419">419</span> |
| <span id="420">420</span> |
| <span id="421">421</span> |
| <span id="422">422</span> |
| <span id="423">423</span> |
| <span id="424">424</span> |
| <span id="425">425</span> |
| <span id="426">426</span> |
| <span id="427">427</span> |
| <span id="428">428</span> |
| <span id="429">429</span> |
| <span id="430">430</span> |
| <span id="431">431</span> |
| <span id="432">432</span> |
| <span id="433">433</span> |
| <span id="434">434</span> |
| <span id="435">435</span> |
| <span id="436">436</span> |
| <span id="437">437</span> |
| <span id="438">438</span> |
| <span id="439">439</span> |
| <span id="440">440</span> |
| <span id="441">441</span> |
| <span id="442">442</span> |
| <span id="443">443</span> |
| <span id="444">444</span> |
| <span id="445">445</span> |
| <span id="446">446</span> |
| <span id="447">447</span> |
| <span id="448">448</span> |
| <span id="449">449</span> |
| <span id="450">450</span> |
| <span id="451">451</span> |
| <span id="452">452</span> |
| <span id="453">453</span> |
| <span id="454">454</span> |
| <span id="455">455</span> |
| <span id="456">456</span> |
| <span id="457">457</span> |
| <span id="458">458</span> |
| <span id="459">459</span> |
| <span id="460">460</span> |
| <span id="461">461</span> |
| <span id="462">462</span> |
| <span id="463">463</span> |
| <span id="464">464</span> |
| <span id="465">465</span> |
| <span id="466">466</span> |
| <span id="467">467</span> |
| <span id="468">468</span> |
| <span id="469">469</span> |
| <span id="470">470</span> |
| <span id="471">471</span> |
| <span id="472">472</span> |
| <span id="473">473</span> |
| <span id="474">474</span> |
| <span id="475">475</span> |
| <span id="476">476</span> |
| <span id="477">477</span> |
| <span id="478">478</span> |
| <span id="479">479</span> |
| <span id="480">480</span> |
| <span id="481">481</span> |
| <span id="482">482</span> |
| <span id="483">483</span> |
| <span id="484">484</span> |
| <span id="485">485</span> |
| <span id="486">486</span> |
| <span id="487">487</span> |
| <span id="488">488</span> |
| <span id="489">489</span> |
| <span id="490">490</span> |
| <span id="491">491</span> |
| <span id="492">492</span> |
| <span id="493">493</span> |
| <span id="494">494</span> |
| <span id="495">495</span> |
| <span id="496">496</span> |
| <span id="497">497</span> |
| <span id="498">498</span> |
| <span id="499">499</span> |
| <span id="500">500</span> |
| <span id="501">501</span> |
| <span id="502">502</span> |
| <span id="503">503</span> |
| <span id="504">504</span> |
| <span id="505">505</span> |
| <span id="506">506</span> |
| <span id="507">507</span> |
| <span id="508">508</span> |
| <span id="509">509</span> |
| <span id="510">510</span> |
| <span id="511">511</span> |
| <span id="512">512</span> |
| <span id="513">513</span> |
| <span id="514">514</span> |
| <span id="515">515</span> |
| <span id="516">516</span> |
| <span id="517">517</span> |
| <span id="518">518</span> |
| <span id="519">519</span> |
| <span id="520">520</span> |
| <span id="521">521</span> |
| <span id="522">522</span> |
| <span id="523">523</span> |
| <span id="524">524</span> |
| <span id="525">525</span> |
| <span id="526">526</span> |
| <span id="527">527</span> |
| <span id="528">528</span> |
| <span id="529">529</span> |
| <span id="530">530</span> |
| <span id="531">531</span> |
| <span id="532">532</span> |
| <span id="533">533</span> |
| <span id="534">534</span> |
| <span id="535">535</span> |
| <span id="536">536</span> |
| <span id="537">537</span> |
| <span id="538">538</span> |
| <span id="539">539</span> |
| <span id="540">540</span> |
| <span id="541">541</span> |
| <span id="542">542</span> |
| <span id="543">543</span> |
| <span id="544">544</span> |
| <span id="545">545</span> |
| <span id="546">546</span> |
| <span id="547">547</span> |
| <span id="548">548</span> |
| <span id="549">549</span> |
| <span id="550">550</span> |
| <span id="551">551</span> |
| <span id="552">552</span> |
| <span id="553">553</span> |
| <span id="554">554</span> |
| <span id="555">555</span> |
| <span id="556">556</span> |
| <span id="557">557</span> |
| <span id="558">558</span> |
| <span id="559">559</span> |
| <span id="560">560</span> |
| <span id="561">561</span> |
| <span id="562">562</span> |
| <span id="563">563</span> |
| <span id="564">564</span> |
| <span id="565">565</span> |
| <span id="566">566</span> |
| <span id="567">567</span> |
| <span id="568">568</span> |
| <span id="569">569</span> |
| <span id="570">570</span> |
| <span id="571">571</span> |
| <span id="572">572</span> |
| <span id="573">573</span> |
| <span id="574">574</span> |
| <span id="575">575</span> |
| <span id="576">576</span> |
| <span id="577">577</span> |
| <span id="578">578</span> |
| <span id="579">579</span> |
| <span id="580">580</span> |
| <span id="581">581</span> |
| <span id="582">582</span> |
| <span id="583">583</span> |
| <span id="584">584</span> |
| <span id="585">585</span> |
| <span id="586">586</span> |
| <span id="587">587</span> |
| <span id="588">588</span> |
| <span id="589">589</span> |
| <span id="590">590</span> |
| <span id="591">591</span> |
| <span id="592">592</span> |
| <span id="593">593</span> |
| <span id="594">594</span> |
| <span id="595">595</span> |
| <span id="596">596</span> |
| <span id="597">597</span> |
| <span id="598">598</span> |
| <span id="599">599</span> |
| <span id="600">600</span> |
| <span id="601">601</span> |
| <span id="602">602</span> |
| <span id="603">603</span> |
| <span id="604">604</span> |
| <span id="605">605</span> |
| <span id="606">606</span> |
| <span id="607">607</span> |
| <span id="608">608</span> |
| <span id="609">609</span> |
| <span id="610">610</span> |
| <span id="611">611</span> |
| <span id="612">612</span> |
| <span id="613">613</span> |
| <span id="614">614</span> |
| <span id="615">615</span> |
| <span id="616">616</span> |
| <span id="617">617</span> |
| <span id="618">618</span> |
| <span id="619">619</span> |
| <span id="620">620</span> |
| <span id="621">621</span> |
| <span id="622">622</span> |
| <span id="623">623</span> |
| <span id="624">624</span> |
| <span id="625">625</span> |
| <span id="626">626</span> |
| <span id="627">627</span> |
| <span id="628">628</span> |
| <span id="629">629</span> |
| <span id="630">630</span> |
| <span id="631">631</span> |
| <span id="632">632</span> |
| <span id="633">633</span> |
| <span id="634">634</span> |
| <span id="635">635</span> |
| <span id="636">636</span> |
| <span id="637">637</span> |
| <span id="638">638</span> |
| <span id="639">639</span> |
| <span id="640">640</span> |
| <span id="641">641</span> |
| <span id="642">642</span> |
| <span id="643">643</span> |
| <span id="644">644</span> |
| <span id="645">645</span> |
| <span id="646">646</span> |
| <span id="647">647</span> |
| <span id="648">648</span> |
| <span id="649">649</span> |
| <span id="650">650</span> |
| <span id="651">651</span> |
| <span id="652">652</span> |
| <span id="653">653</span> |
| <span id="654">654</span> |
| <span id="655">655</span> |
| <span id="656">656</span> |
| <span id="657">657</span> |
| <span id="658">658</span> |
| <span id="659">659</span> |
| <span id="660">660</span> |
| <span id="661">661</span> |
| <span id="662">662</span> |
| <span id="663">663</span> |
| <span id="664">664</span> |
| <span id="665">665</span> |
| <span id="666">666</span> |
| <span id="667">667</span> |
| <span id="668">668</span> |
| <span id="669">669</span> |
| <span id="670">670</span> |
| <span id="671">671</span> |
| <span id="672">672</span> |
| <span id="673">673</span> |
| <span id="674">674</span> |
| <span id="675">675</span> |
| <span id="676">676</span> |
| <span id="677">677</span> |
| <span id="678">678</span> |
| <span id="679">679</span> |
| <span id="680">680</span> |
| <span id="681">681</span> |
| <span id="682">682</span> |
| <span id="683">683</span> |
| <span id="684">684</span> |
| <span id="685">685</span> |
| <span id="686">686</span> |
| <span id="687">687</span> |
| <span id="688">688</span> |
| <span id="689">689</span> |
| <span id="690">690</span> |
| <span id="691">691</span> |
| <span id="692">692</span> |
| <span id="693">693</span> |
| <span id="694">694</span> |
| <span id="695">695</span> |
| <span id="696">696</span> |
| <span id="697">697</span> |
| <span id="698">698</span> |
| <span id="699">699</span> |
| <span id="700">700</span> |
| <span id="701">701</span> |
| <span id="702">702</span> |
| <span id="703">703</span> |
| <span id="704">704</span> |
| <span id="705">705</span> |
| <span id="706">706</span> |
| <span id="707">707</span> |
| <span id="708">708</span> |
| <span id="709">709</span> |
| <span id="710">710</span> |
