LU Decomposition class.
Decompose a general n x n matrix A into P A = L U
where P is a permutation matrix, L is unit lower triangular and U is upper triangular. L is stored in the strict lower triangular part of the matrix fLU. The diagonal elements of L are unity and are not stored. U is stored in the diagonal and upper triangular part of the matrix fU. P is stored in the index array fIndex : j = fIndex[i] indicates that row j and row i should be swapped .
fSign gives the sign of the permutation, (-1)^n, where n is the number of interchanges in the permutation.
fLU has the same indexing range as matrix A .
The decomposition fails if a diagonal element of abs(fLU) is == 0, The matrix fUL is made invalid .
Definition at line 23 of file TDecompLU.h.
| Public Member Functions | |
| TDecompLU () | |
| Default constructor. | |
| TDecompLU (const TDecompLU &another) | |
| Copy constructor. | |
| TDecompLU (const TMatrixD &m, Double_t tol=0.0, Int_t implicit=1) | |
| Constructor for matrix a. | |
| TDecompLU (Int_t nrows) | |
| Constructor for (nrows x nrows) matrix. | |
| TDecompLU (Int_t row_lwb, Int_t row_upb) | |
| Constructor for ([row_lwb..row_upb] x [row_lwb..row_upb]) matrix. | |
| ~TDecompLU () override | |
| Bool_t | Decompose () override | 
| Matrix A is decomposed in components U and L so that P * A = U * L If the decomposition succeeds, bit kDecomposed is set , otherwise kSingular. | |
| void | Det (Double_t &d1, Double_t &d2) override | 
| Calculate determinant det = d1*TMath::Power(2.,d2) | |
| const TMatrixD & | GetLU () | 
| const TMatrixD | GetMatrix () | 
| Reconstruct the original matrix using the decomposition parts. | |
| Int_t | GetNcols () const override | 
| Int_t | GetNrows () const override | 
| TMatrixD | Invert () | 
| TMatrixD | Invert (Bool_t &status) | 
| For a matrix A(m,n), its inverse A_inv is defined as A * A_inv = A_inv * A = unit (n x m) Ainv is returned . | |
| Bool_t | Invert (TMatrixD &inv) | 
| For a matrix A(m,m), its inverse A_inv is defined as A * A_inv = A_inv * A = unit (m x m) Ainv is returned . | |
| TClass * | IsA () const override | 
| TDecompLU & | operator= (const TDecompLU &source) | 
| assignment operator | |
| void | Print (Option_t *opt="") const override | 
| Print internals of this object. | |
| virtual void | SetMatrix (const TMatrixD &a) | 
| Set matrix to be decomposed. | |
| TVectorD | Solve (const TVectorD &b, Bool_t &ok) override | 
| Bool_t | Solve (TMatrixDColumn &b) override | 
| Solve Ax=b assuming the LU form of A is stored in fLU, but assume b has not been transformed. | |
| Bool_t | Solve (TVectorD &b) override | 
| Solve Ax=b assuming the LU form of A is stored in fLU, but assume b has not been transformed. | |
| void | Streamer (TBuffer &) override | 
| Stream an object of class TObject. | |
| void | StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b) | 
| TVectorD | TransSolve (const TVectorD &b, Bool_t &ok) override | 
| Bool_t | TransSolve (TMatrixDColumn &b) override | 
| Solve A^T x=b assuming the LU form of A^T is stored in fLU, but assume b has not been transformed. | |
| Bool_t | TransSolve (TVectorD &b) override | 
| Solve A^T x=b assuming the LU form of A^T is stored in fLU, but assume b has not been transformed. | |
|  Public Member Functions inherited from TDecompBase | |
| TDecompBase () | |
| Default constructor. | |
| TDecompBase (const TDecompBase &another) | |
| Copy constructor. | |
| ~TDecompBase () override | |
| virtual Double_t | Condition () | 
| Matrix condition number. | |
| 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. | |
| TDecompBase & | operator= (const TDecompBase &source) | 
| Assignment operator. | |
| Double_t | SetTol (Double_t tol) | 
| void | StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b) | 
