Logo ROOT  
Reference Guide
CholeskyDecomp.h File Reference
#include <cmath>
#include <algorithm>
Include dependency graph for CholeskyDecomp.h:
This graph shows which files directly or indirectly include this file:

Classes

struct  ROOT::Math::CholeskyDecompHelpers::_decomposer< F, N, M >
 struct to do a Cholesky decomposition More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_decomposer< F, N, M >
 struct to do a Cholesky decomposition More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 0, M >
 struct to do a Cholesky decomposition (specialized, N = 0) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 1, M >
 struct to do a Cholesky decomposition (specialized, N = 1) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 2, M >
 struct to do a Cholesky decomposition (specialized, N = 2) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 3, M >
 struct to do a Cholesky decomposition (specialized, N = 3) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 4, M >
 struct to do a Cholesky decomposition (specialized, N = 4) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 5, M >
 struct to do a Cholesky decomposition (specialized, N = 5) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 6, M >
 struct to do a Cholesky decomposition (specialized, N = 6) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_decomposerGenDim< F, M >
 struct to do a Cholesky decomposition (general dimensionality) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_decomposerGenDim< F, M >
 struct to do a Cholesky decomposition (general dimensionality) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_inverter< F, N, M >
 struct to obtain the inverse from a Cholesky decomposition More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_inverter< F, N, M >
 struct to obtain the inverse from a Cholesky decomposition More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_inverter< F, 0, M >
 struct to obtain the inverse from a Cholesky decomposition (N = 0) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_inverter< F, 1, M >
 struct to obtain the inverse from a Cholesky decomposition (N = 1) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_inverter< F, 2, M >
 struct to obtain the inverse from a Cholesky decomposition (N = 2) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_inverter< F, 3, M >
 struct to obtain the inverse from a Cholesky decomposition (N = 3) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_inverter< F, 4, M >
 struct to obtain the inverse from a Cholesky decomposition (N = 4) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_inverter< F, 5, M >
 struct to obtain the inverse from a Cholesky decomposition (N = 5) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_inverter< F, 6, M >
 struct to obtain the inverse from a Cholesky decomposition (N = 6) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_inverterGenDim< F, M >
 struct to obtain the inverse from a Cholesky decomposition (general dimensionality) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_inverterGenDim< F, M >
 struct to obtain the inverse from a Cholesky decomposition (general dimensionality) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_solver< F, N, V >
 struct to solve a linear system using its Cholesky decomposition More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_solver< F, N, V >
 struct to solve a linear system using its Cholesky decomposition More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_solver< F, 0, V >
 struct to solve a linear system using its Cholesky decomposition (N=0) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_solver< F, 1, V >
 struct to solve a linear system using its Cholesky decomposition (N=1) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_solver< F, 2, V >
 struct to solve a linear system using its Cholesky decomposition (N=2) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_solver< F, 3, V >
 struct to solve a linear system using its Cholesky decomposition (N=3) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_solver< F, 4, V >
 struct to solve a linear system using its Cholesky decomposition (N=4) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_solver< F, 5, V >
 struct to solve a linear system using its Cholesky decomposition (N=5) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_solver< F, 6, V >
 struct to solve a linear system using its Cholesky decomposition (N=6) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_solverGenDim< F, V >
 struct to solve a linear system using its Cholesky decomposition (generalised dimensionality) More...
 
struct  ROOT::Math::CholeskyDecompHelpers::_solverGenDim< F, V >
 struct to solve a linear system using its Cholesky decomposition (generalised dimensionality) More...
 
class  ROOT::Math::CholeskyDecomp< F, N >
 class to compute the Cholesky decomposition of a matrix More...
 
class  ROOT::Math::CholeskyDecompGenDim< F >
 class to compute the Cholesky decomposition of a matrix More...
 
class  ROOT::Math::CholeskyDecompHelpers::PackedArrayAdapter< G >
 adapter for packed arrays (to SMatrix indexing conventions) More...
 
class  ROOT::Math::CholeskyDecompHelpers::PackedArrayAdapter< G >
 adapter for packed arrays (to SMatrix indexing conventions) More...
 

Namespaces

 ROOT
 VSD Structures.
 
 ROOT::Math
 
 ROOT::Math::CholeskyDecompHelpers
 helpers for CholeskyDecomp
 

Detailed Description

header file containing the templated implementation of matrix inversion routines for use with ROOT's SMatrix classes (symmetric positive definite case)

Author
Manuel Schiller
Date
Aug 29 2008 initial release inside LHCb
May 7 2009 factored code to provide a nice Cholesky decomposition class, along with separate methods for solving a single linear system and to obtain the inverse matrix from the decomposition
July 15th 2013 provide a version of that class which works if the dimension of the problem is only known at run time
September 30th 2013 provide routines to access the result of the decomposition L and its inverse

Definition in file CholeskyDecomp.h.