| <span id="711">711</span> |
| <span id="712">712</span> |
| <span id="713">713</span> |
| <span id="714">714</span> |
| <span id="715">715</span> |
| <span id="716">716</span> |
| <span id="717">717</span> |
| <span id="718">718</span> |
| <span id="719">719</span> |
| <span id="720">720</span> |
| <span id="721">721</span> |
| <span id="722">722</span> |
| <span id="723">723</span> |
| <span id="724">724</span> |
| <span id="725">725</span> |
| <span id="726">726</span> |
| <span id="727">727</span> |
| <span id="728">728</span> |
| <span id="729">729</span> |
| <span id="730">730</span> |
| <span id="731">731</span> |
| <span id="732">732</span> |
| <span id="733">733</span> |
| <span id="734">734</span> |
| <span id="735">735</span> |
| <span id="736">736</span> |
| <span id="737">737</span> |
| <span id="738">738</span> |
| <span id="739">739</span> |
| <span id="740">740</span> |
| <span id="741">741</span> |
| <span id="742">742</span> |
| <span id="743">743</span> |
| <span id="744">744</span> |
| <span id="745">745</span> |
| <span id="746">746</span> |
| <span id="747">747</span> |
| <span id="748">748</span> |
| <span id="749">749</span> |
| <span id="750">750</span> |
| <span id="751">751</span> |
| <span id="752">752</span> |
| <span id="753">753</span> |
| <span id="754">754</span> |
| <span id="755">755</span> |
| <span id="756">756</span> |
| <span id="757">757</span> |
| <span id="758">758</span> |
| <span id="759">759</span> |
| <span id="760">760</span> |
| <span id="761">761</span> |
| <span id="762">762</span> |
| <span id="763">763</span> |
| <span id="764">764</span> |
| <span id="765">765</span> |
| <span id="766">766</span> |
| <span id="767">767</span> |
| <span id="768">768</span> |
| <span id="769">769</span> |
| <span id="770">770</span> |
| <span id="771">771</span> |
| <span id="772">772</span> |
| <span id="773">773</span> |
| <span id="774">774</span> |
| <span id="775">775</span> |
| <span id="776">776</span> |
| <span id="777">777</span> |
| <span id="778">778</span> |
| <span id="779">779</span> |
| <span id="780">780</span> |
| <span id="781">781</span> |
| <span id="782">782</span> |
| <span id="783">783</span> |
| <span id="784">784</span> |
| <span id="785">785</span> |
| <span id="786">786</span> |
| <span id="787">787</span> |
| <span id="788">788</span> |
| <span id="789">789</span> |
| <span id="790">790</span> |
| <span id="791">791</span> |
| <span id="792">792</span> |
| <span id="793">793</span> |
| <span id="794">794</span> |
| <span id="795">795</span> |
| <span id="796">796</span> |
| <span id="797">797</span> |
| <span id="798">798</span> |
| <span id="799">799</span> |
| <span id="800">800</span> |
| <span id="801">801</span> |
| <span id="802">802</span> |
| <span id="803">803</span> |
| <span id="804">804</span> |
| <span id="805">805</span> |
| <span id="806">806</span> |
| <span id="807">807</span> |
| <span id="808">808</span> |
| <span id="809">809</span> |
| <span id="810">810</span> |
| <span id="811">811</span> |
| <span id="812">812</span> |
| <span id="813">813</span> |
| <span id="814">814</span> |
| <span id="815">815</span> |
| <span id="816">816</span> |
| <span id="817">817</span> |
| <span id="818">818</span> |
| <span id="819">819</span> |
| <span id="820">820</span> |
| <span id="821">821</span> |
| <span id="822">822</span> |
| <span id="823">823</span> |
| <span id="824">824</span> |
| <span id="825">825</span> |
| <span id="826">826</span> |
| <span id="827">827</span> |
| <span id="828">828</span> |
| <span id="829">829</span> |
| <span id="830">830</span> |
| <span id="831">831</span> |
| <span id="832">832</span> |
| <span id="833">833</span> |
| <span id="834">834</span> |
| <span id="835">835</span> |
| <span id="836">836</span> |
| <span id="837">837</span> |
| <span id="838">838</span> |
| <span id="839">839</span> |
| <span id="840">840</span> |
| <span id="841">841</span> |
| <span id="842">842</span> |
| <span id="843">843</span> |
| <span id="844">844</span> |
| <span id="845">845</span> |
| <span id="846">846</span> |
| <span id="847">847</span> |
| <span id="848">848</span> |
| <span id="849">849</span> |
| <span id="850">850</span> |
| <span id="851">851</span> |
| <span id="852">852</span> |
| <span id="853">853</span> |
| <span id="854">854</span> |
| <span id="855">855</span> |
| <span id="856">856</span> |
| <span id="857">857</span> |
| <span id="858">858</span> |
| <span id="859">859</span> |
| <span id="860">860</span> |
| <span id="861">861</span> |
| <span id="862">862</span> |
| <span id="863">863</span> |
| <span id="864">864</span> |
| <span id="865">865</span> |
| <span id="866">866</span> |
| <span id="867">867</span> |
| <span id="868">868</span> |
| <span id="869">869</span> |
| <span id="870">870</span> |
| <span id="871">871</span> |
| <span id="872">872</span> |
| <span id="873">873</span> |
| <span id="874">874</span> |
| <span id="875">875</span> |
| <span id="876">876</span> |
| <span id="877">877</span> |
| <span id="878">878</span> |
| <span id="879">879</span> |
| <span id="880">880</span> |
| <span id="881">881</span> |
| <span id="882">882</span> |
| <span id="883">883</span> |
| <span id="884">884</span> |
| <span id="885">885</span> |
| <span id="886">886</span> |
| <span id="887">887</span> |
| <span id="888">888</span> |
| <span id="889">889</span> |
| <span id="890">890</span> |
| <span id="891">891</span> |
| <span id="892">892</span> |
| <span id="893">893</span> |
| <span id="894">894</span> |
| <span id="895">895</span> |
| <span id="896">896</span> |
| <span id="897">897</span> |
| <span id="898">898</span> |
| <span id="899">899</span> |
| <span id="900">900</span> |
| <span id="901">901</span> |
| <span id="902">902</span> |
| <span id="903">903</span> |
| <span id="904">904</span> |
| <span id="905">905</span> |
| <span id="906">906</span> |
| <span id="907">907</span> |
| <span id="908">908</span> |
| <span id="909">909</span> |
| <span id="910">910</span> |
| <span id="911">911</span> |
| <span id="912">912</span> |
| <span id="913">913</span> |
| <span id="914">914</span> |
| <span id="915">915</span> |
| <span id="916">916</span> |
| <span id="917">917</span> |
| <span id="918">918</span> |
| <span id="919">919</span> |
| <span id="920">920</span> |
| <span id="921">921</span> |
| <span id="922">922</span> |
| <span id="923">923</span> |
| <span id="924">924</span> |
| <span id="925">925</span> |
| <span id="926">926</span> |
| <span id="927">927</span> |
| <span id="928">928</span> |
| <span id="929">929</span> |
| <span id="930">930</span> |
| <span id="931">931</span> |
| <span id="932">932</span> |
| <span id="933">933</span> |
| <span id="934">934</span> |
| <span id="935">935</span> |
| <span id="936">936</span> |
| <span id="937">937</span> |
| <span id="938">938</span> |
| <span id="939">939</span> |
| <span id="940">940</span> |
| <span id="941">941</span> |
| <span id="942">942</span> |
| <span id="943">943</span> |
| <span id="944">944</span> |
| <span id="945">945</span> |
| <span id="946">946</span> |
| <span id="947">947</span> |
| <span id="948">948</span> |
| <span id="949">949</span> |
| <span id="950">950</span> |
| <span id="951">951</span> |
| <span id="952">952</span> |
| <span id="953">953</span> |
| <span id="954">954</span> |
| <span id="955">955</span> |
| <span id="956">956</span> |
| <span id="957">957</span> |
| <span id="958">958</span> |
| <span id="959">959</span> |
| <span id="960">960</span> |
| <span id="961">961</span> |
| <span id="962">962</span> |
| <span id="963">963</span> |
| <span id="964">964</span> |
| <span id="965">965</span> |
| <span id="966">966</span> |
| <span id="967">967</span> |
| <span id="968">968</span> |
| <span id="969">969</span> |
| <span id="970">970</span> |
| <span id="971">971</span> |
| <span id="972">972</span> |
| <span id="973">973</span> |
| <span id="974">974</span> |
| <span id="975">975</span> |
| <span id="976">976</span> |
| <span id="977">977</span> |
| <span id="978">978</span> |
| <span id="979">979</span> |
| <span id="980">980</span> |
| <span id="981">981</span> |
| <span id="982">982</span> |
| <span id="983">983</span> |
| <span id="984">984</span> |
| <span id="985">985</span> |
| <span id="986">986</span> |
| <span id="987">987</span> |
| <span id="988">988</span> |
| <span id="989">989</span> |
| <span id="990">990</span> |
| <span id="991">991</span> |
| <span id="992">992</span> |
| <span id="993">993</span> |
| <span id="994">994</span> |
| <span id="995">995</span> |
| <span id="996">996</span> |
| <span id="997">997</span> |
| <span id="998">998</span> |
| <span id="999">999</span> |
| <span id="1000">1000</span> |
| <span id="1001">1001</span> |
| <span id="1002">1002</span> |
