"""Lower-Upper (LU) Decomposition. Reference: - https://en.wikipedia.org/wiki/LU_decomposition """ from typing import Tuple import numpy as np def lower_upper_decomposition(table: np.ndarray) -> Tuple[np.ndarray, np.ndarray]: """Lower-Upper (LU) Decomposition Example: >>> matrix = np.array([[2, -2, 1], [0, 1, 2], [5, 3, 1]]) >>> outcome = lower_upper_decomposition(matrix) >>> outcome[0] array([[1. , 0. , 0. ], [0. , 1. , 0. ], [2.5, 8. , 1. ]]) >>> outcome[1] array([[ 2. , -2. , 1. ], [ 0. , 1. , 2. ], [ 0. , 0. , -17.5]]) >>> matrix = np.array([[2, -2, 1], [0, 1, 2]]) >>> lower_upper_decomposition(matrix) Traceback (most recent call last): ... ValueError: 'table' has to be of square shaped array but got a 2x3 array: [[ 2 -2 1] [ 0 1 2]] """ # Table that contains our data # Table has to be a square array so we need to check first rows, columns = np.shape(table) if rows != columns: raise ValueError( f"'table' has to be of square shaped array but got a {rows}x{columns} " + f"array:\n{table}" ) lower = np.zeros((rows, columns)) upper = np.zeros((rows, columns)) for i in range(columns): for j in range(i): total = 0 for k in range(j): total += lower[i][k] * upper[k][j] lower[i][j] = (table[i][j] - total) / upper[j][j] lower[i][i] = 1 for j in range(i, columns): total = 0 for k in range(i): total += lower[i][k] * upper[k][j] upper[i][j] = table[i][j] - total return lower, upper if __name__ == "__main__": import doctest doctest.testmod()