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Reference Guide
TDecompChol Class Reference

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 .

Definition at line 24 of file TDecompChol.h.

Public Member Functions

 TDecompChol ()
 
 TDecompChol (const TDecompChol &another)
 Copy constructor. More...
 
 TDecompChol (const TMatrixD &a, Double_t tol=0.0)
 Constructor for general matrix A . Matrix should be symmetric positive definite. More...
 
 TDecompChol (const TMatrixDSym &a, Double_t tol=0.0)
 Constructor for symmetric matrix A . Matrix should be positive definite. More...
 
 TDecompChol (Int_t nrows)
 Constructor for (nrows x nrows) matrix. More...
 
 TDecompChol (Int_t row_lwb, Int_t row_upb)
 Constructor for ([row_lwb..row_upb] x [row_lwb..row_upb]) matrix. More...
 
virtual ~TDecompChol ()
 
virtual Bool_t Decompose ()
 Matrix A is decomposed in component U so that A = U^T * U If the decomposition succeeds, bit kDecomposed is set , otherwise kSingular. More...
 
virtual void Det (Double_t &d1, Double_t &d2)
 Matrix determinant det = d1*TMath::Power(2.,d2) is square of diagProd of cholesky factor. More...
 
const TMatrixDSym GetMatrix ()
 Reconstruct the original matrix using the decomposition parts. More...
 
virtual Int_t GetNcols () const
 
virtual Int_t GetNrows () const
 
const TMatrixDGetU () const
 
TMatrixDSym Invert ()
 
TMatrixDSym Invert (Bool_t &status)
 For a symmetric matrix A(m,m), its inverse A_inv(m,m) is returned . More...
 
Bool_t Invert (TMatrixDSym &inv)
 For a symmetric matrix A(m,m), its inverse A_inv(m,m) is returned . More...
 
TDecompCholoperator= (const TDecompChol &source)
 Assignment operator. More...
 
void Print (Option_t *opt="") const
 Print class members . More...
 
virtual void SetMatrix (const TMatrixDSym &a)
 Set the matrix to be decomposed, decomposition status is reset. More...
 
virtual TVectorD Solve (const TVectorD &b, Bool_t &ok)
 
virtual Bool_t Solve (TMatrixDColumn &b)
 Solve equations Ax=b assuming A has been factored by Cholesky. More...
 
virtual Bool_t Solve (TVectorD &b)
 Solve equations Ax=b assuming A has been factored by Cholesky. More...
 
virtual TVectorD TransSolve (const TVectorD &b, Bool_t &ok)
 
virtual Bool_t TransSolve (TMatrixDColumn &b)
 
virtual Bool_t TransSolve (TVectorD &b)
 
- Public Member Functions inherited from TDecompBase
 TDecompBase ()
 Default constructor. More...
 
 TDecompBase (const TDecompBase &another)
 Copy constructor. More...
 
virtual ~TDecompBase ()
 
virtual Double_t Condition ()
 Matrix condition number. More...
 
Int_t GetColLwb () const
 
Double_t GetCondition () const
 
Double_t GetDet1 () const
 
Double_t GetDet2 () const
 
Int_t GetRowLwb () const
 
Double_t GetTol () const
 
virtual Bool_t MultiSolve (TMatrixD &B)
 Solve set of equations with RHS in columns of B. More...
 
TDecompBaseoperator= (const TDecompBase &source)
 Assignment operator. More...
 
Double_t SetTol (Double_t tol)
 
- Public Member Functions inherited from TObject
 TObject ()
 TObject constructor. More...
 
 TObject (const TObject &object)
 TObject copy ctor. More...
 
virtual ~TObject ()
 TObject destructor. More...
 
void AbstractMethod (const char *method) const
 Use this method to implement an "abstract" method that you don't want to leave purely abstract. More...
 
virtual void AppendPad (Option_t *option="")
 Append graphics object to current pad. More...
 
virtual void Browse (TBrowser *b)
 Browse object. May be overridden for another default action. More...
 