| <span id="1003">1003</span> |
| <span id="1004">1004</span> |
| <span id="1005">1005</span> |
| <span id="1006">1006</span> |
| <span id="1007">1007</span> |
| <span id="1008">1008</span> |
| <span id="1009">1009</span> |
| <span id="1010">1010</span> |
| <span id="1011">1011</span> |
| <span id="1012">1012</span> |
| <span id="1013">1013</span> |
| <span id="1014">1014</span> |
| <span id="1015">1015</span> |
| <span id="1016">1016</span> |
| <span id="1017">1017</span> |
| <span id="1018">1018</span> |
| <span id="1019">1019</span> |
| </pre><pre class="rust"><code><span class="kw">use </span>matrix::{Matrix, BaseMatrix, BaseMatrixMut}; |
| <span class="kw">use </span>matrix::{back_substitution}; |
| <span class="kw">use </span>matrix::PermutationMatrix; |
| <span class="kw">use </span>vector::Vector; |
| <span class="kw">use </span>error::{Error, ErrorKind}; |
| |
| <span class="kw">use </span>std::any::Any; |
| <span class="kw">use </span>std::cmp; |
| |
| <span class="kw">use </span>libnum::{Float, Zero, One}; |
| |
| <span class="kw">use </span>matrix::decomposition::Decomposition; |
| |
| <span class="doccomment">/// Result of unpacking an instance of |
| /// [PartialPivLu](struct.PartialPivLu.html). |
| </span><span class="attribute">#[derive(Debug, Clone)] |
| </span><span class="kw">pub struct </span>LUP<T> { |
| <span class="doccomment">/// The lower triangular matrix in the decomposition. |
| </span><span class="kw">pub </span>l: Matrix<T>, |
| <span class="doccomment">/// The upper triangular matrix in the decomposition. |
| </span><span class="kw">pub </span>u: Matrix<T>, |
| <span class="doccomment">/// The permutation matrix in the decomposition. |
| </span><span class="kw">pub </span>p: PermutationMatrix<T> |
| } |
| |
| <span class="doccomment">/// LU decomposition with partial pivoting. |
| /// |
| /// For any square matrix A, there exist a permutation matrix |
| /// `P`, a lower triangular matrix `L` and an upper triangular |
| /// matrix `U` such that |
| /// |
| /// ```text |
| /// PA = LU. |
| /// ``` |
| /// |
| /// However, due to the way partial pivoting algorithms work, |
| /// LU decomposition with partial pivoting is in general |
| /// *only numerically stable for well-conditioned invertible matrices*. |
| /// |
| /// That said, partial pivoting is sufficient in the vast majority |
| /// of practical applications, and it is also the fastest of the |
| /// pivoting schemes in existence. |
| /// |
| /// |
| /// # Applications |
| /// |
| /// Given a matrix `x`, computing the LU(P) decomposition is simple: |
| /// |
| /// ``` |
| /// use rulinalg::matrix::decomposition::{PartialPivLu, LUP, Decomposition}; |
| /// use rulinalg::matrix::Matrix; |
| /// |
| /// let x = Matrix::<f64>::identity(4); |
| /// |
| /// // The matrix is consumed and its memory |
| /// // re-purposed for the decomposition |
| /// let lu = PartialPivLu::decompose(x).expect("Matrix is invertible."); |
| /// |
| /// // See below for applications |
| /// // ... |
| /// |
| /// // The factors L, U and P can be obtained by unpacking the |
| /// // decomposition, for example by destructuring as seen here |
| /// let LUP { l, u, p } = lu.unpack(); |
| /// |
| /// ``` |
| /// |
| /// ## Solving linear systems |
| /// |
| /// Arguably the most common use case of LU decomposition |
| /// is the computation of solutions to (multiple) linear systems |
| /// that share the same coefficient matrix. |
| /// |
| /// ``` |
| /// # #[macro_use] extern crate rulinalg; |
| /// # use rulinalg::matrix::decomposition::PartialPivLu; |
| /// # use rulinalg::matrix::Matrix; |
| /// # fn main() { |
| /// # let x = Matrix::identity(4); |
| /// # let lu = PartialPivLu::decompose(x).unwrap(); |
| /// let b = vector![3.0, 4.0, 2.0, 1.0]; |
| /// let y = lu.solve(b) |
| /// .expect("Matrix is invertible."); |
| /// assert_vector_eq!(y, vector![3.0, 4.0, 2.0, 1.0], comp = float); |
| /// |
| /// // We can efficiently solve multiple such systems |
| /// let c = vector![0.0, 0.0, 0.0, 0.0]; |
| /// let z = lu.solve(c).unwrap(); |
| /// assert_vector_eq!(z, vector![0.0, 0.0, 0.0, 0.0], comp = float); |
| /// # } |
| /// ``` |
| /// |
| /// ## Computing the inverse of a matrix |
| /// |
| /// The LU decomposition provides a convenient way to obtain |
| /// the inverse of the decomposed matrix. However, please keep |
| /// in mind that explicitly computing the inverse of a matrix |
| /// is *usually* a bad idea. In many cases, one might instead simply |
| /// solve multiple systems using `solve`. |
| /// |
| /// For example, a common misconception is that when one needs |
| /// to solve multiple linear systems `Ax = b` for different `b`, |
| /// one should pre-compute the inverse of the matrix for efficiency. |
| /// In fact, this is practically never a good idea! A far more efficient |
| /// and accurate method is to perform the LU decomposition once, and |
| /// then solve each system as shown in the examples of the previous |
| /// subsection. |
| /// |
| /// That said, there are definitely cases where an explicit inverse is |
| /// needed. In these cases, the inverse can easily be obtained |
| /// through the `inverse()` method. |
| /// |
| /// # Computing the determinant of a matrix |
| /// |
| /// Once the LU decomposition has been obtained, computing |
| /// the determinant of the decomposed matrix is a very cheap |
| /// operation. |
| /// |
| /// ``` |
| /// # #[macro_use] extern crate rulinalg; |
| /// # use rulinalg::matrix::decomposition::PartialPivLu; |
| /// # use rulinalg::matrix::Matrix; |
| /// # fn main() { |
| /// # let x = Matrix::<f64>::identity(4); |
| /// # let lu = PartialPivLu::decompose(x).unwrap(); |
| /// assert_eq!(lu.det(), 1.0); |
| /// # } |
| /// ``` |
| </span><span class="attribute">#[derive(Debug, Clone)] |
| </span><span class="kw">pub struct </span>PartialPivLu<T> { |
| lu: Matrix<T>, |
| p: PermutationMatrix<T> |
| } |
| |
| <span class="kw">impl</span><T: Clone + One + Zero> Decomposition <span class="kw">for </span>PartialPivLu<T> { |
| <span class="kw">type </span>Factors = LUP<T>; |
| |
| <span class="kw">fn </span>unpack(<span class="self">self</span>) -> LUP<T> { |
| <span class="kw">use </span>internal_utils::nullify_lower_triangular_part; |
| <span class="kw">let </span>l = unit_lower_triangular_part(<span class="kw-2">&</span><span class="self">self</span>.lu); |
| <span class="kw">let </span><span class="kw-2">mut </span>u = <span class="self">self</span>.lu; |
| nullify_lower_triangular_part(<span class="kw-2">&mut </span>u); |
| |
| LUP { |
| l: l, |
| u: u, |
| p: <span class="self">self</span>.p |
| } |
| } |
| } |
| |
| <span class="kw">impl</span><T: <span class="lifetime">'static </span>+ Float> PartialPivLu<T> { |
| <span class="doccomment">/// Performs the decomposition. |
| /// |
| /// # Panics |
| /// |
| /// The matrix must be square. |
| /// |
| /// # Errors |
| /// |
| /// An error will be returned if the matrix |
| /// is singular to working precision (badly conditioned). |
| </span><span class="kw">pub fn </span>decompose(matrix: Matrix<T>) -> <span class="prelude-ty">Result</span><<span class="self">Self</span>, Error> { |
| <span class="kw">let </span>n = matrix.cols; |
| <span class="macro">assert!</span>(matrix.rows == n, <span class="string">"Matrix must be square for LU decomposition."</span>); |
| <span class="kw">let </span><span class="kw-2">mut </span>lu = matrix; |
| <span class="kw">let </span><span class="kw-2">mut </span>p = PermutationMatrix::identity(n); |
| |
| <span class="kw">for </span>index <span class="kw">in </span><span class="number">0</span>..n { |
| <span class="kw">let </span><span class="kw-2">mut </span>curr_max_idx = index; |
| <span class="kw">let </span><span class="kw-2">mut </span>curr_max = lu[[curr_max_idx, curr_max_idx]]; |
| |
| <span class="kw">for </span>i <span class="kw">in </span>(curr_max_idx+<span class="number">1</span>)..n { |
| <span class="kw">if </span>lu[[i, index]].abs() > curr_max.abs() { |
| curr_max = lu[[i, index]]; |
| curr_max_idx = i; |
| } |
| } |
| <span class="kw">if </span>curr_max.abs() < T::epsilon() { |
| <span class="kw">return </span><span class="prelude-val">Err</span>(Error::new(ErrorKind::DivByZero, |
| <span class="string">"The matrix is too ill-conditioned for |
| LU decomposition with partial pivoting."</span>)); |
| } |
| |
| lu.swap_rows(index, curr_max_idx); |
| p.swap_rows(index, curr_max_idx); |
| |
| gaussian_elimination(<span class="kw-2">&mut </span>lu, index); |
| } |
| <span class="prelude-val">Ok</span>(PartialPivLu { |
| lu: lu, |
| p: p.inverse() |
| }) |
| } |
| } |
| |
| <span class="comment">// TODO: Remove Any bound (cannot for the time being, since |
