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2388 jpm 1 
<?php
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/**
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 *	@package JAMA
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 *
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 *	For an m-by-n matrix A with m >= n, the LU decomposition is an m-by-n
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 *	unit lower triangular matrix L, an n-by-n upper triangular matrix U,
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 *	and a permutation vector piv of length m so that A(piv,:) = L*U.
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 *	If m < n, then L is m-by-m and U is m-by-n.
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 *
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 *	The LU decompostion with pivoting always exists, even if the matrix is
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 *	singular, so the constructor will never fail. The primary use of the
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 *	LU decomposition is in the solution of square systems of simultaneous
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 *	linear equations. This will fail if isNonsingular() returns false.
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 *
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 *	@author Paul Meagher
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 *	@author Bartosz Matosiuk
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 *	@author Michael Bommarito
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 *	@version 1.1
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 *	@license PHP v3.0
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 */
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class PHPExcel_Shared_JAMA_LUDecomposition {
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	const MatrixSingularException	= "Can only perform operation on singular matrix.";
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	const MatrixSquareException		= "Mismatched Row dimension";
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	/**
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	 *	Decomposition storage
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	 *	@var array
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	 */
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	private $LU = array();
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	/**
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	 *	Row dimension.
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	 *	@var int
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	 */
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	private $m;
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	/**
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	 *	Column dimension.
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	 *	@var int
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	 */
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	private $n;
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	/**
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	 *	Pivot sign.
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	 *	@var int
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	 */
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	private $pivsign;
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	/**
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	 *	Internal storage of pivot vector.
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	 *	@var array
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	 */
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	private $piv = array();
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56 
 
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	/**
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	 *	LU Decomposition constructor.
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	 *
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	 *	@param $A Rectangular matrix
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	 *	@return Structure to access L, U and piv.
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	 */
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	public function __construct($A) {
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		if ($A instanceof PHPExcel_Shared_JAMA_Matrix) {
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			// Use a "left-looking", dot-product, Crout/Doolittle algorithm.
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			$this->LU = $A->getArray();
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			$this->m  = $A->getRowDimension();
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			$this->n  = $A->getColumnDimension();
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			for ($i = 0; $i < $this->m; ++$i) {
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				$this->piv[$i] = $i;
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			}
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			$this->pivsign = 1;
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			$LUrowi = $LUcolj = array();
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			// Outer loop.
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			for ($j = 0; $j < $this->n; ++$j) {
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				// Make a copy of the j-th column to localize references.
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				for ($i = 0; $i < $this->m; ++$i) {
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					$LUcolj[$i] = &$this->LU[$i][$j];
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				}
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				// Apply previous transformations.
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				for ($i = 0; $i < $this->m; ++$i) {
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					$LUrowi = $this->LU[$i];
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					// Most of the time is spent in the following dot product.
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					$kmax = min($i,$j);
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					$s = 0.0;
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					for ($k = 0; $k < $kmax; ++$k) {
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						$s += $LUrowi[$k] * $LUcolj[$k];
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					}
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					$LUrowi[$j] = $LUcolj[$i] -= $s;
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				}
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				// Find pivot and exchange if necessary.
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				$p = $j;
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				for ($i = $j+1; $i < $this->m; ++$i) {
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					if (abs($LUcolj[$i]) > abs($LUcolj[$p])) {
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						$p = $i;
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					}
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				}
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				if ($p != $j) {
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					for ($k = 0; $k < $this->n; ++$k) {
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						$t = $this->LU[$p][$k];
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						$this->LU[$p][$k] = $this->LU[$j][$k];
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						$this->LU[$j][$k] = $t;
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					}
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					$k = $this->piv[$p];
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					$this->piv[$p] = $this->piv[$j];
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					$this->piv[$j] = $k;
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					$this->pivsign = $this->pivsign * -1;
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				}
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				// Compute multipliers.
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				if (($j < $this->m) && ($this->LU[$j][$j] != 0.0)) {
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					for ($i = $j+1; $i < $this->m; ++$i) {
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						$this->LU[$i][$j] /= $this->LU[$j][$j];
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					}
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				}
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			}
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		} else {
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			throw new PHPExcel_Calculation_Exception(PHPExcel_Shared_JAMA_Matrix::ArgumentTypeException);
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		}
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	}	//	function __construct()
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	/**
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	 *	Get lower triangular factor.
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	 *
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	 *	@return array Lower triangular factor
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	 */
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	public function getL() {
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		for ($i = 0; $i < $this->m; ++$i) {
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			for ($j = 0; $j < $this->n; ++$j) {
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				if ($i > $j) {
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					$L[$i][$j] = $this->LU[$i][$j];
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				} elseif ($i == $j) {
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					$L[$i][$j] = 1.0;
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				} else {
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					$L[$i][$j] = 0.0;
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				}
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			}
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		}
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		return new PHPExcel_Shared_JAMA_Matrix($L);
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	}	//	function getL()
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	/**
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	 *	Get upper triangular factor.
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	 *
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	 *	@return array Upper triangular factor
148 
	 */
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	public function getU() {
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		for ($i = 0; $i < $this->n; ++$i) {
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			for ($j = 0; $j < $this->n; ++$j) {
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				if ($i <= $j) {
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					$U[$i][$j] = $this->LU[$i][$j];
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				} else {
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					$U[$i][$j] = 0.0;
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				}
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			}
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		}
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		return new PHPExcel_Shared_JAMA_Matrix($U);
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	}	//	function getU()
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	/**
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	 *	Return pivot permutation vector.
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	 *
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	 *	@return array Pivot vector
167 
	 */
168 
	public function getPivot() {
169 
		return $this->piv;
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	}	//	function getPivot()
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172 
 
