```// @(#)root/matrix:\$Name:  \$:\$Id: TDecompBK.cxx,v 1.1 2004/10/16 18:09:16 brun Exp \$
// Authors: Fons Rademakers, Eddy Offermann  Sep 2004

/*************************************************************************
*                                                                       *
* For the licensing terms see \$ROOTSYS/LICENSE.                         *
* For the list of contributors see \$ROOTSYS/README/CREDITS.             *
*************************************************************************/

#include "TDecompBK.h"

ClassImp(TDecompBK)

///////////////////////////////////////////////////////////////////////////
//                                                                       //
// The Bunch-Kaufman diagonal pivoting method decomposes a real          //
// symmetric matrix A using                                              //
//                                                                       //
//     A = U*D*U^T                                                       //
//                                                                       //
//  where U is a product of permutation and unit upper triangular        //
//  matrices, U^T is the transpose of U, and D is symmetric and block    //
//  diagonal with 1-by-1 and 2-by-2 diagonal blocks.                     //
//                                                                       //
//     U = P(n-1)*U(n-1)* ... *P(k)U(k)* ...,                            //
//  i.e., U is a product of terms P(k)*U(k), where k decreases from n-1  //
//  to 0 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1//
//  and 2-by-2 diagonal blocks D(k).  P(k) is a permutation matrix as    //
//  defined by IPIV(k), and U(k) is a unit upper triangular matrix, such //
//  that if the diagonal block D(k) is of order s (s = 1 or 2), then     //
//                                                                       //
//             (   I    v    0   )   k-s                                 //
//     U(k) =  (   0    I    0   )   s                                   //
//             (   0    0    I   )   n-k                                 //
//                k-s   s   n-k                                          //
//                                                                       //
//  If s = 1, D(k) overwrites A(k,k), and v overwrites A(0:k-1,k).       //
//  If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k),//
//  and A(k,k), and v overwrites A(0:k-2,k-1:k).                         //
//                                                                       //
// fU contains on entry the symmetric matrix A of which only the upper   //
// triangular part is referenced . On exit fU contains the block diagonal//
// matrix D and the multipliers used to obtain the factor U, see above . //
//                                                                       //
// fIpiv if dimension n contains details of the interchanges and the     //
// the block structure of D . if (fIPiv(k) > 0, then rows and columns k  //
// and fIPiv(k) were interchanged and D(k,k) is a 1-by-1 diagonal block. //
// If IPiv(k) = fIPiv(k-1) < 0, rows and columns k-1 and -IPiv(k) were   //
// interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block.           //
//                                                                       //
///////////////////////////////////////////////////////////////////////////

//______________________________________________________________________________
TDecompBK::TDecompBK()
{
fNIpiv = 0;
fIpiv  = 0;
}

//______________________________________________________________________________
TDecompBK::TDecompBK(Int_t nrows)
{
fNIpiv = nrows;
fIpiv = new Int_t[fNIpiv];
memset(fIpiv,0,fNIpiv*sizeof(Int_t));
fU.ResizeTo(nrows,nrows);
}

//______________________________________________________________________________
TDecompBK::TDecompBK(Int_t row_lwb,Int_t row_upb)
{
const Int_t nrows = row_upb-row_lwb+1;
fNIpiv = nrows;
fIpiv = new Int_t[fNIpiv];
memset(fIpiv,0,fNIpiv*sizeof(Int_t));
fRowLwb = row_lwb;
fColLwb = row_lwb;
fU.ResizeTo(nrows,nrows);
}

//______________________________________________________________________________
TDecompBK::TDecompBK(const TMatrixDSym &a,Double_t tol)
{
Assert(a.IsValid());

SetBit(kMatrixSet);
fCondition = a.Norm1();
fTol = a.GetTol();
if (tol > 0)
fTol = tol;

fNIpiv = a.GetNcols();
fIpiv = new Int_t[fNIpiv];
memset(fIpiv,0,fNIpiv*sizeof(Int_t));

fRowLwb = a.GetRowLwb();
fColLwb = a.GetColLwb();
fU.ResizeTo(a);
fU = a;
}

//______________________________________________________________________________
TDecompBK::TDecompBK(const TDecompBK &another) : TDecompBase(another)
{
fNIpiv = 0;
fIpiv  = 0;
*this = another;
}

//______________________________________________________________________________
Bool_t TDecompBK::Decompose()
{
if ( !TestBit(kMatrixSet) )
return kFALSE;

Bool_t ok = kTRUE;

// Initialize alpha for use in choosing pivot block size.
const Double_t alpha = (1.+TMath::Sqrt(17.))/8.;

// Factorize a as u*d*u' using the upper triangle of a .
