LUDecomposition::Matrix LUDecomposition::solve (const Matrix& B) const {
BOOST_UBLAS_CHECK((int)B.size1() == m, bad_size("Matrix row dimensions must agree."));
BOOST_UBLAS_CHECK(isNonsingular(), singular("Matrix is singular."));
// Copy right hand side with pivoting
int nx = B.size2();
Matrix X(m,nx);
for (int i = 0; i < m; i++) {
row(X,i) = row(B, piv(i));
}
// Solve L*Y = B(piv,:)
for (int k = 0; k < n; k++) {
for (int i = k+1; i < n; i++) {
for (int j = 0; j < nx; j++) {
X(i,j) -= X(k,j)*LU(i,k);
}
}
}
// Solve U*X = Y;
for (int k = n-1; k >= 0; k--) {
for (int j = 0; j < nx; j++) {
X(k,j) /= LU(k,k);
}
for (int i = 0; i < k; i++) {
for (int j = 0; j < nx; j++) {
X(i,j) -= X(k,j)*LU(i,k);
}
}
}
return X;
}
// Element access
BOOST_UBLAS_INLINE
const_reference operator [] (size_type i) const {
BOOST_UBLAS_CHECK (i < size_, bad_index ());
return data_ [i];
}
BOOST_UBLAS_INLINE
void resize (size_type size, value_type init) {
BOOST_UBLAS_CHECK (size == N, bad_size ());
std::fill (data_, data_ + N, init);
}
BOOST_UBLAS_INLINE
reference operator [] (size_type i) {
BOOST_UBLAS_CHECK (i < N, bad_index ());
return data_ [i];
}
// Resizing
BOOST_UBLAS_INLINE
void resize (size_type size) {
BOOST_UBLAS_CHECK (size == N, bad_size ());
}
BOOST_UBLAS_INLINE
fixed_size_array (size_type size, const value_type &init) {
BOOST_UBLAS_CHECK (size == N, bad_size ());
std::fill (data_, data_ + N, init) ;
}
explicit BOOST_UBLAS_INLINE
fixed_size_array (size_type size) {
BOOST_UBLAS_CHECK (size == N, bad_size ());
}
BOOST_UBLAS_INLINE
void resize (size_type size, value_type init) {
BOOST_UBLAS_CHECK (size == 0, bad_size ());
}
BOOST_UBLAS_INLINE
fixed_size_array (size_type size, const value_type &init) {
BOOST_UBLAS_CHECK (size == 0, bad_size ());
}
