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TDecompChol.h
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1// @(#)root/matrix:$Id$
2// Authors: Fons Rademakers, Eddy Offermann Dec 2003
3
4/*************************************************************************
5 * Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. *
6 * All rights reserved. *
7 * *
8 * For the licensing terms see $ROOTSYS/LICENSE. *
9 * For the list of contributors see $ROOTSYS/README/CREDITS. *
10 *************************************************************************/
11
12#ifndef ROOT_TDecompChol
13#define ROOT_TDecompChol
14
15///////////////////////////////////////////////////////////////////////////
16// //
17// Cholesky Decomposition class //
18// //
19///////////////////////////////////////////////////////////////////////////
20
21#include "TDecompBase.h"
22#include "TMatrixDSym.h"
23
25{
26protected :
27
28 TMatrixD fU; // decomposed matrix fU so that a = fU^T fU
29
30 virtual const TMatrixDBase &GetDecompMatrix() const { return fU; }
31
32public :
33
34 TDecompChol() : fU() {}
35 explicit TDecompChol(Int_t nrows);
36 TDecompChol(Int_t row_lwb,Int_t row_upb);
37 TDecompChol(const TMatrixDSym &a,Double_t tol = 0.0);
38 TDecompChol(const TMatrixD &a,Double_t tol = 0.0);
39 TDecompChol(const TDecompChol &another);
40 virtual ~TDecompChol() {}
41
42 const TMatrixDSym GetMatrix ();
43 virtual Int_t GetNrows () const { return fU.GetNrows(); }
44 virtual Int_t GetNcols () const { return fU.GetNcols(); }
45 const TMatrixD &GetU () const { return fU; }
46
47 virtual void SetMatrix (const TMatrixDSym &a);
48
49 virtual Bool_t Decompose ();
50 virtual Bool_t Solve ( TVectorD &b);
51 virtual TVectorD Solve (const TVectorD& b,Bool_t &ok) { TVectorD x = b; ok = Solve(x); return x; }
52 virtual Bool_t Solve ( TMatrixDColumn &b);
53 virtual Bool_t TransSolve ( TVectorD &b) { return Solve(b); }
54 virtual TVectorD TransSolve (const TVectorD& b,Bool_t &ok) { TVectorD x = b; ok = Solve(x); return x; }
55 virtual Bool_t TransSolve ( TMatrixDColumn &b) { return Solve(b); }
56 virtual void Det (Double_t &d1,Double_t &d2);
57
59 TMatrixDSym Invert (Bool_t &status);
60 TMatrixDSym Invert () { Bool_t status; return Invert(status); }
61
62 void Print(Option_t *opt ="") const; // *MENU*
63
64 TDecompChol &operator= (const TDecompChol &source);
65
66 ClassDef(TDecompChol,2) // Matrix Decompositition Cholesky
67};
68
69TVectorD NormalEqn(const TMatrixD &A,const TVectorD &b);
70TVectorD NormalEqn(const TMatrixD &A,const TVectorD &b,const TVectorD &std);
71TMatrixD NormalEqn(const TMatrixD &A,const TMatrixD &b);
72TMatrixD NormalEqn(const TMatrixD &A,const TMatrixD &B,const TVectorD &std);
73
74#endif
#define b(i)
Definition: RSha256.hxx:100
int Int_t
Definition: RtypesCore.h:45
bool Bool_t
Definition: RtypesCore.h:63
double Double_t
Definition: RtypesCore.h:59
const char Option_t
Definition: RtypesCore.h:66
#define ClassDef(name, id)
Definition: Rtypes.h:325
TVectorD NormalEqn(const TMatrixD &A, const TVectorD &b)
Solve min {(A .
Decomposition Base class.
Definition: TDecompBase.h:34
Cholesky Decomposition class.
Definition: TDecompChol.h:25
virtual Int_t GetNrows() const
Definition: TDecompChol.h:43
virtual Bool_t Solve(TVectorD &b)
Solve equations Ax=b assuming A has been factored by Cholesky.
virtual TVectorD Solve(const TVectorD &b, Bool_t &ok)
Definition: TDecompChol.h:51
TMatrixD fU
Definition: TDecompChol.h:28
virtual ~TDecompChol()
Definition: TDecompChol.h:40
virtual void SetMatrix(const TMatrixDSym &a)
Set the matrix to be decomposed, decomposition status is reset.
const TMatrixD & GetU() const
Definition: TDecompChol.h:45
virtual Int_t GetNcols() const
Definition: TDecompChol.h:44
virtual TVectorD TransSolve(const TVectorD &b, Bool_t &ok)
Definition: TDecompChol.h:54
TDecompChol & operator=(const TDecompChol &source)
Assignment operator.
virtual Bool_t TransSolve(TMatrixDColumn &b)
Definition: TDecompChol.h:55
const TMatrixDSym GetMatrix()
Reconstruct the original matrix using the decomposition parts.
virtual Bool_t TransSolve(TVectorD &b)
Definition: TDecompChol.h:53
virtual void Det(Double_t &d1, Double_t &d2)
Matrix determinant det = d1*TMath::Power(2.,d2) is square of diagProd of cholesky factor.
virtual const TMatrixDBase & GetDecompMatrix() const
Definition: TDecompChol.h:30
TMatrixDSym Invert()
Definition: TDecompChol.h:60
void Print(Option_t *opt="") const
Print class members .
virtual Bool_t Decompose()
Matrix A is decomposed in component U so that A = U^T * U If the decomposition succeeds,...
TMatrixTBase.
Definition: TMatrixTBase.h:84
Int_t GetNrows() const
Definition: TMatrixTBase.h:123
Int_t GetNcols() const
Definition: TMatrixTBase.h:126
Double_t x[n]
Definition: legend1.C:17
static double B[]
static double A[]
void inv(rsa_NUMBER *, rsa_NUMBER *, rsa_NUMBER *)
Definition: rsaaux.cxx:949
auto * a
Definition: textangle.C:12