ULong_t CheckedHash ()
 Check and record whether this class has a consistent Hash/RecursiveRemove setup (*) and then return the regular Hash value for this object. More...
 
virtual const char * ClassName () const
 Returns name of class to which the object belongs. More...
 
virtual void Clear (Option_t *="")
 
virtual TObjectClone (const char *newname="") const
 Make a clone of an object using the Streamer facility. More...
 
virtual Int_t Compare (const TObject *obj) const
 Compare abstract method. More...
 
virtual void Copy (TObject &object) const
 Copy this to obj. More...
 
virtual void Delete (Option_t *option="")
 Delete this object. More...
 
virtual Int_t DistancetoPrimitive (Int_t px, Int_t py)
 Computes distance from point (px,py) to the object. More...
 
virtual void Draw (Option_t *option="")
 Default Draw method for all objects. More...
 
virtual void DrawClass () const
 Draw class inheritance tree of the class to which this object belongs. More...
 
virtual TObjectDrawClone (Option_t *option="") const
 Draw a clone of this object in the current selected pad for instance with: gROOT->SetSelectedPad(gPad). More...
 
virtual void Dump () const
 Dump contents of object on stdout. More...
 
virtual void Error (const char *method, const char *msgfmt,...) const
 Issue error message. More...
 
virtual void Execute (const char *method, const char *params, Int_t *error=0)
 Execute method on this object with the given parameter string, e.g. More...
 
virtual void Execute (TMethod *method, TObjArray *params, Int_t *error=0)
 Execute method on this object with parameters stored in the TObjArray. More...
 
virtual void ExecuteEvent (Int_t event, Int_t px, Int_t py)
 Execute action corresponding to an event at (px,py). More...
 
virtual void Fatal (const char *method, const char *msgfmt,...) const
 Issue fatal error message. More...
 
virtual TObjectFindObject (const char *name) const
 Must be redefined in derived classes. More...
 
virtual TObjectFindObject (const TObject *obj) const
 Must be redefined in derived classes. More...
 
virtual Option_tGetDrawOption () const
 Get option used by the graphics system to draw this object. More...
 
virtual const char * GetIconName () const
 Returns mime type name of object. More...
 
virtual const char * GetName () const
 Returns name of object. More...
 
virtual char * GetObjectInfo (Int_t px, Int_t py) const
 Returns string containing info about the object at position (px,py). More...
 
virtual Option_tGetOption () const
 
virtual const char * GetTitle () const
 Returns title of object. More...
 
virtual UInt_t GetUniqueID () const
 Return the unique object id. More...
 
virtual Bool_t HandleTimer (TTimer *timer)
 Execute action in response of a timer timing out. More...
 
virtual ULong_t Hash () const
 Return hash value for this object. More...
 
Bool_t HasInconsistentHash () const
 Return true is the type of this object is known to have an inconsistent setup for Hash and RecursiveRemove (i.e. More...
 
virtual void Info (const char *method, const char *msgfmt,...) const
 Issue info message. More...
 
virtual Bool_t InheritsFrom (const char *classname) const
 Returns kTRUE if object inherits from class "classname". More...
 
virtual Bool_t InheritsFrom (const TClass *cl) const
 Returns kTRUE if object inherits from TClass cl. More...
 
virtual void Inspect () const
 Dump contents of this object in a graphics canvas. More...
 
void InvertBit (UInt_t f)
 
virtual Bool_t IsEqual (const TObject *obj) const
 Default equal comparison (objects are equal if they have the same address in memory). More...
 
virtual Bool_t IsFolder () const
 Returns kTRUE in case object contains browsable objects (like containers or lists of other objects). More...
 
R__ALWAYS_INLINE Bool_t IsOnHeap () const
 
virtual Bool_t IsSortable () const
 
R__ALWAYS_INLINE Bool_t IsZombie () const
 
virtual void ls (Option_t *option="") const
 The ls function lists the contents of a class on stdout. More...
 
void MayNotUse (const char *method) const
 Use this method to signal that a method (defined in a base class) may not be called in a derived class (in principle against good design since a child class should not provide less functionality than its parent, however, sometimes it is necessary). More...
 
virtual Bool_t Notify ()
 This method must be overridden to handle object notification. More...
 
void Obsolete (const char *method, const char *asOfVers, const char *removedFromVers) const
 Use this method to declare a method obsolete. More...
 
void operator delete (void *ptr)
 Operator delete. More...
 
void operator delete[] (void *ptr)
 Operator delete []. More...
 
voidoperator new (size_t sz)
 
voidoperator new (size_t sz, void *vp)
 
voidoperator new[] (size_t sz)
 
voidoperator new[] (size_t sz, void *vp)
 
TObjectoperator= (const TObject &rhs)
 TObject assignment operator. More...
 
virtual void Paint (Option_t *option="")
 This method must be overridden if a class wants to paint itself. More...
 
virtual void Pop ()
 Pop on object drawn in a pad to the top of the display list. More...
 
virtual Int_t Read (const char *name)
 Read contents of object with specified name from the current directory. More...
 
virtual void RecursiveRemove (TObject *obj)
 Recursively remove this object from a list. More...
 
