// @(#)root/matrix:$Name:  $:$Id: TMatrixD.h,v 1.25 2003/09/05 09:21:54 brun Exp $
// Authors: Oleg E. Kiselyov, Fons Rademakers   03/11/97

/*************************************************************************
 * Copyright (C) 1995-2000, Rene Brun and Fons Rademakers.               *
 * All rights reserved.                                                  *
 *                                                                       *
 * For the licensing terms see $ROOTSYS/LICENSE.                         *
 * For the list of contributors see $ROOTSYS/README/CREDITS.             *
 *************************************************************************/

#ifndef ROOT_TMatrixD
#define ROOT_TMatrixD


//////////////////////////////////////////////////////////////////////////
//                                                                      //
// Linear Algebra Package                                               //
//                                                                      //
// The present package implements all the basic algorithms dealing      //
// with vectors, matrices, matrix columns, rows, diagonals, etc.        //
//                                                                      //
// Matrix elements are arranged in memory in a COLUMN-wise              //
// fashion (in FORTRAN's spirit). In fact, it makes it very easy to     //
// feed the matrices to FORTRAN procedures, which implement more        //
// elaborate algorithms.                                                //
//                                                                      //
// Unless otherwise specified, matrix and vector indices always start   //
// with 0, spanning up to the specified limit-1.                        //
//                                                                      //
// The present package provides all facilities to completely AVOID      //
// returning matrices. Use "TMatrixD A(TMatrixD::kTransposed,B);" and   //
// other fancy constructors as much as possible. If one really needs    //
// to return a matrix, return a TLazyMatrixD object instead. The        //
// conversion is completely transparent to the end user, e.g.           //
// "TMatrixD m = THaarMatrixD(5);" and _is_ efficient.                  //
//                                                                      //
// For usage examples see $ROOTSYS/test/vmatrix.cxx and vvector.cxx     //
// and also:                                                            //
// http://root.cern.ch/root/html/TMatrixD.html#TMatrixD:description     //
//                                                                      //
// The implementation is based on original code by                      //
// Oleg E. Kiselyov (oleg@pobox.com).                                   //
// Several additions/optimisations by  Eddy Offermann <eddy@rentec.com> //
//                                                                      //
//////////////////////////////////////////////////////////////////////////

#ifndef ROOT_TVectorD
#include "TVectorD.h"
#endif

class TMatrixD;
class TLazyMatrixD;
class TMatrixDRow;
class TMatrixDColumn;
class TMatrixDDiag;
class TMatrixDFlat;
class TMatrixDPivoting;

TMatrixD &operator+=(TMatrixD &target, const TMatrixD &source);
TMatrixD &operator-=(TMatrixD &target, const TMatrixD &source);
TMatrixD  operator+(const TMatrixD &source1, const TMatrixD &source2);
TMatrixD  operator-(const TMatrixD &source1, const TMatrixD &source2);
TMatrixD  operator*(const TMatrixD &source1, const TMatrixD &source2);
TMatrixD &Add(TMatrixD &target, Double_t scalar, const TMatrixD &source);
TMatrixD &ElementMult(TMatrixD &target, const TMatrixD &source);
TMatrixD &ElementDiv(TMatrixD &target, const TMatrixD &source);
Bool_t    operator==(const TMatrixD &im1, const TMatrixD &im2);
void      Compare(const TMatrixD &im1, const TMatrixD &im2);
Bool_t    AreCompatible(const TMatrixD &im1, const TMatrixD &im2);
Double_t  E2Norm(const TMatrixD &m1, const TMatrixD &m2);


class TMatrixD : public TObject {

friend class TVectorD;
friend class TMatrixDRow;
friend class TMatrixDColumn;
friend class TMatrixDDiag;
friend class TMatrixDFlat;
friend class TMatrixDPivoting;

