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TDecompLU.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_TDecompLU
13 #define ROOT_TDecompLU
14 
15 ///////////////////////////////////////////////////////////////////////////
16 // //
17 // LU Decomposition class //
18 // //
19 ///////////////////////////////////////////////////////////////////////////
20 
21 #include "TDecompBase.h"
22 
23 class TDecompLU : public TDecompBase
24 {
25 protected :
26 
27  Int_t fImplicitPivot; // control to determine implicit row scale before
28  // deciding on the pivot (Crout method)
29  Int_t fNIndex; // size of row permutation index
30  Int_t *fIndex; //[fNIndex] row permutation index
31  Double_t fSign; // = +/- 1 reflecting even/odd row permutations, resp.
32  TMatrixD fLU; // decomposed matrix so that a = l u where
33  // l is stored lower left and u upper right side
34 
35  static Bool_t DecomposeLUCrout(TMatrixD &lu,Int_t *index,Double_t &sign,Double_t tol,Int_t &nrZeros);
36  static Bool_t DecomposeLUGauss(TMatrixD &lu,Int_t *index,Double_t &sign,Double_t tol,Int_t &nrZeros);
37 
38  virtual const TMatrixDBase &GetDecompMatrix() const { return fLU; }
39 
40 public :
41 
42  TDecompLU();
43  explicit TDecompLU(Int_t nrows);
44  TDecompLU(Int_t row_lwb,Int_t row_upb);
45  TDecompLU(const TMatrixD &m,Double_t tol = 0.0,Int_t implicit = 1);
46  TDecompLU(const TDecompLU &another);
47  virtual ~TDecompLU() {if (fIndex) delete [] fIndex; fIndex = 0; }
48 
49  const TMatrixD GetMatrix ();
50  virtual Int_t GetNrows () const { return fLU.GetNrows(); }
51  virtual Int_t GetNcols () const { return fLU.GetNcols(); }
52  const TMatrixD &GetLU () { if ( !TestBit(kDecomposed) ) Decompose();
53  return fLU; }
54 
55  virtual void SetMatrix (const TMatrixD &a);
56 
57  virtual Bool_t Decompose ();
58  virtual Bool_t Solve ( TVectorD &b);
59  virtual TVectorD Solve (const TVectorD& b,Bool_t &ok) { TVectorD x = b; ok = Solve(x); return x; }
60  virtual Bool_t Solve ( TMatrixDColumn &b);
61  virtual Bool_t TransSolve ( TVectorD &b);
62  virtual TVectorD TransSolve (const TVectorD& b,Bool_t &ok) { TVectorD x = b; ok = TransSolve(x); return x; }
63  virtual Bool_t TransSolve ( TMatrixDColumn &b);
64  virtual void Det (Double_t &d1,Double_t &d2);
65 
66  static Bool_t InvertLU (TMatrixD &a,Double_t tol,Double_t *det=0);
68  TMatrixD Invert (Bool_t &status);
69  TMatrixD Invert () { Bool_t status; return Invert(status); }
70 
71  void Print(Option_t *opt ="") const; // *MENU*
72 
73  TDecompLU &operator= (const TDecompLU &source);
74 
75  ClassDef(TDecompLU,1) // Matrix Decompositition LU
76 };
77 
78 #endif
TDecompBase.h
m
auto * m
Definition: textangle.C:8
TDecompBase
Decomposition Base class.
Definition: TDecompBase.h:34
TObject::TestBit
R__ALWAYS_INLINE Bool_t TestBit(UInt_t f) const
Definition: TObject.h:172
TDecompLU::Det
virtual void Det(Double_t &d1, Double_t &d2)
Calculate determinant det = d1*TMath::Power(2.,d2)
Definition: TDecompLU.cxx:509
TDecompLU::~TDecompLU
virtual ~TDecompLU()
Definition: TDecompLU.h:47
TDecompLU::Invert
TMatrixD Invert()
Definition: TDecompLU.h:69
TDecompLU::GetNcols
virtual Int_t GetNcols() const
Definition: TDecompLU.h:51
TDecompLU::SetMatrix
virtual void SetMatrix(const TMatrixD &a)
Set matrix to be decomposed.