//  k is the main loop index, decreasing from n-1 to 0 in steps of 1 or 2

const Int_t     n  = fU.GetNcols();
Double_t *pU = fU.GetMatrixArray();
TMatrixDDiag diag(fU);

Int_t imax = 0;
Int_t k = n-1;
while (k >= 0) {
Int_t kstep = 1;

// determine rows and columns to be interchanged and whether
// a 1-by-1 or 2-by-2 pivot block will be used

const Double_t absakk = TMath::Abs(diag(k));

// imax is the row-index of the largest off-diagonal element in
// column k, and colmax is its absolute value

Double_t colmax;
if ( k > 0 ) {
TVectorD vcol = TMatrixDColumn_const(fU,k);
vcol.Abs();
const Int_t imax = TMath::LocMax(k,vcol.GetMatrixArray());
colmax = vcol[imax];
} else {
colmax = 0.;
}

Int_t kp;
if (TMath::Max(absakk,colmax) <= fTol) {
// the block diagonal matrix will be singular
kp = k;
ok = kFALSE;
} else {
if (absakk >= alpha*colmax) {
// no interchange, use 1-by-1 pivot block
kp = k;
} else {
// jmax is the column-index of the largest off-diagonal
// element in row imax, and rowmax is its absolute value
TVectorD vrow = TMatrixDRow_const(fU,imax);
vrow.Abs();
Int_t jmax = imax+1+TMath::LocMax(k-imax,vrow.GetMatrixArray()+imax+1);
Double_t rowmax = vrow[jmax];
if (imax > 0) {
TVectorD vcol = TMatrixDColumn_const(fU,imax);
vcol.Abs();
jmax = TMath::LocMax(imax,vcol.GetMatrixArray());
rowmax = TMath::Max(rowmax,vcol[jmax]);
}

if (absakk >= alpha*colmax*(colmax/rowmax)) {
// No interchange, use 1-by-1 pivot block
kp = k;
} else if( TMath::Abs(diag(imax)) >= alpha*rowmax) {
// Interchange rows and columns k and imax, use 1-by-1 pivot block
kp = imax;
} else {
// Interchange rows and columns k-1 and imax, use 2-by-2 pivot block
kp = imax;
kstep = 2;
}
}

const Int_t kk = k-kstep+1;
if (kp != kk) {
// Interchange rows and columns kk and kp in the leading submatrix a(0:k,0:k)
Double_t *c_kk = pU+kk;
Double_t *c_kp = pU+kp;
for (Int_t irow = 0; irow < kp; irow++) {
const Double_t t = *c_kk;
*c_kk = *c_kp;
*c_kp = t;
c_kk += n;
c_kp += n;
}

c_kk = pU+(kp+1)*n+kk;
Double_t *r_kp = pU+kp*n+kp+1;
for (Int_t icol = 0; icol < kk-kp-1; icol++) {
const Double_t t = *c_kk;
*c_kk = *r_kp;
*r_kp = t;
c_kk += n;
r_kp += 1;
}

Double_t t = diag(kk);
diag(kk) = diag(kp);
diag(kp) = t;
if (kstep == 2) {
t = pU[(k-1)*n+k];
pU[(k-1)*n+k] = pU[kp*n+k];
pU[kp*n+k]    = t;
}
}

if (kstep == 1 && k > 0) {
// 1-by-1 pivot block d(k): column k now holds w(k) = u(k)*d(k)
// where u(k) is the k-th column of u

// perform a rank-1 update of a(0:k-1,0:k-1) as
// a := a - u(k)*d(k)*u(k)' = a - w(k)*1/d(k)*w(k)'

const Double_t r1 = 1./diag(k);
TMatrixDSub sub1(fU,0,k-1,0,k-1);
sub1.Rank1Update(TMatrixDColumn_const(fU,k),-r1);

// store u(k) in column k
TMatrixDSub sub2(fU,0,k-1,k,k);
sub2 *= r1;
} else {
// 2-by-2 pivot block d(k): columns k and k-1 now hold
// ( w(k-1) w(k) ) = ( u(k-1) u(k) )*d(k)
// where u(k) and u(k-1) are the k-th and (k-1)-th columns of u

