* lib/matrix: Add LUP decomposition

git-svn-id: svn+ssh://ci.ruby-lang.org/ruby/trunk@32353 b2dd03c8-39d4-4d8f-98ff-823fe69b080e

1 files changed, 18 insertions, 0 deletions

diff --git a/lib/matrix.rb b/lib/matrix.rb
index 5ce130221f..b4ff31a218 100644
--- a/lib/matrix.rb
+++ b/lib/matrix.rb
@@ -98,6 +98,8 @@ end
 # Matrix decompositions:
 # * <tt> #eigen                         </tt>
 # * <tt> #eigensystem                   </tt>
+# * <tt> #lup                           </tt>
+# * <tt> #lup_decomposition             </tt>
 #
 # Complex arithmetic:
 # * <tt> conj                           </tt>
@@ -122,6 +124,7 @@ class Matrix
   include Enumerable
   include ExceptionForMatrix
   autoload :EigenvalueDecomposition, "matrix/eigenvalue_decomposition"
+  autoload :LUPDecomposition, "matrix/lup_decomposition"
 
   # instance creations
   private_class_method :new
@@ -1187,6 +1190,21 @@ class Matrix
   end
   alias eigen eigensystem
 
+  #
+  # Returns the LUP decomposition of the matrix; see +LUPDecomposition+.
+  #   a = Matrix[[1, 2], [3, 4]]
+  #   l, u, p = a.lup
+  #   l.lower_triangular? # => true
+  #   u.upper_triangular? # => true
+  #   p.permutation?      # => true
+  #   l * u == a * p      # => true
+  #   a.lup.solve([2, 5]) # => Vector[(1/1), (1/2)]
+  #
+  def lup
+    LUPDecomposition.new(self)
+  end
+  alias lup_decomposition lup
+
   #--
   # COMPLEX ARITHMETIC -=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
   #++