source: trunk/sources/ALGLIB/det.cs @ 2567

/*************************************************************************
Copyright (c) 2005-2007, Sergey Bochkanov (ALGLIB project).

>>> SOURCE LICENSE >>>
This program is free software; you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation (www.fsf.org); either version 2 of the 
License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

A copy of the GNU General Public License is available at
http://www.fsf.org/licensing/licenses

>>> END OF LICENSE >>>
*************************************************************************/

using System;

namespace alglib
{
    public class det
    {
        /*************************************************************************
        Determinant calculation of the matrix given by its LU decomposition.

        Input parameters:
            A       -   LU decomposition of the matrix (output of
                        RMatrixLU subroutine).
            Pivots  -   table of permutations which were made during
                        the LU decomposition.
                        Output of RMatrixLU subroutine.
            N       -   size of matrix A.

        Result: matrix determinant.

          -- ALGLIB --
             Copyright 2005 by Bochkanov Sergey
        *************************************************************************/
        public static double rmatrixludet(ref double[,] a,
            ref int[] pivots,
            int n)
        {
            double result = 0;
            int i = 0;
            int s = 0;

            result = 1;
            s = 1;
            for(i=0; i<=n-1; i++)
            {
                result = result*a[i,i];
                if( pivots[i]!=i )
                {
                    s = -s;
                }
            }
            result = result*s;
            return result;
        }


        /*************************************************************************
        Calculation of the determinant of a general matrix

        Input parameters:
            A       -   matrix, array[0..N-1, 0..N-1]
            N       -   size of matrix A.

        Result: determinant of matrix A.

          -- ALGLIB --
             Copyright 2005 by Bochkanov Sergey
        *************************************************************************/
        public static double rmatrixdet(double[,] a,
            int n)
        {
            double result = 0;
            int[] pivots = new int[0];

            a = (double[,])a.Clone();

            lu.rmatrixlu(ref a, n, n, ref pivots);
            result = rmatrixludet(ref a, ref pivots, n);
            return result;
        }


        public static double determinantlu(ref double[,] a,
            ref int[] pivots,
            int n)
        {
            double result = 0;
            int i = 0;
            int s = 0;

            result = 1;
            s = 1;
            for(i=1; i<=n; i++)
            {
                result = result*a[i,i];
                if( pivots[i]!=i )
                {
                    s = -s;
                }
            }
            result = result*s;
            return result;
        }


        public static double determinant(double[,] a,
            int n)
        {
            double result = 0;
            int[] pivots = new int[0];

            a = (double[,])a.Clone();

            lu.ludecomposition(ref a, n, n, ref pivots);
            result = determinantlu(ref a, ref pivots, n);
            return result;
        }
    }
}