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, 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::_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::_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... | |

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... | |

## Namespaces | |

namespace | ROOT |

VSD Structures. | |

namespace | ROOT::Math |

namespace | ROOT::Math::CholeskyDecompHelpers |

helpers for CholeskyDecomp | |

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

- 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.