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v1_9_3_125 - Show latest stable - 0 notes - Class: LUPDecomposition
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# File lib/matrix/lup_decomposition.rb, line 153
    def initialize a
      raise TypeError, "Expected Matrix but got #{a.class}" unless a.is_a?(Matrix)
      # Use a "left-looking", dot-product, Crout/Doolittle algorithm.
      @lu = a.to_a
      @row_size = a.row_size
      @col_size = a.column_size
      @pivots = Array.new(@row_size)
      @row_size.times do |i|
         @pivots[i] = i
      end
      @pivot_sign = 1
      lu_col_j = Array.new(@row_size)

      # Outer loop.

      @col_size.times do |j|

        # Make a copy of the j-th column to localize references.

        @row_size.times do |i|
          lu_col_j[i] = @lu[i][j]
        end

        # Apply previous transformations.

        @row_size.times do |i|
          lu_row_i = @lu[i]

          # Most of the time is spent in the following dot product.

          kmax = [i, j].min
          s = 0
          kmax.times do |k|
            s += lu_row_i[k]*lu_col_j[k]
          end

          lu_row_i[j] = lu_col_j[i] -= s
        end

        # Find pivot and exchange if necessary.

        p = j
        (j+1).upto(@row_size-1) do |i|
          if (lu_col_j[i].abs > lu_col_j[p].abs)
            p = i
          end
        end
        if (p != j)
          @col_size.times do |k|
            t = @lu[p][k]; @lu[p][k] = @lu[j][k]; @lu[j][k] = t
          end
          k = @pivots[p]; @pivots[p] = @pivots[j]; @pivots[j] = k
          @pivot_sign = -@pivot_sign
        end

        # Compute multipliers.

        if (j < @row_size && @lu[j][j] != 0)
          (j+1).upto(@row_size-1) do |i|
            @lu[i][j] = @lu[i][j].quo(@lu[j][j])
          end
        end
      end
    end
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