|  Public Member Functions inherited from TObject | |
| TObject () | |
| TObject constructor. | |
| TObject (const TObject &object) | |
| TObject copy ctor. | |
| virtual | ~TObject () | 
| TObject destructor. | |
| void | AbstractMethod (const char *method) const | 
| Use this method to implement an "abstract" method that you don't want to leave purely abstract. | |
| virtual void | AppendPad (Option_t *option="") | 
| Append graphics object to current pad. | |
| virtual void | Browse (TBrowser *b) | 
| Browse object. May be overridden for another default action. | |
| 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. | |
| virtual const char * | ClassName () const | 
| Returns name of class to which the object belongs. | |
| virtual void | Clear (Option_t *="") | 
| virtual TObject * | Clone (const char *newname="") const | 
| Make a clone of an object using the Streamer facility. | |
| virtual Int_t | Compare (const TObject *obj) const | 
| Compare abstract method. | |
| virtual void | Copy (TObject &object) const | 
| Copy this to obj. | |
| virtual void | Delete (Option_t *option="") | 
| Delete this object. | |
| virtual Int_t | DistancetoPrimitive (Int_t px, Int_t py) | 
| Computes distance from point (px,py) to the object. | |
| virtual void | Draw (Option_t *option="") | 
| Default Draw method for all objects. | |
| virtual void | DrawClass () const | 
| Draw class inheritance tree of the class to which this object belongs. | |
| virtual TObject * | DrawClone (Option_t *option="") const | 
| Draw a clone of this object in the current selected pad with: gROOT->SetSelectedPad(c1). | |
| virtual void | Dump () const | 
| Dump contents of object on stdout. | |
| virtual void | Error (const char *method, const char *msgfmt,...) const | 
| Issue error message. | |
| virtual void | Execute (const char *method, const char *params, Int_t *error=nullptr) | 
| Execute method on this object with the given parameter string, e.g. | |
| virtual void | Execute (TMethod *method, TObjArray *params, Int_t *error=nullptr) | 
| Execute method on this object with parameters stored in the TObjArray. | |
| virtual void | ExecuteEvent (Int_t event, Int_t px, Int_t py) | 
| Execute action corresponding to an event at (px,py). | |
| virtual void | Fatal (const char *method, const char *msgfmt,...) const | 
| Issue fatal error message. | |
| virtual TObject * | FindObject (const char *name) const | 
| Must be redefined in derived classes. | |
| virtual TObject * | FindObject (const TObject *obj) const | 
| Must be redefined in derived classes. | |
| virtual Option_t * | GetDrawOption () const | 
| Get option used by the graphics system to draw this object. | |
| virtual const char * | GetIconName () const | 
| Returns mime type name of object. | |
| virtual const char * | GetName () const | 
| Returns name of object. | |
| virtual char * | GetObjectInfo (Int_t px, Int_t py) const | 
| Returns string containing info about the object at position (px,py). | |
| virtual Option_t * | GetOption () const | 
| virtual const char * | GetTitle () const | 
| Returns title of object. | |
| virtual UInt_t | GetUniqueID () const | 
| Return the unique object id. | |
| virtual Bool_t | HandleTimer (TTimer *timer) | 
| Execute action in response of a timer timing out. | |
| virtual ULong_t | Hash () const | 
| Return hash value for this object. | |
| 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. | |
| virtual void | Info (const char *method, const char *msgfmt,...) const | 
| Issue info message. | |
| virtual Bool_t | InheritsFrom (const char *classname) const | 
| Returns kTRUE if object inherits from class "classname". | |
| virtual Bool_t | InheritsFrom (const TClass *cl) const | 
| Returns kTRUE if object inherits from TClass cl. | |
