AIMA.Core.Util.Math.LUDecomposition.LUDecomposition C# (CSharp) Метод

        public LUDecomposition(Matrix A)
        {

            // Use a "left-looking", dot-product, Crout/Doolittle algorithm.

            LU = A.getArrayCopy();
            m = A.getRowDimension();
            n = A.getColumnDimension();
            piv = new int[m];
            for (int i = 0; i < m; i++)
            {
                piv[i] = i;
            }
            pivsign = 1;
            double[] LUrowi;
            double[] LUcolj = new double[m];

            // Outer loop.

            for (int j = 0; j < n; j++)
            {

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

                for (int i = 0; i < m; i++)
                {
                    LUcolj[i] = LU[i][j];
                }

                // Apply previous transformations.

                for (int i = 0; i < m; i++)
                {
                    LUrowi = LU[i];

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

                    int kmax = Math.Min(i, j);
                    double s = 0.0;
                    for (int k = 0; k < kmax; k++)
                    {
                        s += LUrowi[k] * LUcolj[k];
                    }

                    LUrowi[j] = LUcolj[i] -= s;
                }

                // Find pivot and exchange if necessary.

                int p = j;
                for (int i = j + 1; i < m; i++)
                {
                    if (Math.Abs(LUcolj[i]) > Math.Abs(LUcolj[p]))
                    {
                        p = i;
                    }
                }
                if (p != j)
                {
                    for (int k = 0; k < n; k++)
                    {
                        double t = LU[p][k];
                        LU[p][k] = LU[j][k];
                        LU[j][k] = t;
                    }
                    int k2 = piv[p];
                    piv[p] = piv[j];
                    piv[j] = k2;
                    pivsign = -pivsign;
                }

                // Compute multipliers.

                if (j < m & LU[j][j] != 0.0)
                {
                    for (int i = j + 1; i < m; i++)
                    {
                        LU[i][j] /= LU[j][j];
                    }
                }
            }
        }