173 
	/**
174 
	 *	Alias for getPivot
175 
	 *
176 
	 *	@see getPivot
177 
	 */
178 
	public function getDoublePivot() {
179 
		return $this->getPivot();
180 
	}	//	function getDoublePivot()
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182 
 
183 
	/**
184 
	 *	Is the matrix nonsingular?
185 
	 *
186 
	 *	@return true if U, and hence A, is nonsingular.
187 
	 */
188 
	public function isNonsingular() {
189 
		for ($j = 0; $j < $this->n; ++$j) {
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			if ($this->LU[$j][$j] == 0) {
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				return false;
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			}
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		}
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		return true;
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	}	//	function isNonsingular()
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197 
 
198 
	/**
199 
	 *	Count determinants
200 
	 *
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	 *	@return array d matrix deterninat
202 
	 */
203 
	public function det() {
204 
		if ($this->m == $this->n) {
205 
			$d = $this->pivsign;
206 
			for ($j = 0; $j < $this->n; ++$j) {
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				$d *= $this->LU[$j][$j];
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			}
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			return $d;
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		} else {
211 
			throw new PHPExcel_Calculation_Exception(PHPExcel_Shared_JAMA_Matrix::MatrixDimensionException);
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		}
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	}	//	function det()
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215 
 
216 
	/**
217 
	 *	Solve A*X = B
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	 *
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	 *	@param  $B  A Matrix with as many rows as A and any number of columns.
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	 *	@return  X so that L*U*X = B(piv,:)
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	 *	@PHPExcel_Calculation_Exception  IllegalArgumentException Matrix row dimensions must agree.
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	 *	@PHPExcel_Calculation_Exception  RuntimeException  Matrix is singular.
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	 */
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	public function solve($B) {
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		if ($B->getRowDimension() == $this->m) {
226 
			if ($this->isNonsingular()) {
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				// Copy right hand side with pivoting
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				$nx = $B->getColumnDimension();
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				$X  = $B->getMatrix($this->piv, 0, $nx-1);
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				// Solve L*Y = B(piv,:)
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				for ($k = 0; $k < $this->n; ++$k) {
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					for ($i = $k+1; $i < $this->n; ++$i) {
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						for ($j = 0; $j < $nx; ++$j) {
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							$X->A[$i][$j] -= $X->A[$k][$j] * $this->LU[$i][$k];
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						}
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					}
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				}
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				// Solve U*X = Y;
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				for ($k = $this->n-1; $k >= 0; --$k) {
240 
					for ($j = 0; $j < $nx; ++$j) {
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						$X->A[$k][$j] /= $this->LU[$k][$k];
242 
					}
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					for ($i = 0; $i < $k; ++$i) {
244 
						for ($j = 0; $j < $nx; ++$j) {
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							$X->A[$i][$j] -= $X->A[$k][$j] * $this->LU[$i][$k];
246 
						}
247 
					}
248 
				}
249 
				return $X;
250 
			} else {
251 
				throw new PHPExcel_Calculation_Exception(self::MatrixSingularException);
252 
			}
253 
		} else {
254 
			throw new PHPExcel_Calculation_Exception(self::MatrixSquareException);
255 
		}
256 
	}	//	function solve()
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258 
}	//	class PHPExcel_Shared_JAMA_LUDecomposition