| // back substitution uses Any bound) |
| </span><span class="kw">impl</span><T> PartialPivLu<T> <span class="kw">where </span>T: Any + Float { |
| <span class="doccomment">/// Solves the linear system `Ax = b`. |
| /// |
| /// Here, `A` is the decomposed matrix satisfying |
| /// `PA = LU`. Note that this method is particularly |
| /// well suited to solving multiple such linear systems |
| /// involving the same `A` but different `b`. |
| /// |
| /// # Errors |
| /// |
| /// If the matrix is very ill-conditioned, the function |
| /// might fail to obtain the solution to the system. |
| /// |
| /// # Panics |
| /// |
| /// The right-hand side vector `b` must have compatible size. |
| /// |
| /// # Examples |
| /// |
| /// ``` |
| /// # #[macro_use] extern crate rulinalg; |
| /// # use rulinalg::matrix::decomposition::PartialPivLu; |
| /// # use rulinalg::matrix::Matrix; |
| /// # fn main() { |
| /// let x = Matrix::identity(4); |
| /// let lu = PartialPivLu::decompose(x).unwrap(); |
| /// let b = vector![3.0, 4.0, 2.0, 1.0]; |
| /// let y = lu.solve(b) |
| /// .expect("Matrix is invertible."); |
| /// assert_vector_eq!(y, vector![3.0, 4.0, 2.0, 1.0], comp = float); |
| /// # } |
| /// ``` |
| </span><span class="kw">pub fn </span>solve(<span class="kw-2">&</span><span class="self">self</span>, b: Vector<T>) -> <span class="prelude-ty">Result</span><Vector<T>, Error> { |
| <span class="macro">assert!</span>(b.size() == <span class="self">self</span>.lu.rows(), |
| <span class="string">"Right-hand side vector must have compatible size."</span>); |
| <span class="comment">// Note that applying p here implicitly incurs a clone. |
| // TODO: Is it possible to avoid the clone somehow? |
| // To my knowledge, applying a permutation matrix |
| // in-place in O(n) time requires O(n) storage for bookkeeping. |
| // However, we might be able to get by with something like |
| // O(n log n) for the permutation as the forward/backward |
| // substitution algorithms are O(n^2), if this helps us |
| // avoid the memory overhead. |
| </span><span class="kw">let </span>b = lu_forward_substitution(<span class="kw-2">&</span><span class="self">self</span>.lu, <span class="kw-2">&</span><span class="self">self</span>.p * b); |
| back_substitution(<span class="kw-2">&</span><span class="self">self</span>.lu, b) |
| } |
| |
| <span class="doccomment">/// Computes the inverse of the matrix which this LUP decomposition |
| /// represents. |
| /// |
| /// # Errors |
| /// The inversion might fail if the matrix is very ill-conditioned. |
| </span><span class="kw">pub fn </span>inverse(<span class="kw-2">&</span><span class="self">self</span>) -> <span class="prelude-ty">Result</span><Matrix<T>, Error> { |
| <span class="kw">let </span>n = <span class="self">self</span>.lu.rows(); |
| <span class="kw">let </span><span class="kw-2">mut </span>inv = Matrix::zeros(n, n); |
| <span class="kw">let </span><span class="kw-2">mut </span>e = Vector::zeros(n); |
| |
| <span class="comment">// To compute the inverse of a matrix A, note that |
| // we can simply solve the system |
| // AX = I, |
| // where X is the inverse of A, and I is the identity |
| // matrix of appropriate dimension. |
| // |
| // Note that this is not optimal in terms of performance, |
| // and there is likely significant potential for improvement. |
| // |
| // A more performant technique is usually to compute the |
| // triangular inverse of each of the L and U triangular matrices, |
| // but this again requires efficient algorithms (blocked/recursive) |
| // to invert triangular matrices, which at this point |
| // we do not have available. |
| |
| // Solve for each column of the inverse matrix |
| </span><span class="kw">for </span>i <span class="kw">in </span><span class="number">0 </span>.. n { |
| e[i] = T::one(); |
| |
| <span class="kw">let </span>col = <span class="macro">try!</span>(<span class="self">self</span>.solve(e)); |
| |
| <span class="kw">for </span>j <span class="kw">in </span><span class="number">0 </span>.. n { |
| inv[[j, i]] = col[j]; |
| } |
| |
| e = col.apply(<span class="kw-2">&</span>|<span class="kw">_</span>| T::zero()); |
| } |
| |
| <span class="prelude-val">Ok</span>(inv) |
| } |
| |
| <span class="doccomment">/// Computes the determinant of the decomposed matrix. |
| /// |
| /// Note that the determinant of an empty matrix is considered |
| /// to be equal to 1. |
| </span><span class="kw">pub fn </span>det(<span class="kw-2">&</span><span class="self">self</span>) -> T { |
| <span class="comment">// Recall that the determinant of a triangular matrix |
| // is the product of its diagonal entries. Also, |
| // the determinant of L is implicitly 1. |
| </span><span class="kw">let </span>u_det = <span class="self">self</span>.lu.diag().fold(T::one(), |x, <span class="kw-2">&</span>y| x * y); |
| <span class="comment">// Note that the determinant of P is equal to the |
| // determinant of P^T, so we don't have to invert it |
| </span><span class="kw">let </span>p_det = <span class="self">self</span>.p.clone().det(); |
| p_det * u_det |
| } |
| } |
| |
| <span class="doccomment">/// Result of unpacking an instance of |
| /// [FullPivLu](struct.FullPivLu.html). |
| /// |
| /// PAQ = LU |
| </span><span class="attribute">#[derive(Debug, Clone)] |
| </span><span class="kw">pub struct </span>LUPQ<T> { |
| <span class="doccomment">/// The lower triangular matrix in the decomposition. |
| </span><span class="kw">pub </span>l: Matrix<T>, |
| |
| <span class="doccomment">/// The upper triangular matrix in the decomposition. |
| </span><span class="kw">pub </span>u: Matrix<T>, |
| |
| <span class="doccomment">/// The row-exchange permutation matrix in the decomposition. |
| </span><span class="kw">pub </span>p: PermutationMatrix<T>, |
| |
| <span class="doccomment">/// The column-exchange permutation matrix in the decomposition. |
| </span><span class="kw">pub </span>q: PermutationMatrix<T> |
| } |
| |
| <span class="doccomment">/// LU decomposition with complete pivoting. |
| /// |
| /// For any square matrix A, there exist two permutation matrices |
| /// `P` and `Q`, a lower triangular matrix `L` and an upper triangular |
| /// matrix `U` such that |
| /// |
| /// ```text |
| /// PAQ = LU. |
| /// ``` |
| /// |
| /// Unlike the LU decomposition computed with partial pivoting, this |
| /// decomposition is stable for singular matrices. It is also a rank- |
| /// revealing decomposition. |
| /// |
| /// See [PartialPivLu](decomposition/struct.PartialPivLu.html) for |
| /// applications of LU decompositions in general. |
| </span><span class="attribute">#[derive(Debug, Clone)] |
| </span><span class="kw">pub struct </span>FullPivLu<T> { |
| lu: Matrix<T>, |
| p: PermutationMatrix<T>, |
| q: PermutationMatrix<T> |
| } |
| |
| <span class="kw">impl</span><T: Clone + One + Zero> Decomposition <span class="kw">for </span>FullPivLu<T> { |
| <span class="kw">type </span>Factors = LUPQ<T>; |
| |
| <span class="kw">fn </span>unpack(<span class="self">self</span>) -> LUPQ<T> { |
| <span class="kw">use </span>internal_utils::nullify_lower_triangular_part; |
| <span class="kw">let </span>l = unit_lower_triangular_part(<span class="kw-2">&</span><span class="self">self</span>.lu); |
| <span class="kw">let </span><span class="kw-2">mut </span>u = <span class="self">self</span>.lu; |
| nullify_lower_triangular_part(<span class="kw-2">&mut </span>u); |
| |
| LUPQ { |
| l: l, |
| u: u, |
| p: <span class="self">self</span>.p, |
| q: <span class="self">self</span>.q, |
| } |
| } |
| } |
| |
| <span class="kw">impl</span><T: <span class="lifetime">'static </span>+ Float> FullPivLu<T> { |
| <span class="kw">fn </span>select_pivot(mat: <span class="kw-2">&</span>Matrix<T>, index: usize) -> (usize, usize, T) { |
| <span class="kw">let </span><span class="kw-2">mut </span>piv_row = index; |
| <span class="kw">let </span><span class="kw-2">mut </span>piv_col = index; |
| <span class="kw">let </span><span class="kw-2">mut </span>piv_val = mat[[index,index]]; |
| |
| <span class="kw">for </span>row <span class="kw">in </span>index..mat.rows() { |
| <span class="kw">for </span>col <span class="kw">in </span>index..mat.cols() { |
| <span class="kw">let </span>val = mat[[row,col]]; |
| |
| <span class="kw">if </span>val.abs() > piv_val.abs() { |
| piv_val = val; |
| piv_row = row; |
| piv_col = col; |
| } |
| } |
| } |
| |
| (piv_row, piv_col, piv_val) |
| } |
| |
| <span class="doccomment">/// Performs the decomposition. |
| </span><span class="kw">pub fn </span>decompose(matrix: Matrix<T>) -> <span class="prelude-ty">Result</span><<span class="self">Self</span>, Error> { |
| <span class="macro">assert!</span>( |
| matrix.rows() == matrix.cols(), |
