doc/v606/vc_2examples_2smatrix_2testKalman_8cxx_source.html

 #ifdef USE_VC

 //using namespace Vc;

 #include "Vc/Vc"

 #endif


 #include <cassert>


 #include "Math/SVector.h"

 #include "Math/SMatrix.h"


 #include "TMatrixD.h"

 #include "TVectorD.h"


 #include "TRandom3.h"


 #include "matrix_util.h"


 #define TEST_SYM


 //#define HAVE_CLHEP

 #ifdef HAVE_CLHEP

 #include "CLHEP/Matrix/SymMatrix.h"

 #include "CLHEP/Matrix/Matrix.h"

 #include "CLHEP/Matrix/Vector.h"

 #endif


 // #include "SealUtil/SealTimer.h"

 // #include "SealUtil/SealHRRTChrono.h"

 // #include "SealUtil/TimingReport.h"


 #include <iostream>


 #include <sys/times.h>

 #include <unistd.h>


 double cpuTime()

 {

    struct tms usage;

    times(&usage);

    return ((double) usage.tms_utime) / sysconf(_SC_CLK_TCK);

 }


 double clockTime()

 {

    struct tms usage;

    return ((double) times(&usage)) / sysconf(_SC_CLK_TCK);

 }


 #ifndef NDIM1

 #define NDIM1 5

 #endif

 #ifndef NDIM2

 #define NDIM2 5

 #endif


 #define NITER 1  // number of iterations


 #define NLOOP 500000 // number of time the test is repeted

 #define NLISTSIZE 64  // size of matrix/vector lists


 using namespace ROOT::Math;


 #include "TestTimer.h"


 #ifdef USE_VC

 typedef Vc::double_v Stype;

 #else

 typedef double Stype;

 #endif


 #ifdef USE_VC

 const int NLIST = NLISTSIZE / Vc::double_v::Size;

 #else

 const int NLIST = NLISTSIZE;

 #endif


 int test_smatrix_kalman() {


    // need to write explicitly the dimensions


    typedef SMatrix<Stype, NDIM1, NDIM1>  MnMatrixNN;

    typedef SMatrix<Stype, NDIM2, NDIM2>  MnMatrixMM;

    typedef SMatrix<Stype, NDIM1, NDIM2>  MnMatrixNM;

    typedef SMatrix<Stype, NDIM2 , NDIM1> MnMatrixMN;

    typedef SMatrix<Stype, NDIM1 >        MnSymMatrixNN;

    typedef SMatrix<Stype, NDIM2 >        MnSymMatrixMM;

    typedef SVector<Stype, NDIM1>         MnVectorN;

    typedef SVector<Stype, NDIM2>         MnVectorM;


    int first = NDIM1;  //Can change the size of the matrices

    int second = NDIM2;


    std::cout << "************************************************\n";

    std::cout << "  SMatrix kalman test  "   <<  first << " x " << second  << std::endl;

    std::cout << "************************************************\n";


    int npass = NITER;

    TRandom3 r(111);

    Stype x2sum = 0.0;

    Stype c2sum = 0.0;


    for (int ipass = 0; ipass < npass; ipass++) {


       MnMatrixNM H[NLIST];

       MnMatrixMN K0[NLIST];

       MnSymMatrixMM Cp[NLIST];

       MnSymMatrixNN V[NLIST];

       MnVectorN m[NLIST];

       MnVectorM xp[NLIST];


       // fill matrices with random data

       for (int j = 0; j < NLIST; j++)  fillRandomMat(r,H[j],first,second);

       for (int j = 0; j < NLIST; j++)  fillRandomMat(r,K0[j],second,first);

       for (int j = 0; j < NLIST; j++)  fillRandomSym(r,Cp[j],second);

       for (int j = 0; j < NLIST; j++)  fillRandomSym(r,V[j],first);

       for (int j = 0; j < NLIST; j++)  fillRandomVec(r,m[j],first);

       for (int j = 0; j < NLIST; j++)  fillRandomVec(r,xp[j],second);


       // MnSymMatrixMM I;

       // for(int i = 0; i < second; i++)

       //   I(i,i) = 1;