void ResetBit (UInt_t f)
 
virtual void SaveAs (const char *filename="", Option_t *option="") const
 Save this object in the file specified by filename. More...
 
virtual void SavePrimitive (std::ostream &out, Option_t *option="")
 Save a primitive as a C++ statement(s) on output stream "out". More...
 
void SetBit (UInt_t f)
 
void SetBit (UInt_t f, Bool_t set)
 Set or unset the user status bits as specified in f. More...
 
virtual void SetDrawOption (Option_t *option="")
 Set drawing option for object. More...
 
virtual void SetUniqueID (UInt_t uid)
 Set the unique object id. More...
 
virtual void SysError (const char *method, const char *msgfmt,...) const
 Issue system error message. More...
 
R__ALWAYS_INLINE Bool_t TestBit (UInt_t f) const
 
Int_t TestBits (UInt_t f) const
 
virtual void UseCurrentStyle ()
 Set current style settings in this object This function is called when either TCanvas::UseCurrentStyle or TROOT::ForceStyle have been invoked. More...
 
virtual void Warning (const char *method, const char *msgfmt,...) const
 Issue warning message. More...
 
virtual Int_t Write (const char *name=0, Int_t option=0, Int_t bufsize=0)
 Write this object to the current directory. More...
 
virtual Int_t Write (const char *name=0, Int_t option=0, Int_t bufsize=0) const
 Write this object to the current directory. More...
 

Protected Member Functions

virtual const TMatrixDBaseGetDecompMatrix () const
 
- Protected Member Functions inherited from TDecompBase
Int_t Hager (Double_t &est, Int_t iter=5)
 
void ResetStatus ()
 
- Protected Member Functions inherited from TObject
virtual void DoError (int level, const char *location, const char *fmt, va_list va) const
 Interface to ErrorHandler (protected). More...
 
void MakeZombie ()
 

Protected Attributes

TMatrixD fU
 
- Protected Attributes inherited from TDecompBase
Int_t fColLwb
 
Double_t fCondition
 
Double_t fDet1
 
Double_t fDet2
 
Int_t fRowLwb
 
Double_t fTol
 

Additional Inherited Members

- Public Types inherited from TObject
enum  {
  kIsOnHeap = 0x01000000, kNotDeleted = 0x02000000, kZombie = 0x04000000, kInconsistent = 0x08000000,
  kBitMask = 0x00ffffff
}
 
enum  { kSingleKey = BIT(0), kOverwrite = BIT(1), kWriteDelete = BIT(2) }
 
enum  EDeprecatedStatusBits { kObjInCanvas = BIT(3) }
 
enum  EStatusBits {
  kCanDelete = BIT(0), kMustCleanup = BIT(3), kIsReferenced = BIT(4), kHasUUID = BIT(5),
  kCannotPick = BIT(6), kNoContextMenu = BIT(8), kInvalidObject = BIT(13)
}
 
- Static Public Member Functions inherited from TObject
static Long_t GetDtorOnly ()
 Return destructor only flag. More...
 
static Bool_t GetObjectStat ()
 Get status of object stat flag. More...
 
static void SetDtorOnly (void *obj)
 Set destructor only flag. More...
 
static void SetObjectStat (Bool_t stat)
 Turn on/off tracking of objects in the TObjectTable. More...
 
- Protected Types inherited from TDecompBase
enum  { kWorkMax = 100 }
 
enum  EMatrixDecompStat {
  kInit = BIT(14), kPatternSet = BIT(15), kValuesSet = BIT(16), kMatrixSet = BIT(17),
  kDecomposed = BIT(18), kDetermined = BIT(19), kCondition = BIT(20), kSingular = BIT(21)
}
 
- Static Protected Member Functions inherited from TDecompBase
static void DiagProd (const TVectorD &diag, Double_t tol, Double_t &d1, Double_t &d2)
 

#include <TDecompChol.h>

Inheritance diagram for TDecompChol:
[legend]

Constructor & Destructor Documentation

◆ TDecompChol() [1/6]

TDecompChol::TDecompChol ( )
inline

Definition at line 40 of file TDecompChol.h.

◆ TDecompChol() [2/6]

TDecompChol::TDecompChol ( Int_t  nrows)
explicit

Constructor for (nrows x nrows) matrix.

Definition at line 35 of file TDecompChol.cxx.

◆ TDecompChol() [3/6]

TDecompChol::TDecompChol ( Int_t  row_lwb,
Int_t  row_upb 
)

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

Definition at line 43 of file TDecompChol.cxx.

