class TDecompChol: public TDecompBase


Cholesky Decomposition class

Decompose a symmetric, positive definite matrix A = U^T * U

where U is a upper triangular matrix

The decomposition fails if a diagonal element of fU is <= 0, the
matrix is not positive negative . The matrix fU is made invalid .

fU has the same index range as A .

Function Members (Methods)

public:
TDecompChol()
TDecompChol(Int_t nrows)
TDecompChol(const TDecompChol& another)
TDecompChol(Int_t row_lwb, Int_t row_upb)
TDecompChol(const TMatrixDSym& a, Double_t tol = 0.0)
TDecompChol(const TMatrixD& a, Double_t tol = 0.0)
virtual~TDecompChol()
voidTObject::AbstractMethod(const char* method) const
virtual voidTObject::AppendPad(Option_t* option = "")
virtual voidTObject::Browse(TBrowser* b)
static TClass*Class()
virtual const char*TObject::ClassName() const
virtual voidTObject::Clear(Option_t* = "")
virtual TObject*TObject::Clone(const char* newname = "") const
virtual Int_tTObject::Compare(const TObject* obj) const
virtual Double_tTDecompBase::Condition()
virtual voidTObject::Copy(TObject& object) const
virtual Bool_tDecompose()
virtual voidTObject::Delete(Option_t* option = "")MENU
virtual voidDet(Double_t& d1, Double_t& d2)
virtual Int_tTObject::DistancetoPrimitive(Int_t px, Int_t py)
virtual voidTObject::Draw(Option_t* option = "")
virtual voidTObject::DrawClass() constMENU
virtual TObject*TObject::DrawClone(Option_t* option = "") constMENU
virtual voidTObject::Dump() constMENU
virtual voidTObject::Error(const char* method, const char* msgfmt) const
virtual voidTObject::Execute(const char* method, const char* params, Int_t* error = 0)
virtual voidTObject::Execute(TMethod* method, TObjArray* params, Int_t* error = 0)
virtual voidTObject::ExecuteEvent(Int_t event, Int_t px, Int_t py)
virtual voidTObject::Fatal(const char* method, const char* msgfmt) const
virtual TObject*TObject::FindObject(const char* name) const
virtual TObject*TObject::FindObject(const TObject* obj) const
Int_tTDecompBase::GetColLwb() const
Double_tTDecompBase::GetCondition() const
Double_tTDecompBase::GetDet1() const
Double_tTDecompBase::GetDet2() const
virtual Option_t*TObject::GetDrawOption() const
static Long_tTObject::GetDtorOnly()
virtual const char*TObject::GetIconName() const
const TMatrixDSymGetMatrix()
virtual const char*TObject::GetName() const
virtual Int_tGetNcols() const
virtual Int_tGetNrows() const
virtual char*TObject::GetObjectInfo(Int_t px, Int_t py) const
static Bool_tTObject::GetObjectStat()
virtual Option_t*TObject::GetOption() const
Int_tTDecompBase::GetRowLwb() const
virtual const char*TObject::GetTitle() const
Double_tTDecompBase::GetTol() const
const TMatrixD&GetU() const
virtual UInt_tTObject::GetUniqueID() const
virtual Bool_tTObject::HandleTimer(TTimer* timer)
virtual ULong_tTObject::Hash() const
virtual voidTObject::Info(const char* method, const char* msgfmt) const
virtual Bool_tTObject::InheritsFrom(const char* classname) const
virtual Bool_tTObject::InheritsFrom(const TClass* cl) const