| virtual void | Inspect () const | 
| Dump contents of this object in a graphics canvas. | |
| void | InvertBit (UInt_t f) | 
| Bool_t | IsDestructed () const | 
| IsDestructed. | |
| virtual Bool_t | IsEqual (const TObject *obj) const | 
| Default equal comparison (objects are equal if they have the same address in memory). | |
| virtual Bool_t | IsFolder () const | 
| Returns kTRUE in case object contains browsable objects (like containers or lists of other objects). | |
| 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. | |
| 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). | |
| virtual Bool_t | Notify () | 
| This method must be overridden to handle object notification (the base implementation is no-op). | |
| void | Obsolete (const char *method, const char *asOfVers, const char *removedFromVers) const | 
| Use this method to declare a method obsolete. | |
| void | operator delete (void *ptr) | 
| Operator delete. | |
| void | operator delete (void *ptr, void *vp) | 
| Only called by placement new when throwing an exception. | |
| void | operator delete[] (void *ptr) | 
| Operator delete []. | |
| void | operator delete[] (void *ptr, void *vp) | 
| Only called by placement new[] when throwing an exception. | |
| void * | operator new (size_t sz) | 
| void * | operator new (size_t sz, void *vp) | 
| void * | operator new[] (size_t sz) | 
| void * | operator new[] (size_t sz, void *vp) | 
| TObject & | operator= (const TObject &rhs) | 
| TObject assignment operator. | |
| virtual void | Paint (Option_t *option="") | 
| This method must be overridden if a class wants to paint itself. | |
| virtual void | Pop () | 
| Pop on object drawn in a pad to the top of the display list. | |
| virtual Int_t | Read (const char *name) | 
| Read contents of object with specified name from the current directory. | |
| virtual void | RecursiveRemove (TObject *obj) | 
| Recursively remove this object from a list. | |
| void | ResetBit (UInt_t f) | 
| virtual void | SaveAs (const char *filename="", Option_t *option="") const | 
| Save this object in the file specified by filename. | |
| virtual void | SavePrimitive (std::ostream &out, Option_t *option="") | 
| Save a primitive as a C++ statement(s) on output stream "out". | |
| void | SetBit (UInt_t f) | 
| void | SetBit (UInt_t f, Bool_t set) | 
| Set or unset the user status bits as specified in f. | |
| virtual void | SetDrawOption (Option_t *option="") | 
| Set drawing option for object. | |
| virtual void | SetUniqueID (UInt_t uid) | 
| Set the unique object id. | |
| void | StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b) | 
| virtual void | SysError (const char *method, const char *msgfmt,...) const | 
| Issue system error message. | |
| 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. | |
| virtual void | Warning (const char *method, const char *msgfmt,...) const | 
| Issue warning message. | |
| virtual Int_t | Write (const char *name=nullptr, Int_t option=0, Int_t bufsize=0) | 
| Write this object to the current directory. | |
| virtual Int_t | Write (const char *name=nullptr, Int_t option=0, Int_t bufsize=0) const | 
| Write this object to the current directory. | |
| Static Public Member Functions | |
| static TClass * | Class () | 
| static const char * | Class_Name () | 
| static constexpr Version_t | Class_Version () | 
| static const char * | DeclFileName () | 
| static Bool_t | InvertLU (TMatrixD &a, Double_t tol, Double_t *det=nullptr) | 
| Calculate matrix inversion through in place forward/backward substitution. | |
|  Static Public Member Functions inherited from TDecompBase | |
| static TClass * | Class () | 
| static const char * | Class_Name () | 
| static constexpr Version_t | Class_Version () | 
