Monday 4 May 2020

Matrix Utilities: LU factorisation and Inverse of Real Matrix

This blog post implements the LU factorisation and inverse calculation of a square matrix for real numbers. A partial pivot method is used for the LU factorisation. The inverse matrix is calculated from the results of the LU factorisation, using backward and forward substitution.

For the (square) matrix entry, comma separated (the separation can also be a single whitespace) numbers need to be entered into the Input box, with no newline after the last line. A comma at the end of each line can be added optionally for comma separated numbers. Alternatively, you can load a CSV file into the Input box, by clicking on the Choose File button.

The precision of the results in decimal places can be specified in the text box headed "Precision (decimal places)". To perform the calculation, simply press the button labelled "Perform LU factorisation and Inverse" further down this page. Four matrices will be printed in coloured textareas: the Lower Triangular, Upper Triangular, Permutation and Inverse. In addition, the matrix size and determinant will be printed.


Precision (decimal places)






Input


Results pending...


Lower Triangular Matrix

Upper Triangular Matrix

Permutation Matrix

Inverse Matrix

Logistic Regression Calculator and ROC Curve Plotter

This blog post implements a Logistic Regression calculator for a binary output. Consider a binary outcome response variable \(Y\...