virtual voidTObject::Inspect() constMENU
TMatrixDSymInvert()
Bool_tInvert(TMatrixDSym& inv)
TMatrixDSymInvert(Bool_t& status)
voidTObject::InvertBit(UInt_t f)
virtual TClass*IsA() const
virtual Bool_tTObject::IsEqual(const TObject* obj) const
virtual Bool_tTObject::IsFolder() const
Bool_tTObject::IsOnHeap() const
virtual Bool_tTObject::IsSortable() const
Bool_tTObject::IsZombie() const
virtual voidTObject::ls(Option_t* option = "") const
voidTObject::MayNotUse(const char* method) const
virtual Bool_tTDecompBase::MultiSolve(TMatrixD& B)
virtual Bool_tTObject::Notify()
static voidTObject::operator delete(void* ptr)
static voidTObject::operator delete(void* ptr, void* vp)
static voidTObject::operator delete[](void* ptr)
static voidTObject::operator delete[](void* ptr, void* vp)
void*TObject::operator new(size_t sz)
void*TObject::operator new(size_t sz, void* vp)
void*TObject::operator new[](size_t sz)
void*TObject::operator new[](size_t sz, void* vp)
TDecompChol&operator=(const TDecompChol& source)
virtual voidTObject::Paint(Option_t* option = "")
virtual voidTObject::Pop()
virtual voidPrint(Option_t* opt = "") constMENU
virtual Int_tTObject::Read(const char* name)
virtual voidTObject::RecursiveRemove(TObject* obj)
voidTObject::ResetBit(UInt_t f)
virtual voidTObject::SaveAs(const char* filename = "", Option_t* option = "") constMENU
virtual voidTObject::SavePrimitive(basic_ostream<char,char_traits<char> >& out, Option_t* option = "")
voidTObject::SetBit(UInt_t f)
voidTObject::SetBit(UInt_t f, Bool_t set)
virtual voidTObject::SetDrawOption(Option_t* option = "")MENU
static voidTObject::SetDtorOnly(void* obj)
virtual voidSetMatrix(const TMatrixDSym& a)
static voidTObject::SetObjectStat(Bool_t stat)
Double_tTDecompBase::SetTol(Double_t newTol)
virtual voidTObject::SetUniqueID(UInt_t uid)
virtual voidShowMembers(TMemberInspector& insp, char* parent)
virtual Bool_tSolve(TVectorD& b)
virtual Bool_tSolve(TMatrixDColumn& b)
virtual TVectorDSolve(const TVectorD& b, Bool_t& ok)
virtual voidStreamer(TBuffer& b)
voidStreamerNVirtual(TBuffer& b)
virtual voidTObject::SysError(const char* method, const char* msgfmt) const
Bool_tTObject::TestBit(UInt_t f) const
Int_tTObject::TestBits(UInt_t f) const
virtual Bool_tTransSolve(TVectorD& b)
virtual Bool_tTransSolve(TMatrixDColumn& b)
virtual TVectorDTransSolve(const TVectorD& b, Bool_t& ok)
virtual voidTObject::UseCurrentStyle()
virtual voidTObject::Warning(const char* method, const char* msgfmt) const
virtual Int_tTObject::Write(const char* name = 0, Int_t option = 0, Int_t bufsize = 0)
virtual Int_tTObject::Write(const char* name = 0, Int_t option = 0, Int_t bufsize = 0) const
protected:
static voidTDecompBase::DiagProd(const TVectorD& diag, Double_t tol, Double_t& d1, Double_t& d2)
virtual voidTObject::DoError(int level, const char* location, const char* fmt, va_list va) const
virtual const TMatrixDBase&GetDecompMatrix() const
Int_tTDecompBase::Hager(Double_t& est, Int_t iter = 5)
voidTObject::MakeZombie()
voidTDecompBase::ResetStatus()