◆ TDecompChol() [4/6]

TDecompChol::TDecompChol ( const TMatrixDSym a,
Double_t  tol = 0.0 
)

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

Definition at line 54 of file TDecompChol.cxx.

◆ TDecompChol() [5/6]

TDecompChol::TDecompChol ( const TMatrixD a,
Double_t  tol = 0.0 
)

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

Definition at line 73 of file TDecompChol.cxx.

◆ TDecompChol() [6/6]

TDecompChol::TDecompChol ( const TDecompChol another)

Copy constructor.

Definition at line 97 of file TDecompChol.cxx.

◆ ~TDecompChol()

virtual TDecompChol::~TDecompChol ( )
inlinevirtual

Definition at line 46 of file TDecompChol.h.

Member Function Documentation

◆ Decompose()

Bool_t TDecompChol::Decompose ( )
virtual

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

Implements TDecompBase.

Definition at line 106 of file TDecompChol.cxx.

◆ Det()

void TDecompChol::Det ( Double_t d1,
Double_t d2 
)
virtual

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

Reimplemented from TDecompBase.

Definition at line 323 of file TDecompChol.cxx.

◆ GetDecompMatrix()

virtual const TMatrixDBase& TDecompChol::GetDecompMatrix ( ) const
inlineprotectedvirtual

Implements TDecompBase.

Definition at line 36 of file TDecompChol.h.

◆ GetMatrix()

const TMatrixDSym TDecompChol::GetMatrix ( )

Reconstruct the original matrix using the decomposition parts.

Definition at line 160 of file TDecompChol.cxx.

◆ GetNcols()

virtual Int_t TDecompChol::GetNcols ( ) const
inlinevirtual

Implements TDecompBase.

Definition at line 50 of file TDecompChol.h.

◆ GetNrows()

virtual Int_t TDecompChol::GetNrows ( ) const
inlinevirtual

Implements TDecompBase.

Definition at line 49 of file TDecompChol.h.

◆ GetU()

const TMatrixD& TDecompChol::GetU ( ) const
inline

Definition at line 51 of file TDecompChol.h.

◆ Invert() [1/3]

TMatrixDSym TDecompChol::Invert ( )
inline

Definition at line 66 of file TDecompChol.h.

◆ Invert() [2/3]

TMatrixDSym TDecompChol::Invert ( Bool_t status)

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

Definition at line 364 of file TDecompChol.cxx.

◆ Invert() [3/3]

Bool_t TDecompChol::Invert ( TMatrixDSym inv)

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

Definition at line 341 of file TDecompChol.cxx.

◆ operator=()

TDecompChol & TDecompChol::operator= ( const TDecompChol source)

Assignment operator.

Definition at line 388 of file TDecompChol.cxx.

◆ Print()

void TDecompChol::Print ( Option_t opt = "") const
virtual

Print class members .

Reimplemented from TDecompBase.

Definition at line 379 of file TDecompChol.cxx.

◆ SetMatrix()

void TDecompChol::SetMatrix ( const TMatrixDSym a)
virtual

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

Definition at line 179 of file TDecompChol.cxx.

◆ Solve() [1/3]

virtual TVectorD TDecompChol::Solve ( const TVectorD b,
Bool_t ok 
)
inlinevirtual

Implements TDecompBase.

Definition at line 57 of file TDecompChol.h.

◆ Solve() [2/3]

Bool_t TDecompChol::Solve ( TMatrixDColumn cb)
virtual

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.

Implements TDecompBase.

Definition at line 261 of file TDecompChol.cxx.

◆ Solve() [3/3]

Bool_t TDecompChol::Solve ( TVectorD b)
virtual

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.

Implements TDecompBase.

Definition at line 203 of file TDecompChol.cxx.

◆ TransSolve() [1/3]

virtual TVectorD TDecompChol::TransSolve ( const TVectorD b,
Bool_t ok 
)
inlinevirtual

Implements TDecompBase.

Definition at line 60 of file TDecompChol.h.

◆ TransSolve() [2/3]

virtual Bool_t TDecompChol::TransSolve ( TMatrixDColumn b)
inlinevirtual

Implements TDecompBase.

Definition at line 61 of file TDecompChol.h.

◆ TransSolve() [3/3]

virtual Bool_t TDecompChol::TransSolve ( TVectorD b)
inlinevirtual

Implements TDecompBase.

Definition at line 59 of file TDecompChol.h.

Member Data Documentation

◆ fU

TMatrixD TDecompChol::fU
protected

Definition at line 34 of file TDecompChol.h.

Libraries for TDecompChol:
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The documentation for this class was generated from the following files: