<?php
namespace Matrix\Decomposition;
use Matrix\Exception;
use Matrix\Matrix;
class LU
{
private $luMatrix;
private $rows;
private $columns;
private $pivot = [];
public function __construct(Matrix $matrix)
{
$this->luMatrix = $matrix->toArray();
$this->rows = $matrix->rows;
$this->columns = $matrix->columns;
$this->buildPivot();
}
/**
* Get lower triangular factor.
*
* @return Matrix Lower triangular factor
*/
public function getL(): Matrix
{
$lower = [];
$columns = min($this->rows, $this->columns);
for ($row = 0; $row < $this->rows; ++$row) {
for ($column = 0; $column < $columns; ++$column) {
if ($row > $column) {
$lower[$row][$column] = $this->luMatrix[$row][$column];
} elseif ($row === $column) {
$lower[$row][$column] = 1.0;
} else {
$lower[$row][$column] = 0.0;
}
}
}
return new Matrix($lower);
}
/**
* Get upper triangular factor.
*
* @return Matrix Upper triangular factor
*/
public function getU(): Matrix
{
$upper = [];
$rows = min($this->rows, $this->columns);
for ($row = 0; $row < $rows; ++$row) {
for ($column = 0; $column < $this->columns; ++$column) {
if ($row <= $column) {
$upper[$row][$column] = $this->luMatrix[$row][$column];
} else {
$upper[$row][$column] = 0.0;
}
}
}
return new Matrix($upper);
}
/**
* Return pivot permutation vector.
*
* @return Matrix Pivot matrix
*/
public function getP(): Matrix
{
$pMatrix = [];
$pivots = $this->pivot;
$pivotCount = count($pivots);
foreach ($pivots as $row => $pivot) {
$pMatrix[$row] = array_fill(0, $pivotCount, 0);
$pMatrix[$row][$pivot] = 1;
}
return new Matrix($pMatrix);
}
/**
* Return pivot permutation vector.
*
* @return array Pivot vector
*/
public function getPivot(): array
{
return $this->pivot;
}
/**
* Is the matrix nonsingular?
*
* @return bool true if U, and hence A, is nonsingular
*/
public function isNonsingular(): bool
{
for ($diagonal = 0; $diagonal < $this->columns; ++$diagonal) {
if ($this->luMatrix[$diagonal][$diagonal] === 0.0) {
return false;
}
}
return true;
}
private function buildPivot(): void
{
for ($row = 0; $row < $this->rows; ++$row) {
$this->pivot[$row] = $row;
}
for ($column = 0; $column < $this->columns; ++$column) {
$luColumn = $this->localisedReferenceColumn($column);
$this->applyTransformations($column, $luColumn);
$pivot = $this->findPivot($column, $luColumn);
if ($pivot !== $column) {
$this->pivotExchange($pivot, $column);
}
$this->computeMultipliers($column);
unset($luColumn);
}
}
private function localisedReferenceColumn($column): array
{
$luColumn = [];
for ($row = 0; $row < $this->rows; ++$row) {
$luColumn[$row] = &$this->luMatrix[$row][$column];
}
return $luColumn;
}
private function applyTransformations($column, array $luColumn): void
{
for ($row = 0; $row < $this->rows; ++$row) {
$luRow = $this->luMatrix[$row];
// Most of the time is spent in the following dot product.
$kmax = min($row, $column);
$sValue = 0.0;
for ($kValue = 0; $kValue < $kmax; ++$kValue) {
$sValue += $luRow[$kValue] * $luColumn[$kValue];
}
$luRow[$column] = $luColumn[$row] -= $sValue;
}
}
private function findPivot($column, array $luColumn): int
{
$pivot = $column;
for ($row = $column + 1; $row < $this->rows; ++$row) {
if (abs($luColumn[$row]) > abs($luColumn[$pivot])) {
$pivot = $row;
}
}
return $pivot;
}
private function pivotExchange($pivot, $column): void
{
for ($kValue = 0; $kValue < $this->columns; ++$kValue) {
$tValue = $this->luMatrix[$pivot][$kValue];
$this->luMatrix[$pivot][$kValue] = $this->luMatrix[$column][$kValue];
$this->luMatrix[$column][$kValue] = $tValue;
}
$lValue = $this->pivot[$pivot];
$this->pivot[$pivot] = $this->pivot[$column];
$this->pivot[$column] = $lValue;
}
private function computeMultipliers($diagonal): void
{
if (($diagonal < $this->rows) && ($this->luMatrix[$diagonal][$diagonal] != 0.0)) {
for ($row = $diagonal + 1; $row < $this->rows; ++$row) {
$this->luMatrix[$row][$diagonal] /= $this->luMatrix[$diagonal][$diagonal];
}
}
}
private function pivotB(Matrix $B): array
{
$X = [];
foreach ($this->pivot as $rowId) {
$row = $B->getRows($rowId + 1)->toArray();
$X[] = array_pop($row);
}
return $X;
}
/**
* Solve A*X = B.
*
* @param Matrix $B a Matrix with as many rows as A and any number of columns
*
* @throws Exception
*
* @return Matrix X so that L*U*X = B(piv,:)
*/
public function solve(Matrix $B): Matrix
{
if ($B->rows !== $this->rows) {
throw new Exception('Matrix row dimensions are not equal');
}
if ($this->rows !== $this->columns) {
throw new Exception('LU solve() only works on square matrices');
}
if (!$this->isNonsingular()) {
throw new Exception('Can only perform operation on singular matrix');
}
// Copy right hand side with pivoting
$nx = $B->columns;
$X = $this->pivotB($B);
// Solve L*Y = B(piv,:)
for ($k = 0; $k < $this->columns; ++$k) {
for ($i = $k + 1; $i < $this->columns; ++$i) {
for ($j = 0; $j < $nx; ++$j) {
$X[$i][$j] -= $X[$k][$j] * $this->luMatrix[$i][$k];
}
}
}
// Solve U*X = Y;
for ($k = $this->columns - 1; $k >= 0; --$k) {
for ($j = 0; $j < $nx; ++$j) {
$X[$k][$j] /= $this->luMatrix[$k][$k];
}
for ($i = 0; $i < $k; ++$i) {
for ($j = 0; $j < $nx; ++$j) {
$X[$i][$j] -= $X[$k][$j] * $this->luMatrix[$i][$k];
}
}
}
return new Matrix($X);
}
}
To access the Kueue Pay Developer API, you’ll need an API key. You can obtain your API key by logging in to your Kueue Pay merchant account and navigating to the API section. Collect Client ID , Secret ID & Merchant ID Carefully. Keep your API key confidential and do not share it publicly.