Created
June 2, 2015 23:51
-
-
Save jamiees2/ba3490416212ebbbbde8 to your computer and use it in GitHub Desktop.
A fast LU decomposition algorithm, along with computing the determinant
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
def matrixMul(A, B): | |
TB = list(zip(*B)) | |
return [[sum(ea*eb for ea,eb in zip(a,b)) for b in TB] for a in A] | |
def pivotize(m): | |
"""Creates the pivoting matrix for m.""" | |
n = len(m) | |
ID = [[float(i == j) for i in range(n)] for j in range(n)] | |
r = 0 | |
for j in range(n): | |
row = max(range(j, n), key=lambda i: abs(m[i][j])) | |
if j != row: | |
ID[j], ID[row] = ID[row], ID[j] | |
r += 1 | |
return ID, r | |
def lu(A): | |
"""Decomposes a nxn matrix A by PA=LU and returns L, U and P.""" | |
n = len(A) | |
L = [[0.0] * n for i in range(n)] | |
U = [[0.0] * n for i in range(n)] | |
P, r = pivotize(A) | |
A2 = matrixMul(P, A) | |
for j in range(n): | |
L[j][j] = 1.0 | |
for i in range(j+1): | |
s1 = sum(U[k][j] * L[i][k] for k in range(i)) | |
U[i][j] = A2[i][j] - s1 | |
for i in range(j, n): | |
s2 = sum(U[k][j] * L[i][k] for k in range(j)) | |
L[i][j] = (A2[i][j] - s2) / U[j][j] | |
return (L, U, P, r) | |
def trace(m): | |
n = len(m) | |
r = 1 | |
for i in range(n): | |
if len(m[i]) <= i: | |
break | |
r *= m[i][i] | |
return r | |
def det(m): | |
l, u, p, r = lu(m) | |
return (-1)**r * trace(l) * trace(u) | |
mat = [[1, 3, 5], [2, 4, 7], [1, 1, 0]] | |
print(det(mat)) |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
http://rosettacode.org/wiki/LU_decomposition#Python