Task: LU decomposition




Go: package main

import "fmt"
    
type matrix [][]float64

func zero(n int) matrix {
    r := make([][]float64, n)
    a := make([]float64, n*n)
    for i := range r {
        r[i] = a[n*i : n*(i+1)]
    } 
    return r 
}
    
func eye(n int) matrix {
    r := zero(n)
    for i := range r {
        r[i][i] = 1
    }
    return r
}   
    
func (m matrix) print(label string) {
    if label > "" {
        fmt.Printf("%s:\n", label)
    }
    for _, r := range m {
        for _, e := range r {
            fmt.Printf(" %9.5f", e)
        }
        fmt.Println()
    }
}

func (a matrix) pivotize() matrix { 
    p := eye(len(a))
    for j, r := range a {
        max := r[j] 
        row := j
        for i := j; i < len(a); i++ {
            if a[i][j] > max {
                max = a[i][j]
                row = i
            }
        }
        if j != row {
            
            p[j], p[row] = p[row], p[j]
        }
    } 
    return p
}

func (m1 matrix) mul(m2 matrix) matrix {
    r := zero(len(m1))
    for i, r1 := range m1 {
        for j := range m2 {
            for k := range m1 {
                r[i][j] += r1[k] * m2[k][j]
            }
        }
    }
    return r
}

func (a matrix) lu() (l, u, p matrix) {
    l = zero(len(a))
    u = zero(len(a))
    p = a.pivotize()
    a = p.mul(a)
    for j := range a {
        l[j][j] = 1
        for i := 0; i <= j; i++ {
            sum := 0.
            for k := 0; k < i; k++ {
                sum += u[k][j] * l[i][k]
            }
            u[i][j] = a[i][j] - sum
        }
        for i := j; i < len(a); i++ {
            sum := 0.
            for k := 0; k < j; k++ {
                sum += u[k][j] * l[i][k]
            }
            l[i][j] = (a[i][j] - sum) / u[j][j]
        }
    }
    return
}

func main() {
    showLU(matrix{
        {1, 3, 5},
        {2, 4, 7},
        {1, 1, 0}})
    showLU(matrix{
        {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") 
}




Python: from pprint import pprint

def matrixMul(A, B):
    TB = zip(*B)
    return [[sum(ea*eb for ea,eb in zip(a,b)) for b in TB] for a in A]

def pivotize(m):
    
    n = len(m)
    ID = [[float(i == j) for i in xrange(n)] for j in xrange(n)]
    for j in xrange(n):
        row = max(xrange(j, n), key=lambda i: abs(m[i][j]))
        if j != row:
            ID[j], ID[row] = ID[row], ID[j]
    return ID

def lu(A):
    
    n = len(A)
    L = [[0.0] * n for i in xrange(n)]
    U = [[0.0] * n for i in xrange(n)]
    P = pivotize(A)
    A2 = matrixMul(P, A)
    for j in xrange(n):
        L[j][j] = 1.0
        for i in xrange(j+1):
            s1 = sum(U[k][j] * L[i][k] for k in xrange(i))
            U[i][j] = A2[i][j] - s1
        for i in xrange(j, n):
            s2 = sum(U[k][j] * L[i][k] for k in xrange(j))
            L[i][j] = (A2[i][j] - s2) / U[j][j]
    return (L, U, P)

a = [[1, 3, 5], [2, 4, 7], [1, 1, 0]]
for part in lu(a):
    pprint(part, width=19)
    print
print
b = [[11,9,24,2],[1,5,2,6],[3,17,18,1],[2,5,7,1]]
for part in lu(b):
    pprint(part)
    print