R: Sparse LU decomposition of a square sparse matrix

sparseLU-class {Matrix} | R Documentation

## Sparse LU decomposition of a square sparse matrix

### Description

Objects of this class contain the components of the LU decomposition of a sparse square matrix.

### Objects from the Class

Objects can be created by calls of the form `new("sparseLU", ...)` but are more commonly created by function `lu()` applied to a sparse matrix, such as a matrix of class `dgCMatrix`.

### Slots

`L`:

  Object of class `"dtCMatrix"`, the lower triangular factor from the left.

`U`:

  Object of class `"dtCMatrix"`, the upper triangular factor from the right.

`p`:

  Object of class `"integer"`, permutation applied from the left.

`q`:

  Object of class `"integer"`, permutation applied from the right.

`Dim`:

  the dimension of the original matrix; inherited from class `MatrixFactorization`.

### Extends

Class `"LU"`, directly. Class `"MatrixFactorization"`, by class `"LU"`.

### Methods

expand

  `signature(x = "sparseLU")` Returns a list with components `P`, `L`, `U`, and `Q`, where P and Q represent fill-reducing permutations, and L, and U the lower and upper triangular matrices of the decomposition. The original matrix corresponds to the product PLUQ.

### Note

The decomposition is of the form

A = P'LUQ

where all matrices are sparse and of size n by n. The matrices P, its transpose P', and Q are permutation matrices, L is lower triangular and U is upper triangular.

### See Also

`lu`, `solve`, `dgCMatrix`

### Examples

    ## Extending the one in   examples(lu), calling the matrix  A,
    ## and confirming the factorization identities :
    A <- as(readMM(system.file("external/pores_1.mtx",
                                package = "Matrix")),
             "CsparseMatrix")
    str(luA <- lu(A))		# p is a 0-based permutation of the rows
                                    # q is a 0-based permutation of the columns
    xA <- expand(luA)
    ## which is simply doing
    stopifnot(identical(xA$ L, luA@L),
              identical(xA$ U, luA@U),
              identical(xA$ P, as(luA@p +1L, "pMatrix")),
              identical(xA$ Q, as(luA@q +1L, "pMatrix")))

    P.LUQ <- with(xA, t(P) %*% L %*% U %*% Q)
    stopifnot(all.equal(A, P.LUQ, tol = 1e-12))
    ## permute rows and columns of original matrix
    pA <- A[luA@p + 1L, luA@q + 1L]
    stopifnot(identical(pA, with(xA, P %*% A %*% t(Q))))

    pLU <- drop0(luA@L %*% luA@U) # L %*% U -- dropping extra zeros
    stopifnot(all.equal(pA, pLU))

[Package Matrix version 1.0-6 Index]