| <span class="string">"Matrix must be square for LU decomposition."</span>); |
| |
| <span class="kw">let </span><span class="kw-2">mut </span>lu = matrix; |
| |
| <span class="kw">let </span>nrows = lu.rows(); |
| <span class="kw">let </span>ncols = lu.cols(); |
| <span class="kw">let </span>diag_size = cmp::min(nrows, ncols); |
| |
| <span class="kw">let </span><span class="kw-2">mut </span>p = PermutationMatrix::identity(nrows); |
| <span class="kw">let </span><span class="kw-2">mut </span>q = PermutationMatrix::identity(ncols); |
| |
| <span class="kw">for </span>index <span class="kw">in </span><span class="number">0</span>..diag_size { |
| <span class="comment">// Select the current pivot. This is the largest value in |
| // the bottom right corner of the matrix, starting at |
| // (index, index). |
| </span><span class="kw">let </span>(piv_row, piv_col, piv_val) = FullPivLu::select_pivot(<span class="kw-2">&</span>lu, index); |
| |
| <span class="kw">if </span>piv_val.abs() == T::zero() { |
| <span class="kw">break</span>; |
| } |
| |
| lu.swap_rows(index, piv_row); |
| lu.swap_cols(index, piv_col); |
| |
| p.swap_rows(index, piv_row); |
| |
| <span class="comment">// This is a little misleading, but even though |
| // we're calling swap_rows here, since q is applied on the |
| // right to A (i.e. P * A * Q), the result is a column swap of A. |
| </span>q.swap_rows(index, piv_col); |
| |
| <span class="comment">// We've swapped the pivot row and column so that the pivot |
| // ends up in the (index, index) position, so apply gaussian |
| // elimination to the bottom-right corner. |
| </span>gaussian_elimination(<span class="kw-2">&mut </span>lu, index); |
| } |
| |
| <span class="prelude-val">Ok</span>(FullPivLu { |
| lu: lu, |
| p: p.inverse(), |
| q: q.inverse() |
| }) |
| } |
| } |
| |
| <span class="comment">// TODO: Remove Any bound (cannot for the time being, since |
| // back substitution uses Any bound) |
| </span><span class="kw">impl</span><T> FullPivLu<T> <span class="kw">where </span>T: Any + Float { |
| |
| <span class="doccomment">/// Solves the linear system `Ax = b`. |
| /// |
| /// Here, `A` is the decomposed matrix satisfying |
| /// `PAQ = LU`. Note that this method is particularly |
| /// well suited to solving multiple such linear systems |
| /// involving the same `A` but different `b`. |
| /// |
| /// # Errors |
| /// |
| /// If the matrix is very ill-conditioned, the function |
| /// might fail to obtain the solution to the system. |
| /// |
| /// # Panics |
| /// |
| /// The right-hand side vector `b` must have compatible size. |
| /// |
| /// # Examples |
| /// |
| /// ``` |
| /// # #[macro_use] extern crate rulinalg; |
| /// # use rulinalg::matrix::decomposition::FullPivLu; |
| /// # use rulinalg::matrix::Matrix; |
| /// # fn main() { |
| /// let x = Matrix::identity(4); |
| /// let lu = FullPivLu::decompose(x).unwrap(); |
| /// let b = vector![3.0, 4.0, 2.0, 1.0]; |
| /// let y = lu.solve(b) |
| /// .expect("Matrix is invertible."); |
| /// assert_vector_eq!(y, vector![3.0, 4.0, 2.0, 1.0], comp = float); |
| /// # } |
| /// ``` |
| </span><span class="kw">pub fn </span>solve(<span class="kw-2">&</span><span class="self">self</span>, b: Vector<T>) -> <span class="prelude-ty">Result</span><Vector<T>, Error> { |
| <span class="macro">assert!</span>(b.size() == <span class="self">self</span>.lu.rows(), |
| <span class="string">"Right-hand side vector must have compatible size."</span>); |
| |
| <span class="kw">let </span>b = lu_forward_substitution(<span class="kw-2">&</span><span class="self">self</span>.lu, <span class="kw-2">&</span><span class="self">self</span>.p * b); |
| back_substitution(<span class="kw-2">&</span><span class="self">self</span>.lu, b).map(|x| <span class="kw-2">&</span><span class="self">self</span>.q * x) |
| } |
| |
| <span class="doccomment">/// Computes the inverse of the matrix which this LUP decomposition |
| /// represents. |
| /// |
| /// # Errors |
| /// The inversion might fail if the matrix is very ill-conditioned. |
| /// The inversion fails if the matrix is not invertible. |
| </span><span class="kw">pub fn </span>inverse(<span class="kw-2">&</span><span class="self">self</span>) -> <span class="prelude-ty">Result</span><Matrix<T>, Error> { |
| <span class="kw">let </span>n = <span class="self">self</span>.lu.rows(); |
| <span class="kw">let </span><span class="kw-2">mut </span>inv = Matrix::zeros(n, n); |
| <span class="kw">let </span><span class="kw-2">mut </span>e = Vector::zeros(n); |
| |
| <span class="kw">if </span>!<span class="self">self</span>.is_invertible() { |
| <span class="kw">return </span><span class="prelude-val">Err</span>( |
| Error::new( |
| ErrorKind::DivByZero, |
| <span class="string">"Non-invertible matrix found while attempting inversion"</span>)); |
| } |
| |
| <span class="kw">for </span>i <span class="kw">in </span><span class="number">0 </span>.. n { |
| e[i] = T::one(); |
| |
| <span class="kw">let </span>col = <span class="macro">try!</span>(<span class="self">self</span>.solve(e)); |
| |
| <span class="kw">for </span>j <span class="kw">in </span><span class="number">0 </span>.. n { |
| inv[[j, i]] = col[j]; |
| } |
| |
| e = col.apply(<span class="kw-2">&</span>|<span class="kw">_</span>| T::zero()); |
| } |
| |
| <span class="prelude-val">Ok</span>(inv) |
| } |
| |
| <span class="doccomment">/// Computes the determinant of the decomposed matrix. |
| /// |
| /// Empty matrices are considered to have a determinant of 1.0. |
| /// |
| /// # Panics |
| /// If the underlying matrix is non-square. |
| </span><span class="kw">pub fn </span>det(<span class="kw-2">&</span><span class="self">self</span>) -> T { |
| <span class="comment">// Recall that the determinant of a triangular matrix |
| // is the product of its diagonal entries. Also, |
| // the determinant of L is implicitly 1. |
| </span><span class="kw">let </span>u_det = <span class="self">self</span>.lu.diag().fold(T::one(), |x, <span class="kw-2">&</span>y| x * y); |
| |
| <span class="comment">// Note that the determinants of P and Q are equal to the |
| // determinant of P^T and Q^T, so we don't have to invert them |
| </span><span class="kw">let </span>p_det = <span class="self">self</span>.p.clone().det(); |
| <span class="kw">let </span>q_det = <span class="self">self</span>.q.clone().det(); |
| |
| p_det * u_det * q_det |
| } |
| |
| <span class="doccomment">/// Computes the rank of the decomposed matrix. |
| /// # Examples |
| /// |
| /// ``` |
| /// # #[macro_use] extern crate rulinalg; |
| /// # use rulinalg::matrix::decomposition::FullPivLu; |
| /// # use rulinalg::matrix::Matrix; |
| /// # fn main() { |
| /// let x = matrix![1.0, 2.0, 3.0; |
| /// 4.0, 5.0, 6.0; |
| /// 5.0, 7.0, 9.0]; |
| /// let lu = FullPivLu::decompose(x).unwrap(); |
| /// assert_eq!(lu.rank(), 2); |
| /// # } |
| /// ``` |
| </span><span class="kw">pub fn </span>rank(<span class="kw-2">&</span><span class="self">self</span>) -> usize { |
| <span class="kw">let </span>eps = <span class="self">self</span>.epsilon(); |
| <span class="kw">let </span><span class="kw-2">mut </span>rank = <span class="number">0</span>; |
| |
| <span class="kw">for </span>d <span class="kw">in </span><span class="self">self</span>.lu.diag() { |
| <span class="kw">if </span>d.abs() > eps { |
| rank = rank + <span class="number">1</span>; |
| } <span class="kw">else </span>{ |
| <span class="kw">break</span>; |
| } |
| } |
| |
| rank |
| } |
| |
| <span class="doccomment">/// Returns whether the matrix is invertible. |
| /// |
| /// Empty matrices are considered to be invertible for |
| /// the sake of this function. |
| /// |
| /// # Examples |
| /// |
| /// ``` |
| /// # #[macro_use] extern crate rulinalg; |
| /// # use rulinalg::matrix::decomposition::FullPivLu; |
| /// # use rulinalg::matrix::Matrix; |
| /// # fn main() { |
| /// let x = Matrix::<f64>::identity(4); |
| /// let lu = FullPivLu::decompose(x).unwrap(); |
| /// assert!(lu.is_invertible()); |
| /// |
| /// let y = matrix![1.0, 2.0, 3.0; |
| /// 4.0, 5.0, 6.0; |
| /// 5.0, 7.0, 9.0]; |
| /// let lu = FullPivLu::decompose(y).unwrap(); |
| /// assert!(!lu.is_invertible()); |
| /// # } |
| /// ``` |
| </span><span class="kw">pub fn </span>is_invertible(<span class="kw-2">&</span><span class="self">self</span>) -> bool { |
| <span class="kw">let </span>diag_size = cmp::min(<span class="self">self</span>.lu.rows(), <span class="self">self</span>.lu.cols()); |
| |
| <span class="kw">if </span>diag_size > <span class="number">0 </span>{ |
| <span class="kw">let </span>diag_last = diag_size - <span class="number">1</span>; |
| <span class="kw">let </span>last = |
| <span class="kw">unsafe </span>{ <span class="self">self</span>.lu.get_unchecked([diag_last, diag_last]) }; |