protected:
   Int_t      fNrows;            // number of rows
   Int_t      fNcols;            // number of columns
   Int_t      fNelems;           // number of elements in matrix
   Int_t      fRowLwb;           // lower bound of the row index
   Int_t      fColLwb;           // lower bound of the col index
   Double_t  *fElements;         //[fNelems] elements themselves
   Double_t **fIndex;            //! index[i] = &matrix(0,i) (col index)

   void Allocate(Int_t nrows, Int_t ncols, Int_t row_lwb = 0, Int_t col_lwb = 0);
   void Invalidate() { fNrows = fNcols = fNelems = -1; fElements = 0; fIndex = 0; }

   static Int_t Pdcholesky(const Double_t *a, Double_t *u, const Int_t n);
   static void  MakeTridiagonal(TMatrixD &a,TVectorD &d,TVectorD &e);
   static void  MakeEigenVectors(TVectorD &d,TVectorD &e,TMatrixD &z);
   static void  EigenSort(TMatrixD &eigenVectors,TVectorD &eigenValues);

   // Elementary constructors
   void Transpose(const TMatrixD &m);
   void Invert(const TMatrixD &m);
   void InvertPosDef(const TMatrixD &m);
   void AMultB(const TMatrixD &a, const TMatrixD &b);
   void AtMultB(const TMatrixD &a, const TMatrixD &b);

   friend void MakeHaarMatrixD(TMatrixD &m);
   friend void MakeHilbertMatrixD(TMatrixD &m);

public:
   enum EMatrixCreatorsOp1 { kZero, kUnit, kTransposed, kInverted, kInvertedPosDef };
   enum EMatrixCreatorsOp2 { kMult, kTransposeMult, kInvMult, kInvPosDefMult, kAtBA };

   TMatrixD() { Invalidate(); }
   TMatrixD(Int_t nrows, Int_t ncols);
   TMatrixD(Int_t row_lwb, Int_t row_upb, Int_t col_lwb, Int_t col_upb);
   TMatrixD(Int_t nrows, Int_t ncols, const Double_t *elements, Option_t *option="");
   TMatrixD(Int_t row_lwb, Int_t row_upb, Int_t col_lwb, Int_t col_upb,
            const Double_t *elements, Option_t *option="");
   TMatrixD(const TMatrixD &another);
   TMatrixD(EMatrixCreatorsOp1 op, const TMatrixD &prototype);
   TMatrixD(const TMatrixD &a, EMatrixCreatorsOp2 op, const TMatrixD &b);
   TMatrixD(const TLazyMatrixD &lazy_constructor);

   virtual ~TMatrixD();

   void Clear(Option_t *option="");
   void Draw(Option_t *option=""); // *MENU*
   void ResizeTo(Int_t nrows, Int_t ncols);
   void ResizeTo(Int_t row_lwb, Int_t row_upb, Int_t col_lwb, Int_t col_upb);
   void ResizeTo(const TMatrixD &m);

   Bool_t IsValid() const;
   Bool_t IsSymmetric() const;

   Int_t     GetRowLwb()     const { return fRowLwb; }
   Int_t     GetRowUpb()     const { return fNrows+fRowLwb-1; }
   Int_t     GetNrows()      const { return fNrows; }
   Int_t     GetColLwb()     const { return fColLwb; }
   Int_t     GetColUpb()     const { return fNcols+fColLwb-1; }
   Int_t     GetNcols()      const { return fNcols; }
   Int_t     GetNoElements() const { return fNelems; }
   const Double_t *GetElements() const { return fElements; }
         Double_t *GetElements()       { return fElements; }
   void      GetElements(Double_t *elements, Option_t *option="") const;
   void      SetElements(const Double_t *elements, Option_t *option="");

   const Double_t &operator()(Int_t rown, Int_t coln) const;
   Double_t &operator()(Int_t rown, Int_t coln);
   const TMatrixDRow operator[](Int_t rown) const;
   TMatrixDRow operator[](Int_t rown);