| static const char * | DeclFileName () | 
|  Static Public Member Functions inherited from TObject | |
| static TClass * | Class () | 
| static const char * | Class_Name () | 
| static constexpr Version_t | Class_Version () | 
| static const char * | DeclFileName () | 
| static Longptr_t | GetDtorOnly () | 
| Return destructor only flag. | |
| static Bool_t | GetObjectStat () | 
| Get status of object stat flag. | |
| static void | SetDtorOnly (void *obj) | 
| Set destructor only flag. | |
| static void | SetObjectStat (Bool_t stat) | 
| Turn on/off tracking of objects in the TObjectTable. | |
| Protected Member Functions | |
| const TMatrixDBase & | GetDecompMatrix () const override | 
|  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). | |
| void | MakeZombie () | 
| Static Protected Member Functions | |
| 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. | |
| 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, Matrix Computations, Algorithm 3.4.1) of a square matrix . | |
|  Static Protected Member Functions inherited from TDecompBase | |
| static void | DiagProd (const TVectorD &diag, Double_t tol, Double_t &d1, Double_t &d2) | 
| Protected Attributes | |
| Int_t | fImplicitPivot | 
| Int_t * | fIndex | 
| TMatrixD | fLU | 
| Int_t | fNIndex | 
| Double_t | fSign | 
|  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 = (1ULL << ( 0 )) , kOverwrite = (1ULL << ( 1 )) , kWriteDelete = (1ULL << ( 2 )) } | 
| enum | EDeprecatedStatusBits { kObjInCanvas = (1ULL << ( 3 )) } | 
| enum | EStatusBits { kCanDelete = (1ULL << ( 0 )) , kMustCleanup = (1ULL << ( 3 )) , kIsReferenced = (1ULL << ( 4 )) , kHasUUID = (1ULL << ( 5 )) , kCannotPick = (1ULL << ( 6 )) , kNoContextMenu = (1ULL << ( 8 )) , kInvalidObject = (1ULL << ( 13 )) } | 
|  Protected Types inherited from TDecompBase | |
| enum | { kWorkMax = 100 } | 
| enum | EMatrixDecompStat { kInit = (1ULL << ( 14 )) , kPatternSet = (1ULL << ( 15 )) , kValuesSet = (1ULL << ( 16 )) , kMatrixSet = (1ULL << ( 17 )) , kDecomposed = (1ULL << ( 18 )) , kDetermined = (1ULL << ( 19 )) , kCondition = (1ULL << ( 20 )) , kSingular = (1ULL << ( 21 )) } | 
|  Protected Types inherited from TObject | |
| enum | { kOnlyPrepStep = (1ULL << ( 3 )) } | 
#include <TDecompLU.h>
| TDecompLU::TDecompLU | ( | ) | 
Default constructor.
Definition at line 45 of file TDecompLU.cxx.
| 
 | explicit | 
Constructor for (nrows x nrows) matrix.
Definition at line 56 of file TDecompLU.cxx.
Constructor for ([row_lwb..row_upb] x [row_lwb..row_upb]) matrix.
Definition at line 69 of file TDecompLU.cxx.
Constructor for matrix a.
Definition at line 85 of file TDecompLU.cxx.
| TDecompLU::TDecompLU | ( | const TDecompLU & | another | ) | 
Copy constructor.
Definition at line 115 of file TDecompLU.cxx.
| 
 | inlineoverride | 
Definition at line 47 of file TDecompLU.h.
| 
 | static | 
Definition at line 75 of file TDecompLU.h.
| 
 | inlinestatic | 
Definition at line 75 of file TDecompLU.h.
| 
 | overridevirtual | 
Matrix A is decomposed in components U and L so that P * A = U * L If the decomposition succeeds, bit kDecomposed is set , otherwise kSingular.
Implements TDecompBase.
Definition at line 126 of file TDecompLU.cxx.
| 
 | staticprotected | 
Crout/Doolittle algorithm of LU decomposing a square matrix, with implicit partial pivoting.
The decomposition is stored in fLU: U is explicit in the upper triag and L is in multiplier form in the subdiagionals . Row permutations are mapped out in fIndex. fSign, used for calculating the determinant, is +/- 1 for even/odd row permutations. .
Definition at line 599 of file TDecompLU.cxx.
| 
 | staticprotected | 
LU decomposition using Gaussian Elimination with partial pivoting (See Golub & Van Loan, Matrix Computations, Algorithm 3.4.1) of a square matrix .