| |
| last.abs() > <span class="self">self</span>.epsilon() |
| } <span class="kw">else </span>{ |
| <span class="bool-val">true |
| </span>} |
| } |
| |
| <span class="kw">fn </span>epsilon(<span class="kw-2">&</span><span class="self">self</span>) -> T { |
| <span class="self">self</span>.lu.get([<span class="number">0</span>, <span class="number">0</span>]).unwrap_or(<span class="kw-2">&</span>T::one()).abs() * T::epsilon() |
| } |
| } |
| |
| <span class="doccomment">/// Performs Gaussian elimination in the lower-right hand corner starting at |
| /// (index, index). |
| </span><span class="kw">fn </span>gaussian_elimination<T: Float>(lu: <span class="kw-2">&mut </span>Matrix<T>, index: usize) { |
| |
| <span class="kw">let </span>piv_val = lu[[index, index]]; |
| |
| <span class="kw">for </span>i <span class="kw">in </span>(index+<span class="number">1</span>)..lu.rows() { |
| <span class="kw">let </span>mult = lu[[i, index]] / piv_val; |
| |
| lu[[i, index]] = mult; |
| |
| <span class="kw">for </span>j <span class="kw">in </span>(index+<span class="number">1</span>)..lu.cols() { |
| lu[[i, j]] = lu[[i,j]] - mult<span class="kw-2">*</span>lu[[index, j]]; |
| } |
| } |
| } |
| |
| <span class="doccomment">/// Performs forward substitution using the LU matrix |
| /// for which L has an implicit unit diagonal. That is, |
| /// the strictly lower triangular part of LU corresponds |
| /// to the strictly lower triangular part of L. |
| /// |
| /// This is equivalent to solving the system Lx = b. |
| </span><span class="kw">fn </span>lu_forward_substitution<T: Float>(lu: <span class="kw-2">&</span>Matrix<T>, b: Vector<T>) -> Vector<T> { |
| <span class="macro">assert!</span>(lu.rows() == lu.cols(), <span class="string">"LU matrix must be square."</span>); |
| <span class="macro">assert!</span>(b.size() == lu.rows(), <span class="string">"LU matrix and RHS vector must be compatible."</span>); |
| <span class="kw">let </span><span class="kw-2">mut </span>x = b; |
| |
| <span class="kw">for </span>(i, row) <span class="kw">in </span>lu.row_iter().enumerate().skip(<span class="number">1</span>) { |
| <span class="comment">// Note that at time of writing we need raw_slice here for |
| // auto-vectorization to kick in |
| </span><span class="kw">let </span>adjustment = row.raw_slice() |
| .iter() |
| .take(i) |
| .cloned() |
| .zip(x.iter().cloned()) |
| .fold(T::zero(), |sum, (l, x)| sum + l * x); |
| |
| x[i] = x[i] - adjustment; |
| } |
| x |
| } |
| |
| <span class="kw">fn </span>unit_lower_triangular_part<T, M>(matrix: <span class="kw-2">&</span>M) -> Matrix<T> |
| <span class="kw">where </span>T: Zero + One + Clone, M: BaseMatrix<T> { |
| |
| <span class="kw">let </span>m = matrix.rows(); |
| <span class="kw">let </span><span class="kw-2">mut </span>data = Vec::<T>::with_capacity(m * m); |
| |
| <span class="kw">for </span>(i, row) <span class="kw">in </span>matrix.row_iter().enumerate() { |
| <span class="kw">for </span>element <span class="kw">in </span>row.iter().take(i).cloned() { |
| data.push(element); |
| } |
| |
| data.push(T::one()); |
| |
| <span class="kw">for _ in </span>(i + <span class="number">1</span>) .. m { |
| data.push(T::zero()); |
| } |
| } |
| |
| Matrix::new(m, m, data) |
| } |
| |
| |
| <span class="kw">impl</span><T> Matrix<T> <span class="kw">where </span>T: Any + Float |
| { |
| <span class="doccomment">/// Computes L, U, and P for LUP decomposition. |
| /// |
| /// Returns L,U, and P respectively. |
| /// |
| /// This function is deprecated. |
| /// Please see [PartialPivLu](decomposition/struct.PartialPivLu.html) |
| /// for a replacement. |
| /// |
| /// # Examples |
| /// |
| /// ``` |
| /// # #[macro_use] extern crate rulinalg; fn main() { |
| /// use rulinalg::matrix::Matrix; |
| /// |
| /// let a = matrix![1.0, 2.0, 0.0; |
| /// 0.0, 3.0, 4.0; |
| /// 5.0, 1.0, 2.0]; |
| /// |
| /// let (l, u, p) = a.lup_decomp().expect("This matrix should decompose!"); |
| /// # } |
| /// ``` |
| /// |
| /// # Panics |
| /// |
| /// - Matrix is not square. |
| /// |
| /// # Failures |
| /// |
| /// - Matrix cannot be LUP decomposed. |
| </span><span class="attribute">#[deprecated] |
| </span><span class="kw">pub fn </span>lup_decomp(<span class="self">self</span>) -> <span class="prelude-ty">Result</span><(Matrix<T>, Matrix<T>, Matrix<T>), Error> { |
| <span class="kw">let </span>n = <span class="self">self</span>.cols; |
| <span class="macro">assert!</span>(<span class="self">self</span>.rows == n, <span class="string">"Matrix must be square for LUP decomposition."</span>); |
| <span class="kw">let </span><span class="kw-2">mut </span>l = Matrix::<T>::zeros(n, n); |
| <span class="kw">let </span><span class="kw-2">mut </span>u = <span class="self">self</span>; |
| <span class="kw">let </span><span class="kw-2">mut </span>p = Matrix::<T>::identity(n); |
| |
| <span class="kw">for </span>index <span class="kw">in </span><span class="number">0</span>..n { |
| <span class="kw">let </span><span class="kw-2">mut </span>curr_max_idx = index; |
| <span class="kw">let </span><span class="kw-2">mut </span>curr_max = u[[curr_max_idx, curr_max_idx]]; |
| |
| <span class="kw">for </span>i <span class="kw">in </span>(curr_max_idx+<span class="number">1</span>)..n { |
| <span class="kw">if </span>u[[i, index]].abs() > curr_max.abs() { |
| curr_max = u[[i, index]]; |
| curr_max_idx = i; |
| } |
| } |
| <span class="kw">if </span>curr_max.abs() < T::epsilon() { |
| <span class="kw">return </span><span class="prelude-val">Err</span>(Error::new(ErrorKind::DivByZero, |
| <span class="string">"Singular matrix found in LUP decomposition. \ |
| A value in the diagonal of U == 0.0."</span>)); |
| } |
| |
| <span class="kw">if </span>curr_max_idx != index { |
| l.swap_rows(index, curr_max_idx); |
| u.swap_rows(index, curr_max_idx); |
| p.swap_rows(index, curr_max_idx); |
| } |
| l[[index, index]] = T::one(); |
| <span class="kw">for </span>i <span class="kw">in </span>(index+<span class="number">1</span>)..n { |
| <span class="kw">let </span>mult = u[[i, index]]/curr_max; |
| l[[i, index]] = mult; |
| u[[i, index]] = T::zero(); |
| <span class="kw">for </span>j <span class="kw">in </span>(index+<span class="number">1</span>)..n { |
| u[[i, j]] = u[[i,j]] - mult<span class="kw-2">*</span>u[[index, j]]; |
| } |
| } |
| } |
| <span class="prelude-val">Ok</span>((l, u, p)) |
| } |
| } |
| |
| <span class="attribute">#[cfg(test)] |
| </span><span class="kw">mod </span>tests { |
| <span class="kw">use </span>matrix::{Matrix, PermutationMatrix}; |
| <span class="kw">use </span>testsupport::{is_lower_triangular, is_upper_triangular}; |
| |
| <span class="kw">use super</span>::{PartialPivLu, LUP, FullPivLu, LUPQ}; |
| <span class="kw">use </span>matrix::decomposition::Decomposition; |
| |
| <span class="attribute">#[allow(deprecated)] |
| #[test] |
| #[should_panic] |
| </span><span class="kw">fn </span>test_non_square_lup_decomp() { |
| <span class="kw">let </span>a: Matrix<f64> = Matrix::ones(<span class="number">2</span>, <span class="number">3</span>); |
| |
| <span class="kw">let _ </span>= a.lup_decomp(); |
| } |
| |
| <span class="attribute">#[allow(deprecated)] |
| #[test] |
| </span><span class="kw">fn </span>test_lup_decomp() { |
| <span class="kw">use </span>error::ErrorKind; |
| <span class="kw">let </span>a: Matrix<f64> = <span class="macro">matrix!</span>[ |
| <span class="number">1.</span>, <span class="number">2.</span>, <span class="number">3.</span>, <span class="number">4.</span>; |
| <span class="number">0.</span>, <span class="number">0.</span>, <span class="number">0.</span>, <span class="number">0.</span>; |
| <span class="number">0.</span>, <span class="number">0.</span>, <span class="number">0.</span>, <span class="number">0.</span>; |
| <span class="number">0.</span>, <span class="number">0.</span>, <span class="number">0.</span>, <span class="number">0. |
| </span>]; |
| |
| <span class="kw">match </span>a.lup_decomp() { |
| <span class="prelude-val">Err</span>(e) => <span class="macro">assert!</span>(<span class="kw-2">*</span>e.kind() == ErrorKind::DivByZero), |
| <span class="prelude-val">Ok</span>(<span class="kw">_</span>) => <span class="macro">panic!</span>() |
| } |
| } |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">fn </span>partial_piv_lu_decompose_arbitrary() { |
| <span class="comment">// Since the LUP decomposition is not in general unique, |
| // we can not test against factors directly, but |
| // instead we must rely on the fact that the |
| // matrices P, L and U together construct the |
| // original matrix |
| </span><span class="kw">let </span>x = <span class="macro">matrix!</span>[ -<span class="number">3.0</span>, <span class="number">0.0</span>, <span class="number">4.0</span>, <span class="number">1.0</span>; |
