LUP分解求解线性方程组及求逆矩阵 java

具体的分析参考算法导论

public class LU
{
	/**矩阵相乘*/
	public static float[][] multiply(float[][]A,float[][]B){
		int n = A[0].length,i = 0,j = 0,k = 0;
		float[][] C = new float[n][n];
		for(i = 0;i < n;i++){
			for(j = 0;j < n;j++){
				for(k = 0;k < n;k++){
					C[i][j] += A[i][k]*B[k][j];
				}
			}
		}
		return C;
	}

	/**矩阵LU分解*/
	public static void LU_Decomposition(float[][] A,float[][] L,float[][] U){
		int n = A[0].length;
		float u = 0f,l = 0f;
		int i=0,j=0,k=0;
		//initial L and U
		for(i = 0;i < n-1;i++){
			u = A[i][i];
			//第j行
			for(j = i+1;j < n;j++){
				l = A[j][i]/u;
				A[j][i] = l;
				//update A'
				for(k = i+1;k < n;k++){
					A[j][k] =