public LUDecomposition(Matrix A, boolean autoPivot) {
LU = A.copy();
int m = LU.m, n = LU.n;
pivsign = 1;
piv = new int[m];
for (int i = 0; i < m; i++) piv[i] = i;
// Outer loop.
for (int j = 0; j < n; j++) {
if (n > 1000) System.out.printf("%d / %d\r", j, n);
// Make a copy of the j-th column to localize references.
Vec LUcolj = LU.getColumn(j);
// Apply previous transformations.
for (int i = 0; i < m; i++) {
Vec LUrowi = LU.getRow(i);
// Most of the time is spent in the following dot product.
int kmax = Math.min(i, j);
double s = LUrowi.dotProduct(LUcolj, 0, kmax - 1);
LUcolj.plusEquals(i, -s);
LUrowi.plusEquals(j, -s);
}
// Find pivot and exchange if necessary.
int p = j;
if (autoPivot) {
for (int i = j + 1; i < m; i++) {
if (Math.abs(LUcolj.get(i)) > Math.abs(LUcolj.get(p))) {
p = i;
}
}
}
if (p != j) {
LU.swapRows(p, j);
int k = piv[p];
piv[p] = piv[j];
piv[j] = k;
pivsign = -pivsign;
}
// Compute multipliers.
if (j < n && j < m && LU.get(j, j) != 0.0) {
double LUjj = LU.get(j, j);
for (int i = j + 1; i < m; i++) {
LU.timesEquals(i, j, 1.0 / LUjj);
}
}
}
}
