package main import "fmt" type matrix struct { stride int ele []float64 } func (m *matrix) print(heading string) { if heading > "" { fmt.Print("\n", heading, "\n") } for e := 0; e < len(m.ele); e += m.stride { fmt.Printf("%8.5f ", m.ele[e:e+m.stride]) fmt.Println() } } func (m1 *matrix) mul(m2 *matrix) (m3 *matrix, ok bool) { if m1.stride*m2.stride != len(m2.ele) { return nil, false } m3 = &matrix{m2.stride, make([]float64, (len(m1.ele)/m1.stride)*m2.stride)} for m1c0, m3x := 0, 0; m1c0 < len(m1.ele); m1c0 += m1.stride { for m2r0 := 0; m2r0 < m2.stride; m2r0++ { for m1x, m2x := m1c0, m2r0; m2x < len(m2.ele); m2x += m2.stride { m3.ele[m3x] += m1.ele[m1x] * m2.ele[m2x] m1x++ } m3x++ } } return m3, true } func zero(rows, cols int) *matrix { return &matrix{cols, make([]float64, rows*cols)} } func eye(n int) *matrix { m := zero(n, n) for ix := 0; ix < len(m.ele); ix += n + 1 { m.ele[ix] = 1 } return m } func (a *matrix) pivotize() *matrix { pv := make([]int, a.stride) for i := range pv { pv[i] = i } for j, dx := 0, 0; j < a.stride; j++ { row := j max := a.ele[dx] for i, ixcj := j, dx; i < a.stride; i++ { if a.ele[ixcj] > max { max = a.ele[ixcj] row = i } ixcj += a.stride } if j != row { pv[row], pv[j] = pv[j], pv[row] } dx += a.stride + 1 } p := zero(a.stride, a.stride) for r, c := range pv { p.ele[r*a.stride+c] = 1 } return p } func (a *matrix) lu() (l, u, p *matrix) { l = zero(a.stride, a.stride) u = zero(a.stride, a.stride) p = a.pivotize() a, _ = p.mul(a) for j, jxc0 := 0, 0; j < a.stride; j++ { l.ele[jxc0+j] = 1 for i, ixc0 := 0, 0; ixc0 <= jxc0; i++ { sum := 0. for k, kxcj := 0, j; k < i; k++ { sum += u.ele[kxcj] * l.ele[ixc0+k] kxcj += a.stride } u.ele[ixc0+j] = a.ele[ixc0+j] - sum ixc0 += a.stride } for ixc0 := jxc0; ixc0 < len(a.ele); ixc0 += a.stride { sum := 0. for k, kxcj := 0, j; k < j; k++ { sum += u.ele[kxcj] * l.ele[ixc0+k] kxcj += a.stride } l.ele[ixc0+j] = (a.ele[ixc0+j] - sum) / u.ele[jxc0+j] } jxc0 += a.stride } return } func main() { showLU(&matrix{3, []float64{ 1, 3, 5, 2, 4, 7, 1, 1, 0}}) showLU(&matrix{4, []float64{ 11, 9, 24, 2, 1, 5, 2, 6, 3, 17, 18, 1, 2, 5, 7, 1}}) } func showLU(a *matrix) { a.print("\na") l, u, p := a.lu() l.print("l") u.print("u") p.print("p") }