[root] Log of /trunk/math/matrix/inc/TDecompSparse.h

Revision 20882 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon Nov 19 11:31:26 2007 UTC (7 years, 2 months ago) by rdm
Original Path: trunk/matrix/inc/TDecompSparse.h
File length: 9664 byte(s)
Diff to previous 19826

Set property svn:eol-style LF on all source and Makefiles. This should avoid
problems with Win32 line endings ending up in the repository. All MS tools
support LF eols fine.

Revision 10329 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Sat Oct 16 18:09:17 2004 UTC (10 years, 3 months ago) by brun
Original Path: trunk/matrix/inc/TDecompSparse.h
File length: 9621 byte(s)
Diff to previous 9181

From Eddy Offermann:
- added new decomposition class TDecompBK: Bunch-Kaufman algorithm
  this class is designed to decompose real symmetric matrices . Now
  we can guarantee that inverse of a symmetric matrix is again
  symmetric .
- As a consequence of the introduction of TDecompBK, we added
  Invert(..) functionality to TMatrixD/FSym
  Also added InvertFast to TMatrixD/FSym which uses Cramer
  inversion for matrices <= (6 x 6) , resulting in large speedup
  but less accuracy . The necessary routines are encapsulated
  in the new TMatrixDSymCramerInv class .

  Note of caution :
  Unlike the other decompositions, Bunch-Kaufmann does not result
  in a triangular matrix of which the determinant is trivially calculated
  by multiplying the diagonal elements . As a consequence,
  we have to invoke yet another decomposition when the user
  requests the determinant .
  So Invert() will be roughly twice faster than Double_t *det; Invert(det)

- Changed the algoritm for the Cholesky decomposition so that we
  do not need to have a copy of the original matrix around !
  After removal of class member fA, increased the version to 2
- Added sorting of eigen -values/-vectors to TMatrixDEigen .
  They are now sorted according to Re^2+Im^2 of the (possible)
  complex eigenvalues in descending order . TMatrixDSymEigen
  already sorted . Since most users use TMatrixD instead of
  TMatrixDSym, this will ensure backward compatiblity since
  old root contained the symmetric algorithms in TMatrixD .
- Added rank 1 update algorihms : A += alpha * x y^T
  (x and y are vectors)
  to the non-sparse matrix classes (adding this to sparse
  would make this matrix immediately dense :)
- Moved Invert fom TDecompBase to the different decomposition
  classes . Reason is that some classes can decompose A(m,n)
  where m > n . The result of Invert() is then a "pseudo-invert"
  : A_pseudo = (A^T A)^-1 A^T .
- Removed an unfortunate bug in the TMatrixD/FSub class :
  both operators
      void operator+=(Double_t val);
      void operator*=(Double_t val);
  performed actually
      void operator=(Double_t val);
~

Revision 9181 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Sun Jun 13 14:53:15 2004 UTC (10 years, 7 months ago) by brun
Original Path: trunk/matrix/inc/TDecompSparse.h
File length: 9712 byte(s)
Diff to previous 9095

From Eddy Offermann:
1) Initialized fIndex data member of TDecompLU
   in the constructors
2) Added to all TDecompXXX classes, a Print()
   procedure .

Revision 9095 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Wed Jun 2 15:42:48 2004 UTC (10 years, 7 months ago) by brun
Original Path: trunk/matrix/inc/TDecompSparse.h
File length: 9662 byte(s)
Diff to previous 8892

From Eddy Offermann:
TMatrixD/FBase::Print(Option_t *name) :
now allows an optional name to be printed.

TDecompSparse:

This decomposition class is (as stated in the header)
only for symmetric matrices . The routine wants
only the upper triangle (including diagonal) of the
matrix . Therefore, add functionality to accomplish
this .

The routine Solve() contained a bug and some of the
logic was rearranged.
The initialization in InitPivot was also rearranged so
that the pivoting threshold is set correctly

Due to these changes, the quadratic programming with
sparse matrices is now functional .

Revision 8892 - (view) (download) (as text) (annotate) - [select for diffs]
Added Wed May 12 10:39:29 2004 UTC (10 years, 8 months ago) by brun
Original Path: trunk/matrix/inc/TDecompSparse.h
File length: 9171 byte(s)

From Eddy Offermann:
1) patch for the matrix directory (cvs diff -a matrix)
2) tar file containing new modules:
  matrix/inc/TDecompSparse.h
  matrix/inc/TMatrixDSparse.h
  matrix/src/TDecompSparse.cxx
  matrix/src/TMatrixDSparse.cxx
3) new stressLinear.cxx

Description of changes:
1) many updates of comments in code
2) possibility to construct random matrices, general
   symmetric and positive definite
3) Introduction of new matrix class: TMatrixDSparse .
   It defines a general sparse matrix in
Harwell-Boeing
   format (sparse structure definition optimized for
   matrix-vector multiplications).
   Like all the other matrix classes, it derives from
   TMatrixDBase
4) Introduction of a new decomposition class:
   TDecompSparse . It allows decomposition (and
   therefore equation solving) of sparse symmetric
   matrices

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