   TMatrixD &operator=(const TMatrixD &source);
   TMatrixD &operator=(const TLazyMatrixD &source);
   TMatrixD &operator=(Double_t val);
   TMatrixD &operator-=(Double_t val);
   TMatrixD &operator+=(Double_t val);
   TMatrixD &operator*=(Double_t val);

   Bool_t operator==(Double_t val) const;
   Bool_t operator!=(Double_t val) const;
   Bool_t operator<(Double_t val) const;
   Bool_t operator<=(Double_t val) const;
   Bool_t operator>(Double_t val) const;
   Bool_t operator>=(Double_t val) const;

   TMatrixD &Zero();
   TMatrixD &Abs();
   TMatrixD &Sqr();
   TMatrixD &Sqrt();

   TMatrixD &Apply(const TElementActionD &action);
   TMatrixD &Apply(const TElementPosActionD &action);

   TMatrixD &Invert(Double_t *determ_ptr = 0);
   TMatrixD &InvertPosDef();

   const TMatrixD EigenVectors(TVectorD &eigenValues) const;

   TMatrixD &MakeSymmetric();
   TMatrixD &UnitMatrix();

   TMatrixD &operator*=(const TMatrixD &source);
   TMatrixD &operator*=(const TMatrixDDiag &diag);
   TMatrixD &operator/=(const TMatrixDDiag &diag);
   TMatrixD &operator*=(const TMatrixDRow &row);
   TMatrixD &operator/=(const TMatrixDRow &row);
   TMatrixD &operator*=(const TMatrixDColumn &col);
   TMatrixD &operator/=(const TMatrixDColumn &col);

   void Mult(const TMatrixD &a, const TMatrixD &b);

   Double_t RowNorm() const;
   Double_t NormInf() const { return RowNorm(); }
   Double_t ColNorm() const;
   Double_t Norm1() const { return ColNorm(); }
   Double_t E2Norm() const;
   TMatrixD &NormByDiag(const TVectorD &v, Option_t *option="D");
   TMatrixD &NormByColumn(const TVectorD &v, Option_t *option="D");
   TMatrixD &NormByRow(const TVectorD &v, Option_t *option="D");

   Double_t Determinant() const;

   void Print(Option_t *option="") const; // *MENU*

   friend TMatrixD &operator+=(TMatrixD &target, const TMatrixD &source);
   friend TMatrixD &operator-=(TMatrixD &target, const TMatrixD &source);
   friend TMatrixD &Add(TMatrixD &target, Double_t scalar, const TMatrixD &source);
   friend TMatrixD &ElementMult(TMatrixD &target, const TMatrixD &source);
   friend TMatrixD &ElementDiv(TMatrixD &target, const TMatrixD &source);

   friend TMatrixD  operator+(const TMatrixD &source1, const TMatrixD &source2);
   friend TMatrixD  operator-(const TMatrixD &source1, const TMatrixD &source2);
   friend TMatrixD  operator*(const TMatrixD &source1, const TMatrixD &source2);

   friend Bool_t operator==(const TMatrixD &im1, const TMatrixD &im2);
   friend void Compare(const TMatrixD &im1, const TMatrixD &im2);
   friend Bool_t AreCompatible(const TMatrixD &im1, const TMatrixD &im2);
   friend Double_t E2Norm(const TMatrixD &m1, const TMatrixD &m2);

   ClassDef(TMatrixD,2)  // Matrix class (double precision)
};


// Service functions (useful in the verification code).
// They print some detail info if the validation condition fails
void VerifyElementValue(const TMatrixD &m, Double_t val);
void VerifyMatrixIdentity(const TMatrixD &m1, const TMatrixD &m2);


inline Bool_t TMatrixD::IsValid() const
   { if (fNrows == -1) return kFALSE; return kTRUE; }

#ifndef ROOT_TMatrixDUtils
#include "TMatrixDUtils.h"
#endif


#endif