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TDecompChol.cxx File Reference
#include "TDecompChol.h"
#include "TMath.h"
Include dependency graph for TDecompChol.cxx:

## Functions

ClassImp (TDecompChol)

TMatrixD NormalEqn (const TMatrixD &A, const TMatrixD &B)
Solve min {(A .

TMatrixD NormalEqn (const TMatrixD &A, const TMatrixD &B, const TVectorD &std)
Solve min {(A .

TVectorD NormalEqn (const TMatrixD &A, const TVectorD &b)
Solve min {(A .

TVectorD NormalEqn (const TMatrixD &A, const TVectorD &b, const TVectorD &std)
Solve min {(A .

## ◆ ClassImp()

 ClassImp ( TDecompChol )

## ◆ NormalEqn() [1/4]

 TMatrixD NormalEqn ( const TMatrixD & A, const TMatrixD & B )

Solve min {(A .

X_j - B_j)^T (A . X_j - B_j)} for each column j in B and X A : (m x n ) matrix, m >= n B : (m x nb) matrix, nb >= 1 mX : (n x nb) matrix

Definition at line 445 of file TDecompChol.cxx.

## ◆ NormalEqn() [2/4]

 TMatrixD NormalEqn ( const TMatrixD & A, const TMatrixD & B, const TVectorD & std )

Solve min {(A .

X_j - B_j)^T W (A . X_j - B_j)} for each column j in B and X

A : (m x n ) matrix, m >= n
B : (m x nb) matrix, nb >= 1
mX : (n x nb) matrix
W : (m x m) weight matrix with W(i,j) = 1/std(i)^2 for i == j
= 0 for i != j
Double_t x[n]
Definition legend1.C:17
const Int_t n
Definition legend1.C:16
for(Int_t i=0;i< n;i++)
Definition legend1.C:18
TMarker m
Definition textangle.C:8

Definition at line 464 of file TDecompChol.cxx.

## ◆ NormalEqn() [3/4]

 TVectorD NormalEqn ( const TMatrixD & A, const TVectorD & b )

Solve min {(A .

x - b)^T (A . x - b)} for vector x where A : (m x n) matrix, m >= n b : (m) vector x : (n) vector

Definition at line 405 of file TDecompChol.cxx.

## ◆ NormalEqn() [4/4]

 TVectorD NormalEqn ( const TMatrixD & A, const TVectorD & b, const TVectorD & std )

Solve min {(A .

x - b)^T W (A . x - b)} for vector x where A : (m x n) matrix, m >= n b : (m) vector x : (n) vector W : (m x m) weight matrix with W(i,j) = 1/std(i)^2 for i == j = 0 for i != j

Definition at line 420 of file TDecompChol.cxx.