Definition: TDecompLU.cxx:202
Option_t
const char Option_t
Definition: RtypesCore.h:66
TDecompLU::Solve
virtual Bool_t Solve(TVectorD &b)
Solve Ax=b assuming the LU form of A is stored in fLU, but assume b has not been transformed.
Definition: TDecompLU.cxx:233
TDecompLU::operator=
TDecompLU & operator=(const TDecompLU &source)
assignment operator
Definition: TDecompLU.cxx:573
TDecompLU
LU Decomposition class.
Definition: TDecompLU.h:24
inv
void inv(rsa_NUMBER *, rsa_NUMBER *, rsa_NUMBER *)
Definition: rsaaux.cxx:949
TDecompLU::TransSolve
virtual Bool_t TransSolve(TVectorD &b)
Solve A^T x=b assuming the LU form of A^T is stored in fLU, but assume b has not been transformed.
Definition: TDecompLU.cxx:371
TDecompLU::GetLU
const TMatrixD & GetLU()
Definition: TDecompLU.h:52
Int_t
int Int_t
Definition: RtypesCore.h:45
x
Double_t x[n]
Definition: legend1.C:17
TDecompLU::fLU
TMatrixD fLU
Definition: TDecompLU.h:32
TDecompLU::GetDecompMatrix
virtual const TMatrixDBase & GetDecompMatrix() const
Definition: TDecompLU.h:38
TMatrixT< Double_t >
Bool_t
bool Bool_t
Definition: RtypesCore.h:63
TDecompLU::fImplicitPivot
Int_t fImplicitPivot
Definition: TDecompLU.h:27
b
#define b(i)
Definition: RSha256.hxx:100
bool
TDecompLU::InvertLU
static Bool_t InvertLU(TMatrixD &a, Double_t tol, Double_t *det=0)
Calculate matrix inversion through in place forward/backward substitution.
Definition: TDecompLU.cxx:775
TDecompLU::fIndex
Int_t * fIndex
Definition: TDecompLU.h:30
TDecompLU::DecomposeLUCrout
static Bool_t DecomposeLUCrout(TMatrixD &lu, Int_t *index, Double_t &sign, Double_t tol, Int_t &nrZeros)
Crout/Doolittle algorithm of LU decomposing a square matrix, with implicit partial pivoting.
Definition: TDecompLU.cxx:599
a
auto * a
Definition: textangle.C:12
TMatrixTBase
TMatrixTBase.
Definition: TMatrixTBase.h:84
TDecompLU::DecomposeLUGauss
static Bool_t DecomposeLUGauss(TMatrixD &lu, Int_t *index, Double_t &sign, Double_t tol, Int_t &nrZeros)
LU decomposition using Gaussian Elimination with partial pivoting (See Golub & Van Loan,...
Definition: TDecompLU.cxx:708
TMatrixTColumn
Definition: TMatrixTUtils.h:253
TVectorT< Double_t >
Double_t
double Double_t
Definition: RtypesCore.h:59
TDecompLU::Solve
virtual TVectorD Solve(const TVectorD &b, Bool_t &ok)
Definition: TDecompLU.h:59
ClassDef
#define ClassDef(name, id)
Definition: Rtypes.h:325
TDecompLU::Print
void Print(Option_t *opt="") const
Print internals of this object.
Definition: TDecompLU.cxx:559
TDecompLU::fNIndex
Int_t fNIndex
Definition: TDecompLU.h:29
TDecompLU::Decompose
virtual Bool_t Decompose()
Matrix A is decomposed in components U and L so that P * A = U * L If the decomposition succeeds,...
Definition: TDecompLU.cxx:126
TDecompLU::GetNrows
virtual Int_t GetNrows() const
Definition: TDecompLU.h:50
TDecompLU::TDecompLU
TDecompLU()
Default constructor.
Definition: TDecompLU.cxx:45
TDecompLU::GetMatrix
const TMatrixD GetMatrix()
Reconstruct the original matrix using the decomposition parts.
Definition: TDecompLU.cxx:151
TDecompLU::fSign
Double_t fSign
Definition: TDecompLU.h:31
TDecompLU::TransSolve
virtual TVectorD TransSolve(const TVectorD &b, Bool_t &ok)
Definition: TDecompLU.h:62
int
TDecompBase::kDecomposed
@ kDecomposed
Definition: TDecompBase.h:54