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Added LU Decomposition Algorithm for matrix (#6834)
* Added LU decomposition algorthm * Added LU decomposition algorthim * Added LU decomposition algorthim * Added LU decomposition algorthim * Added LU decomposition algorthim * Added LU decomposition algorthim * Added LU decomposition algorthim * Added LU decomposition algorthim * Added LU decomposition algorthim
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88
src/main/java/com/thealgorithms/matrix/LUDecomposition.java
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88
src/main/java/com/thealgorithms/matrix/LUDecomposition.java
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package com.thealgorithms.matrix;
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/**
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* LU Decomposition algorithm
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* --------------------------
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* Decomposes a square matrix a into a product of two matrices:
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* a = l * u
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* where:
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* - l is a lower triangular matrix with 1s on its diagonal
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* - u is an upper triangular matrix
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*
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* Reference:
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* https://en.wikipedia.org/wiki/lu_decomposition
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*/
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public final class LUDecomposition {
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private LUDecomposition() {
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}
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/**
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* A helper class to store both l and u matrices
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*/
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public static class LU {
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double[][] l;
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double[][] u;
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LU(double[][] l, double[][] u) {
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this.l = l;
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this.u = u;
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}
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}
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/**
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* Performs LU Decomposition on a square matrix a
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*
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* @param a input square matrix
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* @return LU object containing l and u matrices
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*/
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public static LU decompose(double[][] a) {
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int n = a.length;
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double[][] l = new double[n][n];
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double[][] u = new double[n][n];
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for (int i = 0; i < n; i++) {
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// upper triangular matrix
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for (int k = i; k < n; k++) {
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double sum = 0;
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for (int j = 0; j < i; j++) {
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sum += l[i][j] * u[j][k];
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}
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u[i][k] = a[i][k] - sum;
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}
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// lower triangular matrix
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for (int k = i; k < n; k++) {
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if (i == k) {
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l[i][i] = 1; // diagonal as 1
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} else {
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double sum = 0;
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for (int j = 0; j < i; j++) {
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sum += l[k][j] * u[j][i];
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}
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l[k][i] = (a[k][i] - sum) / u[i][i];
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}
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}
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}
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return new LU(l, u);
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}
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/**
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* Utility function to print a matrix
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*
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* @param m matrix to print
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*/
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public static void printMatrix(double[][] m) {
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for (double[] row : m) {
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System.out.print("[");
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for (int j = 0; j < row.length; j++) {
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System.out.printf("%7.3f", row[j]);
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if (j < row.length - 1) {
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System.out.print(", ");
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}
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}
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System.out.println("]");
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}
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}
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}
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package com.thealgorithms.matrix;
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import static org.junit.jupiter.api.Assertions.assertArrayEquals;
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import org.junit.jupiter.api.Test;
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public class LUDecompositionTest {
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@Test
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public void testLUDecomposition() {
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double[][] a = {{4, 3}, {6, 3}};
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// Perform LU decomposition
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LUDecomposition.LU lu = LUDecomposition.decompose(a);
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double[][] l = lu.l;
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double[][] u = lu.u;
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// Reconstruct a from l and u
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double[][] reconstructed = multiplyMatrices(l, u);
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// Assert that reconstructed matrix matches original a
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for (int i = 0; i < a.length; i++) {
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assertArrayEquals(a[i], reconstructed[i], 1e-9);
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}
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}
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// Helper method to multiply two matrices
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private double[][] multiplyMatrices(double[][] a, double[][] b) {
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int n = a.length;
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double[][] c = new double[n][n];
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for (int i = 0; i < n; i++) {
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for (int j = 0; j < n; j++) {
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for (int k = 0; k < n; k++) {
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c[i][j] += a[i][k] * b[k][j];
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}
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}
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}
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return c;
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}
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}
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