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<!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>
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</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&lt;T&gt; {
<span class="doccomment">/// The lower triangular matrix in the decomposition.
</span><span class="kw">pub </span>l: Matrix&lt;T&gt;,
<span class="doccomment">/// The upper triangular matrix in the decomposition.
</span><span class="kw">pub </span>u: Matrix&lt;T&gt;,
<span class="doccomment">/// The permutation matrix in the decomposition.
</span><span class="kw">pub </span>p: PermutationMatrix&lt;T&gt;
}
<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::&lt;f64&gt;::identity(4);
///
/// // The matrix is consumed and its memory
/// // re-purposed for the decomposition
/// let lu = PartialPivLu::decompose(x).expect(&quot;Matrix is invertible.&quot;);
///
/// // 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(&quot;Matrix is invertible.&quot;);
/// 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::&lt;f64&gt;::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&lt;T&gt; {
lu: Matrix&lt;T&gt;,
p: PermutationMatrix&lt;T&gt;
}
<span class="kw">impl</span>&lt;T: Clone + One + Zero&gt; Decomposition <span class="kw">for </span>PartialPivLu&lt;T&gt; {
<span class="kw">type </span>Factors = LUP&lt;T&gt;;
<span class="kw">fn </span>unpack(<span class="self">self</span>) -&gt; LUP&lt;T&gt; {
<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">&amp;</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">&amp;mut </span>u);
LUP {
l: l,
u: u,
p: <span class="self">self</span>.p
}
}
}
<span class="kw">impl</span>&lt;T: <span class="lifetime">&#39;static </span>+ Float&gt; PartialPivLu&lt;T&gt; {
<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&lt;T&gt;) -&gt; <span class="prelude-ty">Result</span>&lt;<span class="self">Self</span>, Error&gt; {
<span class="kw">let </span>n = matrix.cols;
<span class="macro">assert!</span>(matrix.rows == n, <span class="string">&quot;Matrix must be square for LU decomposition.&quot;</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() &gt; curr_max.abs() {
curr_max = lu[[i, index]];
curr_max_idx = i;
}
}
<span class="kw">if </span>curr_max.abs() &lt; T::epsilon() {
<span class="kw">return </span><span class="prelude-val">Err</span>(Error::new(ErrorKind::DivByZero,
<span class="string">&quot;The matrix is too ill-conditioned for
LU decomposition with partial pivoting.&quot;</span>));
}
lu.swap_rows(index, curr_max_idx);
p.swap_rows(index, curr_max_idx);
gaussian_elimination(<span class="kw-2">&amp;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>&lt;T&gt; PartialPivLu&lt;T&gt; <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(&quot;Matrix is invertible.&quot;);
/// 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">&amp;</span><span class="self">self</span>, b: Vector&lt;T&gt;) -&gt; <span class="prelude-ty">Result</span>&lt;Vector&lt;T&gt;, Error&gt; {
<span class="macro">assert!</span>(b.size() == <span class="self">self</span>.lu.rows(),
<span class="string">&quot;Right-hand side vector must have compatible size.&quot;</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">&amp;</span><span class="self">self</span>.lu, <span class="kw-2">&amp;</span><span class="self">self</span>.p * b);
back_substitution(<span class="kw-2">&amp;</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">&amp;</span><span class="self">self</span>) -&gt; <span class="prelude-ty">Result</span>&lt;Matrix&lt;T&gt;, Error&gt; {
<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">&amp;</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">&amp;</span><span class="self">self</span>) -&gt; 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">&amp;</span>y| x * y);
<span class="comment">// Note that the determinant of P is equal to the
// determinant of P^T, so we don&#39;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&lt;T&gt; {
<span class="doccomment">/// The lower triangular matrix in the decomposition.
</span><span class="kw">pub </span>l: Matrix&lt;T&gt;,
<span class="doccomment">/// The upper triangular matrix in the decomposition.
</span><span class="kw">pub </span>u: Matrix&lt;T&gt;,
<span class="doccomment">/// The row-exchange permutation matrix in the decomposition.
</span><span class="kw">pub </span>p: PermutationMatrix&lt;T&gt;,
<span class="doccomment">/// The column-exchange permutation matrix in the decomposition.
