| 1 | /*************************************************************************
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| 2 | Copyright (c) 2005-2007, Sergey Bochkanov (ALGLIB project).
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| 3 |
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| 4 | >>> SOURCE LICENSE >>>
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| 5 | This program is free software; you can redistribute it and/or modify
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| 6 | it under the terms of the GNU General Public License as published by
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| 7 | the Free Software Foundation (www.fsf.org); either version 2 of the
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| 8 | License, or (at your option) any later version.
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| 9 |
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| 10 | This program is distributed in the hope that it will be useful,
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| 11 | but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 12 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 13 | GNU General Public License for more details.
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| 14 |
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| 15 | A copy of the GNU General Public License is available at
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| 16 | http://www.fsf.org/licensing/licenses
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| 17 |
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| 18 | >>> END OF LICENSE >>>
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| 19 | *************************************************************************/
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| 20 |
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| 21 | using System;
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| 22 |
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| 23 | namespace alglib
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| 24 | {
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| 25 | public class det
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| 26 | {
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| 27 | /*************************************************************************
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| 28 | Determinant calculation of the matrix given by its LU decomposition.
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| 29 |
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| 30 | Input parameters:
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| 31 | A - LU decomposition of the matrix (output of
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| 32 | RMatrixLU subroutine).
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| 33 | Pivots - table of permutations which were made during
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| 34 | the LU decomposition.
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| 35 | Output of RMatrixLU subroutine.
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| 36 | N - size of matrix A.
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| 37 |
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| 38 | Result: matrix determinant.
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| 39 |
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| 40 | -- ALGLIB --
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| 41 | Copyright 2005 by Bochkanov Sergey
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| 42 | *************************************************************************/
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| 43 | public static double rmatrixludet(ref double[,] a,
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| 44 | ref int[] pivots,
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| 45 | int n)
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| 46 | {
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| 47 | double result = 0;
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| 48 | int i = 0;
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| 49 | int s = 0;
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| 50 |
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| 51 | result = 1;
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| 52 | s = 1;
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| 53 | for(i=0; i<=n-1; i++)
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| 54 | {
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| 55 | result = result*a[i,i];
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| 56 | if( pivots[i]!=i )
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| 57 | {
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| 58 | s = -s;
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| 59 | }
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| 60 | }
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| 61 | result = result*s;
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| 62 | return result;
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| 63 | }
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| 64 |
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| 65 |
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| 66 | /*************************************************************************
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| 67 | Calculation of the determinant of a general matrix
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| 68 |
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| 69 | Input parameters:
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| 70 | A - matrix, array[0..N-1, 0..N-1]
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| 71 | N - size of matrix A.
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| 72 |
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| 73 | Result: determinant of matrix A.
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| 74 |
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| 75 | -- ALGLIB --
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| 76 | Copyright 2005 by Bochkanov Sergey
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| 77 | *************************************************************************/
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| 78 | public static double rmatrixdet(double[,] a,
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| 79 | int n)
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| 80 | {
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| 81 | double result = 0;
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| 82 | int[] pivots = new int[0];
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| 83 |
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| 84 | a = (double[,])a.Clone();
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| 85 |
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| 86 | trfac.rmatrixlu(ref a, n, n, ref pivots);
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| 87 | result = rmatrixludet(ref a, ref pivots, n);
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| 88 | return result;
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| 89 | }
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| 90 | }
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| 91 | }
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