library: libMatrix
#include "TDecompChol.h"

TDecompChol

class description - header file - source file - inheritance tree (.pdf)

class TDecompChol : public TDecompBase

Inheritance Chart:

TObject

TDecompBase

TDecompChol


    protected:

      virtual const TMatrixDBase& GetDecompMatrix() const

    public:

                        TDecompChol()
                        TDecompChol(Int_t nrows)
                        TDecompChol(Int_t row_lwb, Int_t row_upb)
                        TDecompChol(const TMatrixDSym& a, Double_t tol = 0.0)
                        TDecompChol(const TMatrixD& a, Double_t tol = 0.0)
                        TDecompChol(const TDecompChol& another)
                virtual ~TDecompChol()
         static TClass* Class()
         virtual Bool_t Decompose()
           virtual void Det(Double_t& d1, Double_t& d2)
      const TMatrixDSym GetMatrix()
          virtual Int_t GetNcols() const
          virtual Int_t GetNrows() const
        const TMatrixD& GetU() const
                   void Invert(TMatrixDSym& inv)
            TMatrixDSym Invert()
        virtual TClass* IsA() const
           TDecompChol& operator=(const TDecompChol& source)
           virtual void Print(Option_t* opt = "") const
           virtual void SetMatrix(const TMatrixDSym& a)
           virtual void ShowMembers(TMemberInspector& insp, char* parent)
         virtual Bool_t Solve(TVectorD& b)
       virtual TVectorD Solve(const TVectorD& b, Bool_t& ok)
         virtual Bool_t Solve(TMatrixDColumn& b)
           virtual void Streamer(TBuffer& b)
                   void StreamerNVirtual(TBuffer& b)
         virtual Bool_t TransSolve(TVectorD& b)
       virtual TVectorD TransSolve(const TVectorD& b, Bool_t& ok)
         virtual Bool_t TransSolve(TMatrixDColumn& b)

Data Members


    protected:

      TMatrixD fU  decomposed matrix fU so that a = fU^T fU

Class Description

                                                                       
 Cholesky Decomposition class                                          
                                                                       
 Decompose a symmetric, positive definite matrix A = U^T * U           
                                                                       
 where U is a upper triangular matrix                                  
                                                                       
 The decomposition fails if a diagonal element of fU is <= 0, the      
 matrix is not positive negative . The matrix fU is made invalid .     
                                                                       
 fU has the same index range as A .

TDecompChol(Int_t nrows)

 Constructor for (nrows x nrows) matrix

TDecompChol(Int_t row_lwb,Int_t row_upb)

 Constructor for ([row_lwb..row_upb] x [row_lwb..row_upb]) matrix

TDecompChol(const TMatrixDSym &a,Double_t tol)

 Constructor for symmetric matrix A . Matrix should be positive definite

TDecompChol(const TMatrixD &a,Double_t tol)

 Constructor for general matrix A . Matrix should be symmetric positive definite

TDecompChol(const TDecompChol &another)

 Copy constructor

Bool_t Decompose()

 Matrix A is decomposed in component U so that A = U^T*U^T
 If the decomposition succeeds, bit kDecomposed is set , otherwise kSingular

const TMatrixDSym GetMatrix()

 Reconstruct the original matrix using the decomposition parts

void SetMatrix(const TMatrixDSym &a)

 Set the matrix to be decomposed, decomposition status is reset.

Bool_t Solve(TVectorD &b)

 Solve equations Ax=b assuming A has been factored by Cholesky. The factor U is
 assumed to be in upper triang of fU. fTol is used to determine if diagonal
 element is zero. The solution is returned in b.

Bool_t Solve(TMatrixDColumn &cb)

 Solve equations Ax=b assuming A has been factored by Cholesky. The factor U is
 assumed to be in upper triang of fU. fTol is used to determine if diagonal
 element is zero. The solution is returned in b.

void Det(Double_t &d1,Double_t &d2)

 Matrix determinant det = d1*TMath::Power(2.,d2) is square of diagProd
 of cholesky factor

void Invert(TMatrixDSym &inv)

 For a symmetric matrix A(m,m), its inverse A_inv(m,m) is returned .

TMatrixDSym Invert()

 For a symmetric matrix A(m,m), its inverse A_inv(m,m) is returned .

void Print(Option_t *opt)

 Print class members .

TDecompChol & operator=(const TDecompChol &source)

 Assignment operator

TDecompChol()

virtual ~TDecompChol()

Last update: root/matrix:$Name: $:$Id: TDecompChol.cxx,v 1.22 2006/06/02 05:11:20 brun Exp $
Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. *

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