| -<span class="number">12.0</span>, <span class="number">5.0</span>, <span class="number">17.0</span>, <span class="number">1.0</span>; |
| <span class="number">15.0</span>, <span class="number">0.0</span>, -<span class="number">18.0</span>, -<span class="number">5.0</span>; |
| <span class="number">6.0</span>, <span class="number">20.0</span>, -<span class="number">10.0</span>, -<span class="number">15.0 </span>]; |
| |
| <span class="kw">let </span>LUP { l, u, p } = PartialPivLu::decompose(x.clone()) |
| .unwrap() |
| .unpack(); |
| <span class="kw">let </span>y = p.inverse() * <span class="kw-2">&</span>l * <span class="kw-2">&</span>u; |
| <span class="macro">assert_matrix_eq!</span>(x, y, comp = float); |
| <span class="macro">assert!</span>(is_lower_triangular(<span class="kw-2">&</span>l)); |
| <span class="macro">assert!</span>(is_upper_triangular(<span class="kw-2">&</span>u)); |
| } |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">pub fn </span>partial_piv_lu_inverse_identity() { |
| <span class="kw">let </span>lu = PartialPivLu::<f64> { |
| lu: Matrix::identity(<span class="number">3</span>), |
| p: PermutationMatrix::identity(<span class="number">3</span>) |
| }; |
| |
| <span class="kw">let </span>inv = lu.inverse().expect(<span class="string">"Matrix is invertible."</span>); |
| |
| <span class="macro">assert_matrix_eq!</span>(inv, Matrix::identity(<span class="number">3</span>), comp = float); |
| } |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">pub fn </span>partial_piv_lu_inverse_arbitrary_invertible_matrix() { |
| <span class="kw">let </span>x = <span class="macro">matrix!</span>[<span class="number">5.0</span>, <span class="number">0.0</span>, <span class="number">0.0</span>, <span class="number">1.0</span>; |
| <span class="number">2.0</span>, <span class="number">2.0</span>, <span class="number">2.0</span>, <span class="number">1.0</span>; |
| <span class="number">4.0</span>, <span class="number">5.0</span>, <span class="number">5.0</span>, <span class="number">5.0</span>; |
| <span class="number">1.0</span>, <span class="number">6.0</span>, <span class="number">4.0</span>, <span class="number">5.0</span>]; |
| |
| <span class="kw">let </span>inv = <span class="macro">matrix!</span>[<span class="number">1.85185185185185203e-01</span>, <span class="number">1.85185185185185175e-01</span>, -<span class="number">7.40740740740740561e-02</span>, -<span class="number">1.02798428206033007e-17</span>; |
| <span class="number">1.66666666666666630e-01</span>, <span class="number">6.66666666666666519e-01</span>, -<span class="number">6.66666666666666519e-01</span>, <span class="number">4.99999999999999833e-01</span>; |
| -<span class="number">3.88888888888888840e-01</span>, <span class="number">1.11111111111111174e-01</span>, <span class="number">5.55555555555555358e-01</span>, -<span class="number">4.99999999999999833e-01</span>; |
| <span class="number">7.40740740740740838e-02</span>, -<span class="number">9.25925925925925819e-01</span>, <span class="number">3.70370370370370294e-01</span>, <span class="number">5.13992141030165006e-17</span>]; |
| |
| <span class="kw">let </span>lu = PartialPivLu::decompose(x).unwrap(); |
| |
| <span class="macro">assert_matrix_eq!</span>(lu.inverse().unwrap(), inv, comp = float); |
| } |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">pub fn </span>partial_piv_lu_det_identity() { |
| <span class="kw">let </span>lu = PartialPivLu::<f64> { |
| lu: Matrix::identity(<span class="number">3</span>), |
| p: PermutationMatrix::identity(<span class="number">3</span>) |
| }; |
| |
| <span class="macro">assert_eq!</span>(lu.det(), <span class="number">1.0</span>); |
| } |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">pub fn </span>partial_piv_lu_det_arbitrary_invertible_matrix() { |
| <span class="kw">let </span>x = <span class="macro">matrix!</span>[ <span class="number">5.0</span>, <span class="number">0.0</span>, <span class="number">0.0</span>, <span class="number">1.0</span>; |
| <span class="number">0.0</span>, <span class="number">2.0</span>, <span class="number">2.0</span>, <span class="number">1.0</span>; |
| <span class="number">15.0</span>, <span class="number">4.0</span>, <span class="number">7.0</span>, <span class="number">10.0</span>; |
| <span class="number">5.0</span>, <span class="number">2.0</span>, <span class="number">17.0</span>, <span class="number">32.0</span>]; |
| |
| <span class="kw">let </span>lu = PartialPivLu::decompose(x).unwrap(); |
| |
| <span class="kw">let </span>expected_det = <span class="number">149.99999999999997</span>; |
| <span class="macro">assert_scalar_eq!</span>(lu.det(), expected_det, comp = float); |
| } |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">pub fn </span>partial_piv_lu_solve_arbitrary_matrix() { |
| <span class="kw">let </span>x = <span class="macro">matrix!</span>[ <span class="number">5.0</span>, <span class="number">0.0</span>, <span class="number">0.0</span>, <span class="number">1.0</span>; |
| <span class="number">2.0</span>, <span class="number">2.0</span>, <span class="number">2.0</span>, <span class="number">1.0</span>; |
| <span class="number">4.0</span>, <span class="number">5.0</span>, <span class="number">5.0</span>, <span class="number">5.0</span>; |
| <span class="number">1.0</span>, <span class="number">6.0</span>, <span class="number">4.0</span>, <span class="number">5.0 </span>]; |
| <span class="kw">let </span>b = <span class="macro">vector!</span>[<span class="number">9.0</span>, <span class="number">16.0</span>, <span class="number">49.0</span>, <span class="number">45.0</span>]; |
| <span class="kw">let </span>expected = <span class="macro">vector!</span>[<span class="number">1.0</span>, <span class="number">2.0</span>, <span class="number">3.0</span>, <span class="number">4.0</span>]; |
| |
| <span class="kw">let </span>lu = PartialPivLu::decompose(x).unwrap(); |
| <span class="kw">let </span>y = lu.solve(b).unwrap(); |
| <span class="comment">// Need to up the tolerance to take into account |
| // numerical error. Ideally there'd be a more systematic |
| // way to test this. |
| </span><span class="macro">assert_vector_eq!</span>(y, expected, comp = ulp, tol = <span class="number">100</span>); |
| } |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">pub fn </span>lu_forward_substitution() { |
| <span class="kw">use </span><span class="kw">super</span>::lu_forward_substitution; |
| |
| { |
| <span class="kw">let </span>lu: Matrix<f64> = <span class="macro">matrix!</span>[]; |
| <span class="kw">let </span>b = <span class="macro">vector!</span>[]; |
| <span class="kw">let </span>x = lu_forward_substitution(<span class="kw-2">&</span>lu, b); |
| <span class="macro">assert!</span>(x.size() == <span class="number">0</span>); |
| } |
| |
| { |
| <span class="kw">let </span>lu = <span class="macro">matrix!</span>[<span class="number">3.0</span>]; |
| <span class="kw">let </span>b = <span class="macro">vector!</span>[<span class="number">1.0</span>]; |
| <span class="kw">let </span>x = lu_forward_substitution(<span class="kw-2">&</span>lu, b); |
| <span class="macro">assert_eq!</span>(x, <span class="macro">vector!</span>[<span class="number">1.0</span>]); |
| } |
| |
| { |
| <span class="kw">let </span>lu = <span class="macro">matrix!</span>[<span class="number">3.0</span>, <span class="number">2.0</span>; |
| <span class="number">2.0</span>, <span class="number">2.0</span>]; |
| <span class="kw">let </span>b = <span class="macro">vector!</span>[<span class="number">1.0</span>, <span class="number">2.0</span>]; |
| <span class="kw">let </span>x = lu_forward_substitution(<span class="kw-2">&</span>lu, b); |
| <span class="macro">assert_eq!</span>(x, <span class="macro">vector!</span>[<span class="number">1.0</span>, <span class="number">0.0</span>]); |
| } |
| } |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">fn </span>full_piv_lu_decompose_arbitrary() { |
| <span class="comment">// Since the LUP decomposition is not in general unique, |
| // we can not test against factors directly, but |
| // instead we must rely on the fact that the |
| // matrices P, L and U together construct the |
| // original matrix |
| </span><span class="kw">let </span>x = <span class="macro">matrix!</span>[ -<span class="number">3.0</span>, <span class="number">0.0</span>, <span class="number">4.0</span>, <span class="number">1.0</span>; |
| -<span class="number">12.0</span>, <span class="number">5.0</span>, <span class="number">17.0</span>, <span class="number">1.0</span>; |
| <span class="number">15.0</span>, <span class="number">0.0</span>, -<span class="number">18.0</span>, -<span class="number">5.0</span>; |