The decomposition is stored in fLU: U is explicit in the upper triag and L is in multiplier form in the subdiagionals . Row permutations are mapped out in fIndex. fSign, used for calculating the determinant, is +/- 1 for even/odd row permutations. Since this algorithm uses partial pivoting without scaling like in Crout/Doolitle. it is somewhat faster but less precise .
Definition at line 708 of file TDecompLU.cxx.
Calculate determinant det = d1*TMath::Power(2.,d2)
Reimplemented from TDecompBase.
Definition at line 509 of file TDecompLU.cxx.
| 
 | inlineoverrideprotectedvirtual | 
Implements TDecompBase.
Definition at line 38 of file TDecompLU.h.
| 
 | inline | 
Definition at line 52 of file TDecompLU.h.
| const TMatrixD TDecompLU::GetMatrix | ( | ) | 
Reconstruct the original matrix using the decomposition parts.
Definition at line 151 of file TDecompLU.cxx.
| 
 | inlineoverridevirtual | 
Implements TDecompBase.
Definition at line 51 of file TDecompLU.h.
| 
 | inlineoverridevirtual | 
Implements TDecompBase.
Definition at line 50 of file TDecompLU.h.
| 
 | inline | 
Definition at line 69 of file TDecompLU.h.
For a matrix A(m,n), its inverse A_inv is defined as A * A_inv = A_inv * A = unit (n x m) Ainv is returned .
Definition at line 544 of file TDecompLU.cxx.
For a matrix A(m,m), its inverse A_inv is defined as A * A_inv = A_inv * A = unit (m x m) Ainv is returned .
Definition at line 526 of file TDecompLU.cxx.
Calculate matrix inversion through in place forward/backward substitution.
Definition at line 775 of file TDecompLU.cxx.
| 
 | inlineoverridevirtual | 
Reimplemented from TDecompBase.
Definition at line 75 of file TDecompLU.h.
assignment operator
Definition at line 573 of file TDecompLU.cxx.
| 
 | overridevirtual | 
Print internals of this object.
Reimplemented from TDecompBase.
Definition at line 559 of file TDecompLU.cxx.
| 
 | virtual | 
Set matrix to be decomposed.
Definition at line 202 of file TDecompLU.cxx.
Implements TDecompBase.
Definition at line 59 of file TDecompLU.h.
| 
 | overridevirtual | 
Solve Ax=b assuming the LU form of A is stored in fLU, but assume b has not been transformed.
Solution returned in b.
Implements TDecompBase.
Definition at line 299 of file TDecompLU.cxx.
Solve Ax=b assuming the LU form of A is stored in fLU, but assume b has not been transformed.
Solution returned in b.
Implements TDecompBase.
Definition at line 233 of file TDecompLU.cxx.
| 
 | overridevirtual | 
Stream an object of class TObject.
Reimplemented from TDecompBase.
| 
 | inline | 
Definition at line 75 of file TDecompLU.h.
Implements TDecompBase.
Definition at line 62 of file TDecompLU.h.
| 
 | overridevirtual | 
Solve A^T x=b assuming the LU form of A^T is stored in fLU, but assume b has not been transformed.
Solution returned in b.
Implements TDecompBase.
Definition at line 440 of file TDecompLU.cxx.
Solve A^T x=b assuming the LU form of A^T is stored in fLU, but assume b has not been transformed.
Solution returned in b.
Implements TDecompBase.
Definition at line 371 of file TDecompLU.cxx.
| 
 | protected | 
Definition at line 27 of file TDecompLU.h.
| 
 | protected | 
Definition at line 30 of file TDecompLU.h.
| 
 | protected | 
Definition at line 32 of file TDecompLU.h.
| 
 | protected | 
Definition at line 29 of file TDecompLU.h.
| 
 | protected | 
Definition at line 31 of file TDecompLU.h.