public LUDecomposition(Matrix A){
  LU=A.getArrayCopy();
  m=A.getRowDimension();
  n=A.getColumnDimension();
  piv=new int[m];
  for (int i=0; i < m; i++) {
    piv[i]=i;
  }
  pivsign=1;
  double[] LUrowi;
  double[] LUcolj=new double[m];
  for (int j=0; j < n; j++) {
    for (int i=0; i < m; i++) {
      LUcolj[i]=LU[i][j];
    }
    for (int i=0; i < m; i++) {
      LUrowi=LU[i];
      int kmax=Math.min(i,j);
      double s=0.0;
      for (int k=0; k < kmax; k++) {
        s+=LUrowi[k] * LUcolj[k];
      }
      LUrowi[j]=LUcolj[i]-=s;
    }
    int p=j;
    for (int i=j + 1; i < m; i++) {
      if (Math.abs(LUcolj[i]) > Math.abs(LUcolj[p])) {
        p=i;
      }
    }
    if (p != j) {
      for (int k=0; k < n; k++) {
        double t=LU[p][k];
        LU[p][k]=LU[j][k];
        LU[j][k]=t;
      }
      int k=piv[p];
      piv[p]=piv[j];
      piv[j]=k;
      pivsign=-pivsign;
    }
    if (j < m & LU[j][j] != 0.0) {
      for (int i=j + 1; i < m; i++) {
        LU[i][j]/=LU[j][j];
      }
    }
  }
}

public LUDecomposition ( Matrix A ) { LU = A . getArrayCopy ( ) ; m = A . getRowDimension ( ) ; n = A . getColumnDimension ( ) ; piv = new int [ m ] ; for ( int i = 0 ; i < m ; i ++ ) { piv [ i ] = i ; } pivsign = 1 ; double [ ] LUrowi ; double [ ] LUcolj = new double [ m ] ; for ( int j = 0 ; j < n ; j ++ ) { for ( int i = 0 ; i < m ; i ++ ) { LUcolj [ i ] = LU [ i ] [ j ] ; } for ( int i = 0 ; i < m ; i ++ ) { LUrowi = LU [ i ] ; int kmax = Math . min ( i , j ) ; double s = 0.0 ; for ( int k = 0 ; k < kmax ; k ++ ) { s += LUrowi [ k ] * LUcolj [ k ] ; } LUrowi [ j ] = LUcolj [ i ] -= s ; } int p = j ; for ( int i = j + 1 ; i < m ; i ++ ) { if ( Math . abs ( LUcolj [ i ] ) > Math . abs ( LUcolj [ p ] ) ) { p = i ; } } if ( p != j ) { for ( int k = 0 ; k < n ; k ++ ) { double t = LU [ p ] [ k ] ; LU [ p ] [ k ] = LU [ j ] [ k ] ; LU [ j ] [ k ] = t ; } int k = piv [ p ] ; piv [ p ] = piv [ j ] ; piv [ j ] = k ; pivsign = - pivsign ; } if ( j < m & LU [ j ] [ j ] != 0.0 ) { for ( int i = j + 1 ; i < m ; i ++ ) { LU [ i ] [ j ] /= LU [ j ] [ j ] ; } } } }
lu decomposition , a structure to access l , u and piv .
