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Refactoring and optimization of the lu_decomposition algorithm #9231

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Oct 16, 2023
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8 changes: 6 additions & 2 deletions arithmetic_analysis/lu_decomposition.py
Original file line number Diff line number Diff line change
Expand Up @@ -88,15 +88,19 @@ def lower_upper_decomposition(table: np.ndarray) -> tuple[np.ndarray, np.ndarray

lower = np.zeros((rows, columns))
upper = np.zeros((rows, columns))

# in 'total', the necessary data is extracted through slices
# and the sum of the products is obtained.

for i in range(columns):
for j in range(i):
total = sum(lower[i][k] * upper[k][j] for k in range(j))
total = np.sum(lower[i, :i] * upper[:i, j])
if upper[j][j] == 0:
raise ArithmeticError("No LU decomposition exists")
lower[i][j] = (table[i][j] - total) / upper[j][j]
lower[i][i] = 1
for j in range(i, columns):
total = sum(lower[i][k] * upper[k][j] for k in range(j))
total = np.sum(lower[i, :i] * upper[:i, j])
upper[i][j] = table[i][j] - total
return lower, upper

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