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  • Bug fixes for general core bugs in 3.11.x will end 14 Nov 2022 (12 months plus 6 months extension).
  • Bug fixes for security issues in 3.11.x will end 13 Nov 2023 (18 months plus 12 months extension).
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<?php

namespace PhpOffice\PhpSpreadsheet\Shared\JAMA;

use PhpOffice\PhpSpreadsheet\Calculation\Exception as CalculationException;

/**
 *    For an m-by-n matrix A with m >= n, the LU decomposition is an m-by-n
 *    unit lower triangular matrix L, an n-by-n upper triangular matrix U,
 *    and a permutation vector piv of length m so that A(piv,:) = L*U.
 *    If m < n, then L is m-by-m and U is m-by-n.
 *
 *    The LU decompostion with pivoting always exists, even if the matrix is
 *    singular, so the constructor will never fail. The primary use of the
 *    LU decomposition is in the solution of square systems of simultaneous
 *    linear equations. This will fail if isNonsingular() returns false.
 *
 *    @author Paul Meagher
 *    @author Bartosz Matosiuk
 *    @author Michael Bommarito
 *
 *    @version 1.1
 */
class LUDecomposition
{
    const MATRIX_SINGULAR_EXCEPTION = 'Can only perform operation on singular matrix.';
    const MATRIX_SQUARE_EXCEPTION = 'Mismatched Row dimension';

    /**
     * Decomposition storage.
     *
     * @var array
     */
    private $LU = [];

    /**
     * Row dimension.
     *
     * @var int
     */
    private $m;

    /**
     * Column dimension.
     *
     * @var int
     */
    private $n;

    /**
     * Pivot sign.
     *
     * @var int
     */
    private $pivsign;

    /**
     * Internal storage of pivot vector.
     *
     * @var array
     */
    private $piv = [];

    /**
     * LU Decomposition constructor.
     *
     * @param Matrix $A Rectangular matrix
     */
    public function __construct($A)
    {
        if ($A instanceof Matrix) {
            // Use a "left-looking", dot-product, Crout/Doolittle algorithm.
            $this->LU = $A->getArray();
            $this->m = $A->getRowDimension();
            $this->n = $A->getColumnDimension();
            for ($i = 0; $i < $this->m; ++$i) {
                $this->piv[$i] = $i;
            }
            $this->pivsign = 1;
            $LUrowi = $LUcolj = [];

            // Outer loop.
            for ($j = 0; $j < $this->n; ++$j) {
                // Make a copy of the j-th column to localize references.
                for ($i = 0; $i < $this->m; ++$i) {
                    $LUcolj[$i] = &$this->LU[$i][$j];
                }
                // Apply previous transformations.
                for ($i = 0; $i < $this->m; ++$i) {
                    $LUrowi = $this->LU[$i];
                    // Most of the time is spent in the following dot product.
                    $kmax = min($i, $j);
                    $s = 0.0;
                    for ($k = 0; $k < $kmax; ++$k) {
                        $s += $LUrowi[$k] * $LUcolj[$k];
                    }
                    $LUrowi[$j] = $LUcolj[$i] -= $s;
                }
                // Find pivot and exchange if necessary.
                $p = $j;
                for ($i = $j + 1; $i < $this->m; ++$i) {
                    if (abs($LUcolj[$i]) > abs($LUcolj[$p])) {
                        $p = $i;
                    }
                }
                if ($p != $j) {
                    for ($k = 0; $k < $this->n; ++$k) {
                        $t = $this->LU[$p][$k];
                        $this->LU[$p][$k] = $this->LU[$j][$k];
                        $this->LU[$j][$k] = $t;
                    }
                    $k = $this->piv[$p];
                    $this->piv[$p] = $this->piv[$j];
                    $this->piv[$j] = $k;
                    $this->pivsign = $this->pivsign * -1;
                }
                // Compute multipliers.
                if (($j < $this->m) && ($this->LU[$j][$j] != 0.0)) {
                    for ($i = $j + 1; $i < $this->m; ++$i) {
                        $this->LU[$i][$j] /= $this->LU[$j][$j];
                    }
                }
            }
        } else {
            throw new CalculationException(Matrix::ARGUMENT_TYPE_EXCEPTION);
        }
    }

    //    function __construct()

    /**
     * Get lower triangular factor.
     *
     * @return Matrix Lower triangular factor
     */
    public function getL()
    {
> $L = [];
for ($i = 0; $i < $this->m; ++$i) { for ($j = 0; $j < $this->n; ++$j) { if ($i > $j) { $L[$i][$j] = $this->LU[$i][$j]; } elseif ($i == $j) { $L[$i][$j] = 1.0; } else { $L[$i][$j] = 0.0; } } } return new Matrix($L); } // function getL() /** * Get upper triangular factor. * * @return Matrix Upper triangular factor */ public function getU() {
> $U = [];
for ($i = 0; $i < $this->n; ++$i) { for ($j = 0; $j < $this->n; ++$j) { if ($i <= $j) { $U[$i][$j] = $this->LU[$i][$j]; } else { $U[$i][$j] = 0.0; } } } return new Matrix($U); } // function getU() /** * Return pivot permutation vector. * * @return array Pivot vector */ public function getPivot() { return $this->piv; } // function getPivot() /** * Alias for getPivot. * * @see getPivot */ public function getDoublePivot() { return $this->getPivot(); } // function getDoublePivot() /** * Is the matrix nonsingular? * * @return bool true if U, and hence A, is nonsingular */ public function isNonsingular() { for ($j = 0; $j < $this->n; ++$j) { if ($this->LU[$j][$j] == 0) { return false; } } return true; } // function isNonsingular() /** * Count determinants. *
< * @return array d matrix deterninat
> * @return float
*/ public function det() { if ($this->m == $this->n) { $d = $this->pivsign; for ($j = 0; $j < $this->n; ++$j) { $d *= $this->LU[$j][$j]; } return $d; } throw new CalculationException(Matrix::MATRIX_DIMENSION_EXCEPTION); } // function det() /** * Solve A*X = B. *
< * @param mixed $B a Matrix with as many rows as A and any number of columns
> * @param Matrix $B a Matrix with as many rows as A and any number of columns
* * @return Matrix X so that L*U*X = B(piv,:) */
< public function solve($B)
> public function solve(Matrix $B)
{ if ($B->getRowDimension() == $this->m) { if ($this->isNonsingular()) { // Copy right hand side with pivoting $nx = $B->getColumnDimension(); $X = $B->getMatrix($this->piv, 0, $nx - 1); // Solve L*Y = B(piv,:) for ($k = 0; $k < $this->n; ++$k) { for ($i = $k + 1; $i < $this->n; ++$i) { for ($j = 0; $j < $nx; ++$j) { $X->A[$i][$j] -= $X->A[$k][$j] * $this->LU[$i][$k]; } } } // Solve U*X = Y; for ($k = $this->n - 1; $k >= 0; --$k) { for ($j = 0; $j < $nx; ++$j) { $X->A[$k][$j] /= $this->LU[$k][$k]; } for ($i = 0; $i < $k; ++$i) { for ($j = 0; $j < $nx; ++$j) { $X->A[$i][$j] -= $X->A[$k][$j] * $this->LU[$i][$k]; } } } return $X; } throw new CalculationException(self::MATRIX_SINGULAR_EXCEPTION); } throw new CalculationException(self::MATRIX_SQUARE_EXCEPTION); } }