Log of /trunk/math/matrix/src/TMatrixDEigen.cxx
Parent Directory
Revision
22885 -
(
view)
(
download)
(
as text)
(
annotate)
-
[select for diffs]
Modified
Fri Mar 28 13:57:25 2008 UTC (6 years, 9 months ago) by
rdm
File length: 25575 byte(s)
Diff to
previous 20882
move the following directories under the new "math" meta directory:
mathcore
mathmore
fftw
foam
fumili
genvector
matrix
minuit
minuit2
mlp
physics
smatrix
splot
unuran
quadp
Revision
15300 -
(
view)
(
download)
(
as text)
(
annotate)
-
[select for diffs]
Modified
Fri Jun 2 05:11:20 2006 UTC (8 years, 7 months ago) by
brun
Original Path:
trunk/matrix/src/TMatrixDEigen.cxx
File length: 25622 byte(s)
Diff to
previous 15174
From Eddy:
Worked more on the comments in the matrix package . Actually the
important
ones are all there .. but have to add thing slike "cop constructor" to
make the checker happy .
Added also namespaces TMatrixTCramer and TMatrixTSymCramerInv to the
dictionary
Revision
14745 -
(
view)
(
download)
(
as text)
(
annotate)
-
[select for diffs]
Modified
Wed Apr 19 08:22:26 2006 UTC (8 years, 9 months ago) by
rdm
Original Path:
trunk/matrix/src/TMatrixDEigen.cxx
File length: 23223 byte(s)
Diff to
previous 12591
Change the TError.h macros:
Assert -> R__ASSERT
Check -> R__CHECK
Change the TCollection.h macro:
ForEach -> R__FOR_EACH
This to avoid potential problems due too trivial macro names.
The old macros will be removed in the next release. Currently
they will print out warning messages with the advice to move
to the new macro names.
Revision
11119 -
(
view)
(
download)
(
as text)
(
annotate)
-
[select for diffs]
Modified
Tue Feb 15 16:17:10 2005 UTC (9 years, 11 months ago) by
brun
Original Path:
trunk/matrix/src/TMatrixDEigen.cxx
File length: 23373 byte(s)
Diff to
previous 10487
From Eddy Offermann
Here a patch to remove some inconsistencies/bugs in the indexing of the
decomposed matrices and eigen-vectors/-values in case the row/column
index
did not start 0 .
The tests in stressLinear were modified/extended to check these cases .
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/src/TMatrixDEigen.cxx
File length: 22665 byte(s)
Diff to
previous 8558
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
8442 -
(
view)
(
download)
(
as text)
(
annotate)
-
[select for diffs]
Modified
Fri Mar 19 14:20:40 2004 UTC (10 years, 10 months ago) by
brun
Original Path:
trunk/matrix/src/TMatrixDEigen.cxx
File length: 21408 byte(s)
Diff to
previous 8143
From Eddy Offermann:
1. Removed streaming of matrix view classes (TMatrixDRow,TMatrixDColumn,TMatrixDDiag,TMatrixDFlat)
because a. we want these classes to be as light as possible
b. old implementation was wrong, some member elements were "(!)" out
2. Added a series of functions to support upcoming quadratic programming functionality:
TVectorD/F:
- AddElemMult(TVectorF &t,Float_t alpha,const TVectorF &s1,const TVectorF &s2);
t += alpha * s1*s2 , where "s1*s2 is an element-wise multiplication
- AddElemMult(TVectorF &t,Float_t alpha,const TVectorF &s1,const TVectorF &s2,const TVectorF &map);
t += alpha * s1*s2 , where "s1*s2 is an element-wise multiplication. It is only performed
for those elements i where map[i] != 0
- AddElemDiv (TVectorF &t,Float_t alpha,const TVectorF &s1,const TVectorF &s2);
t += alpha * s1\s2 , where "s1\s2 is an element-wise division
- AddElemDiv (TVectorF &t,Float_t alpha,const TVectorF &s1,const TVectorF &s2,const TVectorF &map);
t += alpha * s1\s2 , where "s1\s2 is an element-wise division. It is only performed
for those elements i where map[i] != 0
- ElementMult(TVectorF &t,const TVectorF &s,const TVectorF &map);
t += t*s , where "t*s" is an element-wise multiplication. It is only performed
for those elements i where map[i] != 0
- ElementDiv (TVectorF &t,const TVectorF &s,const TVectorF &map);
t += t/s , where "t/s" is an element-wise division. It is only performed
for those elements i where map[i] != 0
- TVectorD &SelectNonZeros (const TVectorD &select);
put elements for which select[i] == 0 to zero
- Bool_t MatchesNonZeroPattern(const TVectorD &select);
verify that elements are != 0 for which select[i] != 0
- Bool_t SomePositive (const TVectorD &select);
verify that all elements > 0 for which select[i] != 0
- void AddSomeConstant (Double_t val,const TVectorD &select);
Add val to those elements for which select[i] != 0
- TVectorF &TVectorF::Invert()
v[i] = 1/v[i]
TVectorD/F and TMatrixD/FBase:
- virtual Double_t Sum () const;
- virtual Double_t Min () const;
- virtual Double_t Max () const;
3. Added another data member fA to TDecompChol . Unlike the other decomposition schemes, it is not
possible to store the original input matrix in one of the decomposition members
4. Added method "SetMatrix(const TMatrix.. &)" to all decomposition classes . It allows to
change the matrix that should be decomposed. Of course it resets the class status to kInit
and triggers a new factorization.
5. Added private methods to TMatrixD and TMatrixDSym
const TMatrixD EigenVectors(TVectorD &eigenValues) const; // This function is now obsolete (and not implemented), you
// should use TMatrixDSymEigen or TMatrixDEigen .
6. Changed the name "Adopt" to "Use" to be in agreement with the convention that the memory management
of adopted members is now the reponsibility of the class
Revision
8013 -
(
view)
(
download)
(
as text)
(
annotate)
-
[select for diffs]
Added
Sun Jan 25 20:33:32 2004 UTC (11 years ago) by
brun
Original Path:
trunk/matrix/src/TMatrixDEigen.cxx
File length: 22196 byte(s)
New Linear Algebra package from Eddy Offermann.
This new package reimplements the previous classes TMatrix and TMatrixD.
The new classes should be back compatible with the previous version except
the function GetElements.
New classes have been introduced for symmetric matrices,
lazy matrices.
New algorithms (LU, SVD) have been introduced.
A new test suite test/stressLinear.cxx is introduced.
A complete description of this package will be posted in the coming days.
The classes are well documented in the implementation headers.
This form allows you to request diffs between any two revisions of this file.
For each of the two "sides" of the diff,
enter a numeric revision.