// perform a rank-2 update of a(0:k-2,0:k-2) as
// a := a - ( u(k-1) u(k) )*d(k)*( u(k-1) u(k) )'
//    = a - ( w(k-1) w(k) )*inv(d(k))*( w(k-1) w(k) )'

if ( k > 1 ) {
Double_t *pU_k1 = pU+(k-1)*n;
Double_t d12    = pU_k1[k];
const Double_t d22    = pU_k1[k-1]/d12;
const Double_t d11    = diag(k)/d12;
const Double_t t      = 1./(d11*d22-1.);
d12 = t/d12;

for (Int_t j = k-2; j >= 0; j--) {
Double_t *pU_j = pU+j*n;
const Double_t wkm1 = d12*(d11*pU_j[k-1]-pU_j[k]);
const Double_t wk   = d12*(d22*pU_j[k]-pU_j[k-1]);
for (Int_t i = j; i >= 0; i--) {
Double_t *pU_i = pU+i*n;
pU_i[j] -= (pU_i[k]*wk+pU_i[k-1]*wkm1);
}
pU_j[k]   = wk;
pU_j[k-1] = wkm1;
}
}
}

// Store details of the interchanges in fIpiv
if (kstep == 1) {
fIpiv[k] = (kp+1);
} else {
fIpiv[k]   = -(kp+1);
fIpiv[k-1] = -(kp+1);
}
}

k -= kstep;
}

if (!ok) SetBit(kSingular);
else     SetBit(kDecomposed);

return ok;
}

//______________________________________________________________________________
void TDecompBK::SetMatrix(const TMatrixDSym &a)
{
Assert(a.IsValid());

ResetStatus();

SetBit(kMatrixSet);
fCondition = a.Norm1();

if (fNIpiv != a.GetNcols()) {
fNIpiv = a.GetNcols();
delete [] fIpiv;
fIpiv = new Int_t[fNIpiv];
memset(fIpiv,0,fNIpiv*sizeof(Int_t));
}

fRowLwb = a.GetRowLwb();
fU.ResizeTo(a);
fU = a;
}

//______________________________________________________________________________
Bool_t TDecompBK::Solve(TVectorD &b)
{
// Solve Ax=b assuming the BK form of A is stored in fU . Solution returned in b.

Assert(b.IsValid());
if (TestBit(kSingular)) {
b.Invalidate();
return kFALSE;
}
if ( !TestBit(kDecomposed) ) {
if (!Decompose()) {
b.Invalidate();
return kFALSE;
}
}

if (fU.GetNrows() != b.GetNrows() || fU.GetRowLwb() != b.GetLwb()) {
Error("Solve(TVectorD &","vector and matrix incompatible");
b.Invalidate();
return kFALSE;
}

const Int_t n = fU.GetNrows();

TMatrixDDiag_const diag(fU);
const Double_t *pU = fU.GetMatrixArray();
Double_t *pb = b.GetMatrixArray();

// solve a*x = b, where a = u*d*u'. First solve u*d*x = b, overwriting b with x.
// k is the main loop index, decreasing from n-1 to 0 in steps of 1 or 2,
// depending on the size of the diagonal blocks.

Int_t k = n-1;
while (k >= 0) {

if (fIpiv[k] > 0) {

//  1 x 1 diagonal block
//  interchange rows k and ipiv(k).
const Int_t kp = fIpiv[k]-1;
if (kp != k) {
const Double_t tmp = pb[k];
pb[k]  = pb[kp];
pb[kp] = tmp;
}

// multiply by inv(u(k)), where u(k) is the transformation
// stored in column k of a.
for (Int_t i = 0; i < k; i++)
pb[i] -= pU[i*n+k]*pb[k];

// multiply by the inverse of the diagonal block.
pb[k] /= diag(k);
k--;
} else {

// 2 x 2 diagonal block
// interchange rows k-1 and -ipiv(k).
const Int_t kp = -fIpiv[k]-1;
if (kp != k-1) {
const Double_t tmp = pb[k-1];
pb[k-1]  = pb[kp];
pb[kp]   = tmp;
}

// multiply by inv(u(k)), where u(k) is the transformation
// stored in columns k-1 and k of a.
