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CWLUGaussianDecomposition.m
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CWLUGaussianDecomposition.m
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//
// CWLUGaussianDecomposition.m
// MMCourseWork
//
// Created by Alexey Streltsow on 12/25/09.
// Copyright 2009 Karma World LLC. All rights reserved.
//
#import "CWLUGaussianDecomposition.h"
@implementation CWLUGaussianDecomposition
- (void) decompose {
for (int k = 0; k < _n; k++) {
// Find pivot.
int p = k;
for (int i = k+1; i < _m; i++) {
if ( ABS(MXE(_LU, i, k)) > ABS(MXE(_LU, p, k)) ) {
p = i;
}
}
// Exchange if necessary.
if (p != k) {
for (int j = 0; j < _n; j++) {
double t = MXE(_LU, p, j);
MXE(_LU, p, j) = MXE(_LU, k, j);
MXE(_LU, k, j) = t;
}
int t = _piv[p];
_piv[p] = _piv[k];
_piv[k] = t;
_pivsign = -_pivsign;
}
// Compute multipliers and eliminate k-th column.
if (MXE(_LU, k, k) != 0.0) {
for (int i = k+1; i < _m; i++) {
MXE(_LU, i, k) /= MXE(_LU, k, k);
for (int j = k+1; j < _n; j++) {
MXE(_LU, i, j) -= MXE(_LU, i, k) * MXE(_LU, k, j);
}
}
}
}
}
- (NSString*) description {
return @"LU Decomposition (Gaussian)";
}
@end