NumCpp  2.11.0
A Templatized Header Only C++ Implementation of the Python NumPy Library
lu_decomposition.hpp
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1 #pragma once
34 
35 #include <cmath>
36 #include <utility>
37 
40 #include "NumCpp/Core/Types.hpp"
42 #include "NumCpp/NdArray.hpp"
44 
45 namespace nc::linalg
46 {
47  //============================================================================
48  // Method Description:
55  template<typename dtype>
56  std::pair<NdArray<double>, NdArray<double>> lu_decomposition(const NdArray<dtype>& inMatrix)
57  {
59 
60  const auto shape = inMatrix.shape();
61  if (!shape.issquare())
62  {
63  THROW_RUNTIME_ERROR("Input matrix should be square.");
64  }
65 
66  NdArray<double> lMatrix = zeros_like<double>(inMatrix);
67  NdArray<double> uMatrix = inMatrix.template astype<double>();
68 
69  for (uint32 col = 0; col < shape.cols; ++col)
70  {
71  lMatrix(col, col) = 1;
72 
73  for (uint32 row = col + 1; row < shape.rows; ++row)
74  {
75  const double& divisor = uMatrix(col, col);
76  if (utils::essentiallyEqual(divisor, double{ 0. }))
77  {
78  THROW_RUNTIME_ERROR("Division by 0.");
79  }
80 
81  lMatrix(row, col) = uMatrix(row, col) / divisor;
82 
83  for (uint32 col2 = col; col2 < shape.cols; ++col2)
84  {
85  uMatrix(row, col2) -= lMatrix(row, col) * uMatrix(col, col2);
86  }
87  }
88  }
89 
90  return std::make_pair(lMatrix, uMatrix);
91  }
92 } // namespace nc::linalg
#define THROW_RUNTIME_ERROR(msg)
Definition: Error.hpp:40
#define STATIC_ASSERT_ARITHMETIC(dtype)
Definition: StaticAsserts.hpp:39
const Shape & shape() const noexcept
Definition: NdArrayCore.hpp:4464
uint32 rows
Definition: Core/Shape.hpp:44
bool issquare() const noexcept
Definition: Core/Shape.hpp:125
uint32 cols
Definition: Core/Shape.hpp:45
Definition: cholesky.hpp:41
std::pair< NdArray< double >, NdArray< double > > lu_decomposition(const NdArray< dtype > &inMatrix)
Definition: lu_decomposition.hpp:56
bool essentiallyEqual(dtype inValue1, dtype inValue2) noexcept
Definition: essentiallyEqual.hpp:48
Shape shape(const NdArray< dtype > &inArray) noexcept
Definition: Functions/Shape.hpp:42
std::uint32_t uint32
Definition: Types.hpp:40