Int_t i;
for (i = 0; i < k-1; i++)
pb[i] -= pU[i*n+k]*pb[k];
for (i = 0; i < k-1; i++)
pb[i] -= pU[i*n+k-1]*pb[k-1];

// multiply by the inverse of the diagonal block.
const Double_t *pU_k1 = pU+(k-1)*n;
const Double_t ukm1k  = pU_k1[k];
const Double_t ukm1   = pU_k1[k-1]/ukm1k;
const Double_t uk     = diag(k)/ukm1k;
const Double_t denom  = ukm1*uk-1.;
const Double_t bkm1   = pb[k-1]/ukm1k;
const Double_t bk     = pb[k]/ukm1k;
pb[k-1] = (uk*bkm1-bk)/denom;
pb[k]   = (ukm1*bk-bkm1)/denom;
k -= 2;
}
}

// Next solve u'*x = b, overwriting b with x.
//
//  k is the main loop index, increasing from 0 to n-1 in steps of
//  1 or 2, depending on the size of the diagonal blocks.

k = 0;
while (k < n) {

if (fIpiv[k] > 0) {
// 1 x 1 diagonal block
//  multiply by inv(u'(k)), where u(k) is the transformation
//  stored in column k of a.
for (Int_t i = 0; i < k; i++)
pb[k] -= pU[i*n+k]*pb[i];

// interchange elements k and ipiv(k).
const Int_t kp = fIpiv[k]-1;
if (kp != k) {
const Double_t tmp = pb[k];
pb[k]  = pb[kp];
pb[kp] = tmp;
}
k++;
} else {
// 2 x 2 diagonal block
// multiply by inv(u'(k+1)), where u(k+1) is the transformation
// stored in columns k and k+1 of a.
Int_t i ;
for (i = 0; i < k; i++)
pb[k] -= pU[i*n+k]*pb[i];
for (i = 0; i < k; i++)
pb[k+1] -= pU[i*n+k+1]*pb[i];

// interchange elements k and -ipiv(k).
const Int_t kp = -fIpiv[k]-1;
if (kp != k) {
const Double_t tmp = pb[k];
pb[k]  = pb[kp];
pb[kp] = tmp;
}
k += 2;
}
}

return kTRUE;
}

//______________________________________________________________________________
Bool_t TDecompBK::Solve(TMatrixDColumn &cb)
{
// Solve Ax=b assuming the BK form of A is stored in fU . Solution returned in b.

TMatrixDBase *b = const_cast<TMatrixDBase *>(cb.GetMatrix());
Assert(b->IsValid());
if (TestBit(kSingular)) {
b->Invalidate();
return kFALSE;
}
if ( !TestBit(kDecomposed) ) {
if (!Decompose()) {
b->Invalidate();
return kFALSE;
}
}

if (fU.GetNrows() != b->GetNrows() || fU.GetRowLwb() != b->GetRowLwb()) {
Error("Solve(TMatrixDColumn &","vector and matrix incompatible");
b->Invalidate();
return kFALSE;
}

const Int_t n = fU.GetNrows();

TMatrixDDiag_const diag(fU);
const Double_t *pU  = fU.GetMatrixArray();
Double_t *pcb = cb.GetPtr();
const Int_t     inc = cb.GetInc();

// solve a*x = b, where a = u*d*u'. First solve u*d*x = b, overwriting b with x.
// k is the main loop index, decreasing from n-1 to 0 in steps of 1 or 2,
// depending on the size of the diagonal blocks.

Int_t k = n-1;
while (k >= 0) {

if (fIpiv[k] > 0) {

//  1 x 1 diagonal block
//  interchange rows k and ipiv(k).
const Int_t kp = fIpiv[k]-1;
if (kp != k) {
const Double_t tmp = pcb[k*inc];
pcb[k*inc]  = pcb[kp*inc];
pcb[kp*inc] = tmp;
}

// multiply by inv(u(k)), where u(k) is the transformation
// stored in column k of a.
for (Int_t i = 0; i < k; i++)
pcb[i*inc] -= pU[i*n+k]*pcb[k*inc];

// multiply by the inverse of the diagonal block.
pcb[k*inc] /= diag(k);
k--;
} else {

// 2 x 2 diagonal block
// interchange rows k-1 and -ipiv(k).
const Int_t kp = -fIpiv[k]-1;
if (kp != k-1) {
const Double_t tmp = pcb[(k-1)*inc];
pcb[(k-1)*inc] = pcb[kp*inc];
pcb[kp*inc]    = tmp;
}

// multiply by inv(u(k)), where u(k) is the transformation
// stored in columns k-1 and k of a.
