コード例 #1
0
 /**
  * Perform Guass Jordan Elimination on the two supplied matrices
  *
  * @param NumericMatrix $mA First matrix to act on - required
  * @param NumericMatrix $extra Second matrix to act upon - required
  *
  * @return \Chippyash\Math\Matrix\DecompositionAbstractDecomposition Fluent Interface
  *
  * @throws \Chippyash\Math\Matrix\Exceptions\SingularMatrixException
  */
 public function decompose(NumericMatrix $mA, $extra = null)
 {
     $this->assertParameterIsMatrix($extra, 'Parameter extra is not a matrix')->assertMatrixIsNumeric($extra, 'Parameter extra is not a numeric matrix')->assertMatrixIsSquare($mA, 'Parameter mA is not a square matrix')->assertMatrixRowsAreEqual($mA, $extra, 'mA->rows != extra->rows');
     $rows = $mA->rows();
     $dA = $mA->toArray();
     $dB = $extra->toArray();
     $zero = function () {
         return RationalTypeFactory::create(0, 1);
     };
     $one = function () {
         return RationalTypeFactory::create(1, 1);
     };
     $calc = new Calculator();
     $comp = new Comparator();
     $ipiv = array_fill(0, $rows, $zero());
     $indxr = array_fill(0, $rows, 0);
     $indxc = array_fill(0, $rows, 0);
     // find the pivot element by searching the entire matrix for its largest value, but excluding columns already reduced.
     $irow = $icol = 0;
     for ($i = 0; $i < $rows; $i++) {
         $big = $zero();
         for ($j = 0; $j < $rows; $j++) {
             if ($comp->neq($ipiv[$j], $one())) {
                 for ($k = 0; $k < $rows; $k++) {
                     if ($comp->eq($ipiv[$k], $zero())) {
                         $absVal = $dA[$j][$k]->abs();
                         if ($comp->gt($absVal, $big)) {
                             unset($big);
                             $big = clone $absVal;
                             $irow = $j;
                             $icol = $k;
                         }
                     } elseif ($comp->gt($ipiv[$k], $one())) {
                         throw new SingularMatrixException('GaussJordanElimination');
                     }
                 }
             }
         }
         //Now interchange row to move the pivot element to a diagonal
         $ipiv[$icol] = $calc->add($ipiv[$icol], $one());
         if ($irow != $icol) {
             $this->swapRows($dA, $irow, $icol);
             $this->swapRows($dB, $irow, $icol);
         }
         // Remember permutations to later
         $indxr[$i] = $irow;
         $indxc[$i] = $icol;
         if ($comp->eq($dA[$icol][$icol], $zero())) {
             throw new SingularMatrixException('GaussJordanElimination');
         }
         // Now divide the found row to make the pivot element 1
         // To maintain arithmetic integrity we use the reciprocal to multiply by
         $pivinv = $calc->reciprocal($dA[$icol][$icol]);
         $this->multRow($dA, $icol, $pivinv, $calc);
         $this->multRow($dB, $icol, $pivinv, $calc);
         // And reduce all other rows but the pivoted row with the value of the pivot row
         for ($ll = 0; $ll < $rows; $ll++) {
             if ($ll != $icol) {
                 $multiplier = clone $dA[$ll][$icol];
                 $multiplier->negate();
                 $this->addMultipleOfOtherRowToRow($dA, $multiplier, $icol, $ll, $calc);
                 $this->addMultipleOfOtherRowToRow($dB, $multiplier, $icol, $ll, $calc);
             }
         }
     }
     $this->set('left', $this->createCorrectMatrixType($mA, $dA));
     $this->set('right', $this->createCorrectMatrixType($extra, $dB));
     return clone $this;
 }
コード例 #2
0
ファイル: Lu.php プロジェクト: chippyash/math-matrix
 /**
  * LU Decomposition constructor.
  *
  * @param \Chippyash\Math\Matrix\NumericMatrix $mA
  */
 protected function LUDecomposition(NumericMatrix $mA)
 {
     // Use a "left-looking", dot-product, Crout/Doolittle algorithm.
     $LU = $mA->toArray();
     $m = $this->rows = $mA->rows();
     $n = $this->cols = $mA->columns();
     for ($i = 0; $i < $m; $i++) {
         $this->piv[$i] = $i;
     }
     $this->pivsign = 1;
     $LUrowi = [];
     $LUcolj = [];
     $calc = new Calculator();
     $comp = new Comparator();
     $zeroInt = $this->createCorrectScalarType($mA, 0);
     // Outer loop.
     for ($j = 0; $j < $n; $j++) {
         // Make a copy of the j-th column to localize references.
         for ($i = 0; $i < $m; $i++) {
             $LUcolj[$i] =& $LU[$i][$j];
         }
         // Apply previous transformations.
         for ($i = 0; $i < $m; $i++) {
             $LUrowi = $LU[$i];
             // Most of the time is spent in the following dot product.
             $kmax = min($i, $j);
             $s = clone $zeroInt;
             for ($k = 0; $k < $kmax; $k++) {
                 $s = $calc->add($s, $calc->mul($LUrowi[$k], $LUcolj[$k]));
             }
             $LUcolj[$i] = $calc->sub($LUcolj[$i], $s);
             $LUrowi[$j] = $LUcolj[$i];
         }
         // Find pivot and exchange if necessary.
         $p = $j;
         for ($i = $j + 1; $i < $m; $i++) {
             if ($comp->gt($LUcolj[$i]->abs(), $LUcolj[$p]->abs())) {
                 $p = $i;
             }
         }
         if ($p != $j) {
             for ($k = 0; $k < $n; $k++) {
                 //swap
                 $t = $LU[$p][$k];
                 $LU[$p][$k] = $LU[$j][$k];
                 $LU[$j][$k] = $t;
             }
             $k = $this->piv[$p];
             $this->piv[$p] = $this->piv[$j];
             $this->piv[$j] = $k;
             $this->pivsign = $this->pivsign * -1;
         }
         // Compute multipliers.
         if ($j < $m && $comp->neq($LU[$j][$j], $zeroInt)) {
             for ($i = $j + 1; $i < $m; $i++) {
                 $LU[$i][$j] = $calc->div($LU[$i][$j], $LU[$j][$j]);
             }
         }
     }
     $this->set('LU', $this->createCorrectMatrixType($mA, $LU));
 }