ROOT   Reference Guide
TDecompChol.h File Reference
#include "TDecompBase.h"
#include "TMatrixDSym.h"
Include dependency graph for TDecompChol.h:
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## Classes

class  TDecompChol
Cholesky Decomposition class. More...

## Functions

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

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

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

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

## ◆ 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 444 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
static double B[]
static double A[]
auto * m
Definition: textangle.C:8

Definition at line 463 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 404 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 419 of file TDecompChol.cxx.