LSLib.LS.Matrix.MakeLU C# (CSharp) Méthode

        public void MakeLU()                        // Function for LU decomposition
        {
            if (!IsSquare()) throw new MException("The matrix is not square!");
            L = IdentityMatrix(rows, cols);
            U = Duplicate();

            pi = new int[rows];
            for (int i = 0; i < rows; i++) pi[i] = i;

            double p = 0;
            double pom2;
            int k0 = 0;
            int pom1 = 0;

            for (int k = 0; k < cols - 1; k++)
            {
                p = 0;
                for (int i = k; i < rows; i++)      // find the row with the biggest pivot
                {
                    if (Math.Abs(U[i, k]) > p)
                    {
                        p = Math.Abs(U[i, k]);
                        k0 = i;
                    }
                }
                if (p == 0) // samé nuly ve sloupci
                    throw new MException("The matrix is singular!");

                pom1 = pi[k]; pi[k] = pi[k0]; pi[k0] = pom1;    // switch two rows in permutation matrix

                for (int i = 0; i < k; i++)
                {
                    pom2 = L[k, i]; L[k, i] = L[k0, i]; L[k0, i] = pom2;
                }

                if (k != k0) detOfP *= -1;

                for (int i = 0; i < cols; i++)                  // Switch rows in U
                {
                    pom2 = U[k, i]; U[k, i] = U[k0, i]; U[k0, i] = pom2;
                }

                for (int i = k + 1; i < rows; i++)
                {
                    L[i, k] = U[i, k] / U[k, k];
                    for (int j = k; j < cols; j++)
                        U[i, j] = U[i, j] - L[i, k] * U[k, j];
                }
            }
        }

        public static Matrix SubsBack(Matrix A, Matrix b)           // Function solves Ax = b for A as an upper triangular matrix
        {
            if (A.L == null)
            {
                A.MakeLU();
            }
            int    n = A.rows;
            Matrix x = new Matrix(n, 1);

            for (int i = n - 1; i > -1; i--)
            {
                x[i, 0] = b[i, 0];
                for (int j = n - 1; j > i; j--)
                {
                    x[i, 0] -= A[i, j] * x[j, 0];
                }
                x[i, 0] = x[i, 0] / A[i, i];
            }
            return(x);
        }