MnGlobalCorrelationCoeff.cxx

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// @(#)root/minuit2:$Id$
// Authors: M. Winkler, F. James, L. Moneta, A. Zsenei   2003-2005
 
/**********************************************************************
 *                                                                    *
 * Copyright (c) 2005 LCG ROOT Math team,  CERN/PH-SFT                *
 *                                                                    *
 **********************************************************************/
 
#include "Minuit2/MnGlobalCorrelationCoeff.h"
#include "Minuit2/MnPrint.h"
#include <cmath>
 
namespace ROOT {
 
namespace Minuit2 {
 
MnGlobalCorrelationCoeff::MnGlobalCorrelationCoeff(const MnAlgebraicSymMatrix &cov)
   : fValid(true)
{
   // constructor: calculate global correlation given a symmetric matrix
   MnPrint print("MnGlobalCorrelationCoeff");
 
   MnAlgebraicSymMatrix inv(cov);
   int ifail = Invert(inv);
   if (ifail != 0) {
      print.Warn("inversion of matrix fails");
      fValid = false;
   } else {
 
      unsigned int n = cov.Nrow();
      fGlobalCC.reserve(n);
      for (unsigned int i = 0; i < n; i++) {
         double denom = inv(i, i) * cov(i, i);
         if (denom < 1. && denom > 0.)
            fGlobalCC.push_back(0.);
         else
            fGlobalCC.push_back(std::sqrt(1. - 1. / denom));
      }
   }
}
 
} // namespace Minuit2
 
} // namespace ROOT