LU = $M->toArray(); $this->m = $M->getM(); $this->n = $M->getN(); for ($i = 0; $i < $this->m; ++$i) { $this->piv[$i] = $i; } $this->pivSign = 1; $LUrowi = $LUcolj = []; for ($j = 0; $j < $this->n; ++$j) { for ($i = 0; $i < $this->m; ++$i) { $LUcolj[$i] = &$this->LU[$i][$j]; } for ($i = 0; $i < $this->m; ++$i) { $LUrowi = $this->LU[$i]; $kmax = \min($i, $j); $s = 0.0; for ($k = 0; $k < $kmax; ++$k) { $s += $LUrowi[$k] * $LUcolj[$k]; } $LUrowi[$j] = $LUcolj[$i] -= $s; } $p = $j; for ($i = $j + 1; $i < $this->m; ++$i) { if (\abs($LUcolj[$i]) > \abs($LUcolj[$p])) { $p = $i; } } if ($p !== $j) { for ($k = 0; $k < $this->n; ++$k) { $t = $this->LU[$p][$k]; $this->LU[$p][$k] = $this->LU[$j][$k]; $this->LU[$j][$k] = $t; } $k = $this->piv[$p]; $this->piv[$p] = $this->piv[$j]; $this->piv[$j] = $k; $this->pivSign = $this->pivSign * -1; } if (($j < $this->m) && ($this->LU[$j][$j] != 0.0)) { for ($i = $j + 1; $i < $this->m; ++$i) { $this->LU[$i][$j] /= $this->LU[$j][$j]; } } } } /** * Get L matrix * * @return Matrix * * @since 1.0.0 */ public function getL() : Matrix { $L = [[]]; for ($i = 0; $i < $this->m; ++$i) { for ($j = 0; $j < $this->n; ++$j) { if ($i > $j) { $L[$i][$j] = $this->LU[$i][$j]; } elseif ($i == $j) { $L[$i][$j] = 1.0; } else { $L[$i][$j] = 0.0; } } } $matrix = new Matrix(); $matrix->setMatrix($L); return $matrix; } /** * Get U matrix * * @return Matrix * * @since 1.0.0 */ public function getU() : Matrix { $U = [[]]; for ($i = 0; $i < $this->n; ++$i) { for ($j = 0; $j < $this->n; ++$j) { if ($i <= $j) { $U[$i][$j] = $this->LU[$i][$j] ?? 0; } else { $U[$i][$j] = 0.0; } } } $matrix = new Matrix(); $matrix->setMatrix($U); return $matrix; } /** * Get pivot * * @return array * * @since 1.0.0 */ public function getPivot() : array { return $this->piv; } /** * Is matrix nonsingular * * @return bool * * @since 1.0.0 */ public function isNonsingular() : bool { for ($j = 0; $j < $this->n; ++$j) { if ($this->LU[$j][$j] == 0) { return false; } } return true; } /** * Get determinant * * @return float * * @since 1.0.0 */ public function det() : float { $d = $this->pivSign; for ($j = 0; $j < $this->n; ++$j) { $d *= $this->LU[$j][$j]; } return (float) $d; } /** * Solve Ax = b * * @param Matrix $B Matrix * * @return Matrix * * @since 1.0.0 */ public function solve(Matrix $B) : Matrix { if ($B->getM() !== $this->m) { throw new InvalidDimensionException((string) $B->getM()); } if (!$this->isNonsingular()) { throw new \Exception(); } $n = $B->getN(); $X = $B->getSubMatrixByRows($this->piv, 0, $n - 1)->toArray(); // Solve L*Y = B(piv,:) for ($k = 0; $k < $this->n; ++$k) { for ($i = $k + 1; $i < $this->n; ++$i) { for ($j = 0; $j < $n; ++$j) { $X[$i][$j] -= $X[$k][$j] * $this->LU[$i][$k]; } } } // Solve U*X = Y; for ($k = $this->n - 1; $k >= 0; --$k) { for ($j = 0; $j < $n; ++$j) { $X[$k][$j] /= $this->LU[$k][$k]; } for ($i = 0; $i < $k; ++$i) { for ($j = 0; $j < $n; ++$j) { $X[$i][$j] -= $X[$k][$j] * $this->LU[$i][$k]; } } } $solution = new Matrix(); $solution->setMatrix($X); return $solution; } }