Data Members

public:
enum TDecompBase::EMatrixDecompStat { kInit
kPatternSet
kValuesSet
kMatrixSet
kDecomposed
kDetermined
kCondition
kSingular
};
enum TDecompBase::[unnamed] { kWorkMax
};
enum TObject::EStatusBits { kCanDelete
kMustCleanup
kObjInCanvas
kIsReferenced
kHasUUID
kCannotPick
kNoContextMenu
kInvalidObject
};
enum TObject::[unnamed] { kIsOnHeap
kNotDeleted
kZombie
kBitMask
kSingleKey
kOverwrite
kWriteDelete
};
protected:
Int_tTDecompBase::fColLwbColumn lower bound of decomposed matrix
Double_tTDecompBase::fConditionmatrix condition number
Double_tTDecompBase::fDet1determinant mantissa
Double_tTDecompBase::fDet2determinant exponent for powers of 2
Int_tTDecompBase::fRowLwbRow lower bound of decomposed matrix
Double_tTDecompBase::fTolsqrt(epsilon); epsilon is smallest number number so that 1+epsilon > 1
TMatrixDfUdecomposed matrix fU so that a = fU^T fU

Class Charts

Inheritance Inherited Members Includes Libraries
Class Charts

Function documentation

TDecompChol(Int_t nrows)
 Constructor for (nrows x nrows) matrix
TDecompChol(Int_t row_lwb,Int_t row_upb)
 Constructor for ([row_lwb..row_upb] x [row_lwb..row_upb]) matrix
TDecompChol(const TMatrixDSym &a,Double_t tol)
 Constructor for symmetric matrix A . Matrix should be positive definite
TDecompChol(const TMatrixD &a,Double_t tol)
 Constructor for general matrix A . Matrix should be symmetric positive definite
TDecompChol(const TDecompChol &another)
 Copy constructor
Bool_t Decompose()
 Matrix A is decomposed in component U so that A = U^T*U^T
 If the decomposition succeeds, bit kDecomposed is set , otherwise kSingular
const TMatrixDSym GetMatrix()
 Reconstruct the original matrix using the decomposition parts
void SetMatrix(const TMatrixDSym& a)
 Set the matrix to be decomposed, decomposition status is reset.
Bool_t Solve(TVectorD &b)
 Solve equations Ax=b assuming A has been factored by Cholesky. The factor U is
 assumed to be in upper triang of fU. fTol is used to determine if diagonal
 element is zero. The solution is returned in b.
Bool_t Solve(TMatrixDColumn &cb)
 Solve equations Ax=b assuming A has been factored by Cholesky. The factor U is
 assumed to be in upper triang of fU. fTol is used to determine if diagonal
 element is zero. The solution is returned in b.
void Det(Double_t& d1, Double_t& d2)
 Matrix determinant det = d1*TMath::Power(2.,d2) is square of diagProd
 of cholesky factor
Bool_t Invert(TMatrixDSym &inv)
 For a symmetric matrix A(m,m), its inverse A_inv(m,m) is returned .
TMatrixDSym Invert(Bool_t &status)
 For a symmetric matrix A(m,m), its inverse A_inv(m,m) is returned .
void Print(Option_t* opt = "") const
 Print class members .
TDecompChol & operator=(const TDecompChol& source)
 Assignment operator
const TMatrixDBase & GetDecompMatrix()
{ return fU; }
TDecompChol()
{}
virtual ~TDecompChol()
{}
Int_t GetNrows()
{ return fU.GetNrows(); }
Int_t GetNcols()
{ return fU.GetNcols(); }
const TMatrixD & GetU()
{ return fU; }
Bool_t Solve( TVectorD &b)
Bool_t TransSolve( TVectorD &b)
{ return Solve(b); }
TVectorD TransSolve(const TVectorD& b, Bool_t& ok)
{ TVectorD x = b; ok = Solve(x); return x; }
Bool_t TransSolve( TMatrixDColumn &b)
{ return Solve(b); }
Bool_t Invert(TMatrixDSym &inv)

Last change: root/matrix:$Id: TDecompChol.h 22428 2008-03-03 18:17:03Z brun $
Last generated: 2008-06-25 08:36
Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. *
This page has been automatically generated. If you have any comments or suggestions about the page layout send a mail to ROOT support, or contact the developers with any questions or problems regarding ROOT.