Int_t i;
for (i = 0; i < k-1; i++)
pcb[i*inc] -= pU[i*n+k]*pcb[k*inc];
for (i = 0; i < k-1; i++)
pcb[i*inc] -= pU[i*n+k-1]*pcb[(k-1)*inc];

// multiply by the inverse of the diagonal block.
const Double_t *pU_k1 = pU+(k-1)*n;
const Double_t ukm1k  = pU_k1[k];
const Double_t ukm1   = pU_k1[k-1]/ukm1k;
const Double_t uk     = diag(k)/ukm1k;
const Double_t denom  = ukm1*uk-1.;
const Double_t bkm1   = pcb[(k-1)*inc]/ukm1k;
const Double_t bk     = pcb[k*inc]/ukm1k;
pcb[(k-1)*inc] = (uk*bkm1-bk)/denom;
pcb[k*inc]     = (ukm1*bk-bkm1)/denom;
k -= 2;
}
}

// Next solve u'*x = b, overwriting b with x.
//
//  k is the main loop index, increasing from 0 to n-1 in steps of
//  1 or 2, depending on the size of the diagonal blocks.

k = 0;
while (k < n) {

if (fIpiv[k] > 0) {
// 1 x 1 diagonal block
//  multiply by inv(u'(k)), where u(k) is the transformation
//  stored in column k of a.
for (Int_t i = 0; i < k; i++)
pcb[k*inc] -= pU[i*n+k]*pcb[i*inc];

// interchange elements k and ipiv(k).
const Int_t kp = fIpiv[k]-1;
if (kp != k) {
const Double_t tmp = pcb[k*inc];
pcb[k*inc]  = pcb[kp*inc];
pcb[kp*inc] = tmp;
}
k++;
} else {
// 2 x 2 diagonal block
// multiply by inv(u'(k+1)), where u(k+1) is the transformation
// stored in columns k and k+1 of a.
Int_t i;
for (i = 0; i < k; i++)
pcb[k*inc] -= pU[i*n+k]*pcb[i*inc];
for (i = 0; i < k; i++)
pcb[(k+1)*inc] -= pU[i*n+k+1]*pcb[i*inc];

// interchange elements k and -ipiv(k).
const Int_t kp = -fIpiv[k]-1;
if (kp != k) {
const Double_t tmp = pcb[k*inc];
pcb[k*inc]  = pcb[kp*inc];
pcb[kp*inc] = tmp;
}
k += 2;
}
}

return kTRUE;
}

//______________________________________________________________________________
void TDecompBK::Invert(TMatrixDSym &inv)
{
// For a symmetric matrix A(m,m), its inverse A_inv(m,m) is returned .

if (inv.GetNrows() != GetNrows() || inv.GetRowLwb() != GetRowLwb()) {
Error("Invert(TMatrixDSym &","Input matrix has wrong shape");
inv.Invalidate();
return;
}

inv.UnitMatrix();

const Int_t colLwb = inv.GetColLwb();
const Int_t colUpb = inv.GetColUpb();
Bool_t status = kTRUE;
for (Int_t icol = colLwb; icol <= colUpb && status; icol++) {
TMatrixDColumn b(inv,icol);
status &= Solve(b);
}

if (!status)
inv.Invalidate();
}

//______________________________________________________________________________
TMatrixDSym TDecompBK::Invert()
{
// For a symmetric matrix A(m,m), its inverse A_inv(m,m) is returned .

const Int_t rowLwb = GetRowLwb();
const Int_t rowUpb = rowLwb+GetNrows()-1;

TMatrixDSym inv(rowLwb,rowUpb);
inv.UnitMatrix();
Invert(inv);

return inv;
}

//______________________________________________________________________________
void TDecompBK::Print(Option_t *opt) const
{
TDecompBase::Print(opt);
printf("fIpiv:\n");
for (Int_t i = 0; i < fNIpiv; i++)
printf("[%d] = %d\n",i,fIpiv[i]);
fU.Print("fU");
}

//______________________________________________________________________________
TDecompBK &TDecompBK::operator=(const TDecompBK &source)
{
if (this != &source) {
TDecompBase::operator=(source);
fU.ResizeTo(source.fU);
fU   = source.fU;
if (fNIpiv != source.fNIpiv) {
if (fIpiv)
delete [] fIpiv;
fNIpiv = source.fNIpiv;
fIpiv = new Int_t[fNIpiv];
}
memcpy(fIpiv,source.fIpiv,fNIpiv*sizeof(Int_t));
}
return *this;
}
```

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