| <span class="number">6.0</span>, <span class="number">20.0</span>, -<span class="number">10.0</span>, -<span class="number">15.0 </span>]; |
| |
| <span class="kw">let </span>LUPQ { l, u, p, q } = FullPivLu::decompose(x.clone()) |
| .unwrap() |
| .unpack(); |
| |
| <span class="kw">let </span>y = p.inverse() * <span class="kw-2">&</span>l * <span class="kw-2">&</span>u * q.inverse(); |
| |
| <span class="macro">assert_matrix_eq!</span>(x, y, comp = float); |
| <span class="macro">assert!</span>(is_lower_triangular(<span class="kw-2">&</span>l)); |
| <span class="macro">assert!</span>(is_upper_triangular(<span class="kw-2">&</span>u)); |
| } |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">fn </span>full_piv_lu_decompose_singular() { |
| <span class="kw">let </span>x = <span class="macro">matrix!</span>[ -<span class="number">3.0</span>, <span class="number">0.0</span>, <span class="number">4.0</span>, <span class="number">1.0</span>; |
| -<span class="number">12.0</span>, <span class="number">5.0</span>, <span class="number">17.0</span>, <span class="number">1.0</span>; |
| <span class="number">15.0</span>, <span class="number">0.0</span>, -<span class="number">18.0</span>, -<span class="number">5.0</span>; |
| -<span class="number">6.0</span>, <span class="number">0.0</span>, <span class="number">8.0</span>, <span class="number">2.0 </span>]; |
| |
| <span class="kw">let </span>lu = FullPivLu::decompose(x.clone()).unwrap(); |
| |
| <span class="macro">assert_eq!</span>(lu.rank(), <span class="number">3</span>); |
| |
| <span class="kw">let </span>LUPQ { l, u, p, q } = lu.unpack(); |
| |
| <span class="kw">let </span>y = p.inverse() * <span class="kw-2">&</span>l * <span class="kw-2">&</span>u * q.inverse(); |
| |
| <span class="macro">assert_matrix_eq!</span>(x, y, comp = float); |
| <span class="macro">assert!</span>(is_lower_triangular(<span class="kw-2">&</span>l)); |
| <span class="macro">assert!</span>(is_upper_triangular(<span class="kw-2">&</span>u)); |
| } |
| |
| <span class="attribute">#[test] |
| #[should_panic] |
| </span><span class="kw">fn </span>full_piv_lu_decompose_rectangular() { |
| <span class="kw">let </span>x = <span class="macro">matrix!</span>[ -<span class="number">3.0</span>, <span class="number">0.0</span>, <span class="number">4.0</span>; |
| -<span class="number">12.0</span>, <span class="number">5.0</span>, <span class="number">17.0</span>; |
| <span class="number">15.0</span>, <span class="number">0.0</span>, -<span class="number">18.0</span>; |
| -<span class="number">6.0</span>, <span class="number">0.0</span>, <span class="number">20.0</span>]; |
| |
| FullPivLu::decompose(x.clone()).unwrap(); |
| } |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">pub fn </span>full_piv_lu_solve_arbitrary_matrix() { |
| <span class="kw">let </span>x = <span class="macro">matrix!</span>[ <span class="number">5.0</span>, <span class="number">0.0</span>, <span class="number">0.0</span>, <span class="number">1.0</span>; |
| <span class="number">2.0</span>, <span class="number">2.0</span>, <span class="number">2.0</span>, <span class="number">1.0</span>; |
| <span class="number">4.0</span>, <span class="number">5.0</span>, <span class="number">5.0</span>, <span class="number">5.0</span>; |
| <span class="number">1.0</span>, <span class="number">6.0</span>, <span class="number">4.0</span>, <span class="number">5.0 </span>]; |
| <span class="kw">let </span>b = <span class="macro">vector!</span>[<span class="number">9.0</span>, <span class="number">16.0</span>, <span class="number">49.0</span>, <span class="number">45.0</span>]; |
| <span class="kw">let </span>expected = <span class="macro">vector!</span>[<span class="number">1.0</span>, <span class="number">2.0</span>, <span class="number">3.0</span>, <span class="number">4.0</span>]; |
| |
| <span class="kw">let </span>lu = FullPivLu::decompose(x).unwrap(); |
| <span class="kw">let </span>y = lu.solve(b).unwrap(); |
| |
| <span class="comment">// Need to up the tolerance to take into account |
| // numerical error. Ideally there'd be a more systematic |
| // way to test this. |
| </span><span class="macro">assert_vector_eq!</span>(y, expected, comp = ulp, tol = <span class="number">100</span>); |
| } |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">pub fn </span>full_piv_lu_inverse_arbitrary_invertible_matrix() { |
| <span class="kw">let </span>x = <span class="macro">matrix!</span>[<span class="number">5.0</span>, <span class="number">0.0</span>, <span class="number">0.0</span>, <span class="number">1.0</span>; |
| <span class="number">2.0</span>, <span class="number">2.0</span>, <span class="number">2.0</span>, <span class="number">1.0</span>; |
| <span class="number">4.0</span>, <span class="number">5.0</span>, <span class="number">5.0</span>, <span class="number">5.0</span>; |
| <span class="number">1.0</span>, <span class="number">6.0</span>, <span class="number">4.0</span>, <span class="number">5.0</span>]; |
| |
| <span class="kw">let </span>inv = <span class="macro">matrix!</span>[<span class="number">1.85185185185185203e-01</span>, <span class="number">1.85185185185185175e-01</span>, -<span class="number">7.40740740740740561e-02</span>, -<span class="number">1.02798428206033007e-17</span>; |
| <span class="number">1.66666666666666630e-01</span>, <span class="number">6.66666666666666519e-01</span>, -<span class="number">6.66666666666666519e-01</span>, <span class="number">4.99999999999999833e-01</span>; |
| -<span class="number">3.88888888888888840e-01</span>, <span class="number">1.11111111111111174e-01</span>, <span class="number">5.55555555555555358e-01</span>, -<span class="number">4.99999999999999833e-01</span>; |
| <span class="number">7.40740740740740838e-02</span>, -<span class="number">9.25925925925925819e-01</span>, <span class="number">3.70370370370370294e-01</span>, <span class="number">5.13992141030165006e-17</span>]; |
| |
| <span class="kw">let </span>lu = FullPivLu::decompose(x).unwrap(); |
| |
| <span class="macro">assert_matrix_eq!</span>(lu.inverse().unwrap(), inv, comp = float); |
| } |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">pub fn </span>full_piv_lu_inverse_noninvertible() { |
| <span class="kw">let </span>x = <span class="macro">matrix!</span>[<span class="number">5.0</span>, <span class="number">0.0</span>, <span class="number">1.0</span>; |
| <span class="number">4.0</span>, <span class="number">5.0</span>, <span class="number">5.0</span>; |
| <span class="number">9.0</span>, <span class="number">5.0</span>, <span class="number">6.0</span>]; |
| |
| <span class="kw">let </span>lu = FullPivLu::decompose(x).unwrap(); |
| |
| <span class="macro">assert!</span>(lu.inverse().is_err()); |
| } |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">pub fn </span>full_piv_lu_empty_matrix() { |
| <span class="kw">use </span>matrix::base::BaseMatrix; |
| |
| <span class="kw">let </span>x = Matrix::from_fn(<span class="number">0</span>, <span class="number">0</span>, |<span class="kw">_</span>, <span class="kw">_</span>| <span class="number">0.0</span>); |
| <span class="macro">assert_eq!</span>(x.rows(), <span class="number">0</span>); |
| <span class="macro">assert_eq!</span>(x.cols(), <span class="number">0</span>); |
| |
| <span class="kw">let </span>lu = FullPivLu::decompose(x).unwrap(); |
| |
| <span class="macro">assert!</span>(lu.is_invertible()); |
| <span class="macro">assert_eq!</span>(lu.rank(), <span class="number">0</span>); |
| <span class="macro">assert_eq!</span>(lu.det(), <span class="number">1.0</span>); |
| |
| <span class="kw">let </span>inverse = lu.inverse().unwrap(); |
| <span class="macro">assert_eq!</span>(inverse.rows(), <span class="number">0</span>); |
| <span class="macro">assert_eq!</span>(inverse.cols(), <span class="number">0</span>); |
| |
| <span class="kw">let </span>LUPQ { l, u, p, q } = lu.unpack(); |
| <span class="macro">assert_eq!</span>(l.rows(), <span class="number">0</span>); |
| <span class="macro">assert_eq!</span>(l.cols(), <span class="number">0</span>); |
| |
| <span class="macro">assert_eq!</span>(u.rows(), <span class="number">0</span>); |
| <span class="macro">assert_eq!</span>(u.cols(), <span class="number">0</span>); |
| |
| <span class="macro">assert_eq!</span>(p.size(), <span class="number">0</span>); |
| <span class="macro">assert_eq!</span>(q.size(), <span class="number">0</span>); |
| } |
| } |
| </code></pre></div> |
| </section></div></main><div id="rustdoc-vars" data-root-path="../../../../" data-current-crate="rulinalg" data-themes="ayu,dark,light" data-resource-suffix="" data-rustdoc-version="1.66.0-nightly (5c8bff74b 2022-10-21)" ></div></body></html> |