</span><span class="kw">pub </span>q: PermutationMatrix&lt;T&gt;
}
<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&lt;T&gt; {
lu: Matrix&lt;T&gt;,
p: PermutationMatrix&lt;T&gt;,
q: PermutationMatrix&lt;T&gt;
}
<span class="kw">impl</span>&lt;T: Clone + One + Zero&gt; Decomposition <span class="kw">for </span>FullPivLu&lt;T&gt; {
<span class="kw">type </span>Factors = LUPQ&lt;T&gt;;
<span class="kw">fn </span>unpack(<span class="self">self</span>) -&gt; LUPQ&lt;T&gt; {
<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">&amp;</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">&amp;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>&lt;T: <span class="lifetime">&#39;static </span>+ Float&gt; FullPivLu&lt;T&gt; {
<span class="kw">fn </span>select_pivot(mat: <span class="kw-2">&amp;</span>Matrix&lt;T&gt;, index: usize) -&gt; (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() &gt; 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&lt;T&gt;) -&gt; <span class="prelude-ty">Result</span>&lt;<span class="self">Self</span>, Error&gt; {
<span class="macro">assert!</span>(
matrix.rows() == matrix.cols(),
<span class="string">&quot;Matrix must be square for LU decomposition.&quot;</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">&amp;</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&#39;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&#39;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">&amp;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>&lt;T&gt; FullPivLu&lt;T&gt; <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(&quot;Matrix is invertible.&quot;);
/// 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">&amp;</span><span class="self">self</span>, b: Vector&lt;T&gt;) -&gt; <span class="prelude-ty">Result</span>&lt;Vector&lt;T&gt;, Error&gt; {
<span class="macro">assert!</span>(b.size() == <span class="self">self</span>.lu.rows(),
<span class="string">&quot;Right-hand side vector must have compatible size.&quot;</span>);
<span class="kw">let </span>b = lu_forward_substitution(<span class="kw-2">&amp;</span><span class="self">self</span>.lu, <span class="kw-2">&amp;</span><span class="self">self</span>.p * b);
back_substitution(<span class="kw-2">&amp;</span><span class="self">self</span>.lu, b).map(|x| <span class="kw-2">&amp;</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">&amp;</span><span class="self">self</span>) -&gt; <span class="prelude-ty">Result</span>&lt;Matrix&lt;T&gt;, Error&gt; {
<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">&quot;Non-invertible matrix found while attempting inversion&quot;</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">&amp;</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">&amp;</span><span class="self">self</span>) -&gt; 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">&amp;</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&#39;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">&amp;</span><span class="self">self</span>) -&gt; 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() &gt; 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::&lt;f64&gt;::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">&amp;</span><span class="self">self</span>) -&gt; 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 &gt; <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() &gt; <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">&amp;</span><span class="self">self</span>) -&gt; T {
<span class="self">self</span>.lu.get([<span class="number">0</span>, <span class="number">0</span>]).unwrap_or(<span class="kw-2">&amp;</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&lt;T: Float&gt;(lu: <span class="kw-2">&amp;mut </span>Matrix&lt;T&gt;, 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&lt;T: Float&gt;(lu: <span class="kw-2">&amp;</span>Matrix&lt;T&gt;, b: Vector&lt;T&gt;) -&gt; Vector&lt;T&gt; {
<span class="macro">assert!</span>(lu.rows() == lu.cols(), <span class="string">&quot;LU matrix must be square.&quot;</span>);
<span class="macro">assert!</span>(b.size() == lu.rows(), <span class="string">&quot;LU matrix and RHS vector must be compatible.&quot;</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&lt;T, M&gt;(matrix: <span class="kw-2">&amp;</span>M) -&gt; Matrix&lt;T&gt;
<span class="kw">where </span>T: Zero + One + Clone, M: BaseMatrix&lt;T&gt; {
<span class="kw">let </span>m = matrix.rows();
<span class="kw">let </span><span class="kw-2">mut </span>data = Vec::&lt;T&gt;::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>&lt;T&gt; Matrix&lt;T&gt; <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(&quot;This matrix should decompose!&quot;);
/// # }
/// ```
///
/// # 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>) -&gt; <span class="prelude-ty">Result</span>&lt;(Matrix&lt;T&gt;, Matrix&lt;T&gt;, Matrix&lt;T&gt;), Error&gt; {
<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">&quot;Matrix must be square for LUP decomposition.&quot;</span>);
<span class="kw">let </span><span class="kw-2">mut </span>l = Matrix::&lt;T&gt;::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::&lt;T&gt;::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() &gt; curr_max.abs() {
curr_max = u[[i, index]];
curr_max_idx = i;
}
}
<span class="kw">if </span>curr_max.abs() &lt; T::epsilon() {
<span class="kw">return </span><span class="prelude-val">Err</span>(Error::new(ErrorKind::DivByZero,
<span class="string">&quot;Singular matrix found in LUP decomposition. \
A value in the diagonal of U == 0.0.&quot;</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&lt;f64&gt; = 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&lt;f64&gt; = <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) =&gt; <span class="macro">assert!</span>(<span class="kw-2">*</span>e.kind() == ErrorKind::DivByZero),
<span class="prelude-val">Ok</span>(<span class="kw">_</span>) =&gt; <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">&amp;</span>l * <span class="kw-2">&amp;</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">&amp;</span>l));
<span class="macro">assert!</span>(is_upper_triangular(<span class="kw-2">&amp;</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::&lt;f64&gt; {
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">&quot;Matrix is invertible.&quot;</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::&lt;f64&gt; {
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&#39;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&lt;f64&gt; = <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">&amp;</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">&amp;</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">&amp;</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">&amp;</span>l * <span class="kw-2">&amp;</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">&amp;</span>l));
<span class="macro">assert!</span>(is_upper_triangular(<span class="kw-2">&amp;</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">&amp;</span>l * <span class="kw-2">&amp;</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">&amp;</span>l));
<span class="macro">assert!</span>(is_upper_triangular(<span class="kw-2">&amp;</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&#39;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>
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