public Matrix solve()

in modules/ml-ext/ml/src/main/java/org/apache/ignite/ml/math/primitives/matrix/LUDecomposition.java [331:382]

37 lines of code
12 McCabe index (conditional complexity)


    public Matrix solve(Matrix b) {
        final int m = pivot.size();

        if (b.rowSize() != m)
            throw new CardinalityException(b.rowSize(), m);

        if (singular)
            throw new SingularMatrixException();

        final int nColB = b.columnSize();

        // Apply permutations to b
        final double[][] bp = new double[m][nColB];
        for (int row = 0; row < m; row++) {
            final double[] bpRow = bp[row];
            final int pRow = (int)pivot.get(row);

            for (int col = 0; col < nColB; col++)
                bpRow[col] = b.get(pRow, col);
        }

        // Solve LY = b
        for (int col = 0; col < m; col++) {
            final double[] bpCol = bp[col];
            for (int i = col + 1; i < m; i++) {
                final double[] bpI = bp[i];
                final double luICol = lu.get(i, col);

                for (int j = 0; j < nColB; j++)
                    bpI[j] -= bpCol[j] * luICol;
            }
        }

        // Solve UX = Y
        for (int col = m - 1; col >= 0; col--) {
            final double[] bpCol = bp[col];
            final double luDiag = lu.getX(col, col);

            for (int j = 0; j < nColB; j++)
                bpCol[j] /= luDiag;

            for (int i = 0; i < col; i++) {
                final double[] bpI = bp[i];
                final double luICol = lu.get(i, col);

                for (int j = 0; j < nColB; j++)
                    bpI[j] -= bpCol[j] * luICol;
            }
        }

        return b.like(b.rowSize(), b.columnSize()).assign(bp);
    }