 #ifdef DEBUG

       std::cout << "pass " << ipass << std::endl;

       if (k == 0) {

          std::cout << " K0 = " << K0[0] << std::endl;

          std::cout << " H = " << K0[0] << std::endl;

          std::cout << " Cp = " << Cp[0] << std::endl;

          std::cout << " V = " << V[0] << std::endl;

          std::cout << " m = " << m[0] << std::endl;

          std::cout << " xp = " << xp[0] << std::endl;

       }

 #endif


       {

          Stype x2 = 0.0,c2 = 0.0;

          test::Timer t("SMatrix Kalman ");


          MnVectorM x;

          MnMatrixMN tmp;

          MnSymMatrixNN Rinv;

          MnMatrixMN K;

          MnSymMatrixMM C;

          MnVectorN vtmp1;

          MnVectorN vtmp;


          for (int l = 0; l < NLOOP; l++) {


             // loop on the list of matrices

             for (int k = 0; k < NLIST; k++)  {


                vtmp1 = H[k]*xp[k] -m[k];

                //x = xp + K0 * (m- H * xp);

                x = xp[k] - K0[k] * vtmp1;

                tmp = Cp[k] * Transpose(H[k]);

                Rinv = V[k];  Rinv +=  H[k] * tmp;


                bool test = Rinv.InvertFast();

                if(!test) {

                   std::cout<<"inversion failed" <<std::endl;

                   std::cout << Rinv << std::endl;

                }


                K =  tmp * Rinv ;

                C = Cp[k]; C -= K * Transpose(tmp);

                //C = ( I - K * H ) * Cp;

                //x2 = Product(Rinv,m-H*xp);  // this does not compile on WIN32

                vtmp = m[k]-H[k]*xp[k];

                x2 = Dot(vtmp, Rinv*vtmp);


                //std::cout << k << " chi2 = " << x2 << std::endl;

                x2sum += x2;

                c2 = 0;

                for (int i=0; i<NDIM2; ++i)

                   for (int j=0; j<NDIM2; ++j)

                      c2 += C(i,j);


                c2sum += c2;

             }

          }


          //tr.dump();

       }


       std::cerr << "SMatrix:    x2sum = " << x2sum << "\tc2sum = " << c2sum << std::endl;

 #ifdef USE_VC

       double sx2=0; double sc2=0;

       for (int l=0;l<Stype::Size; ++l) {

          sx2 += x2sum[l];

          sc2 += c2sum[l];

       }

       std::cerr << "SMatrix:    x2sum = " << sx2 << "\tc2sum = " << sc2 << std::endl;

 #endif

    }

    return 0;


 }


 int test_smatrix_sym_kalman() {


 #ifdef TEST_SYM


    // need to write explicitly the dimensions


    typedef SMatrix<Stype, NDIM1, NDIM1>  MnMatrixNN;

    typedef SMatrix<Stype, NDIM2, NDIM2>  MnMatrixMM;

    typedef SMatrix<Stype, NDIM1, NDIM2>  MnMatrixNM;

    typedef SMatrix<Stype, NDIM2 , NDIM1> MnMatrixMN;

    typedef SMatrix<Stype, NDIM1, NDIM1, MatRepSym<Stype, NDIM1> >        MnSymMatrixNN;

    typedef SMatrix<Stype, NDIM2, NDIM2, MatRepSym<Stype, NDIM2> >        MnSymMatrixMM;

    typedef SVector<Stype, NDIM1>         MnVectorN;

    typedef SVector<Stype, NDIM2>         MnVectorM;

    typedef SVector<Stype, NDIM1*(NDIM1+1)/2>   MnVectorN2;

    typedef SVector<Stype, NDIM2*(NDIM2+1)/2>   MnVectorM2;


    int first = NDIM1;  //Can change the size of the matrices

    int second = NDIM2;


    std::cout << "************************************************\n";

    std::cout << "  SMatrix_SyM kalman test  "   <<  first << " x " << second  << std::endl;

    std::cout << "************************************************\n";


    int npass = NITER;

    TRandom3 r(111);

    Stype x2sum = 0.0, c2sum = 0.0;


    for (int ipass = 0; ipass < npass; ipass++) {


       MnMatrixNM H[NLIST];

       MnMatrixMN K0[NLIST];

       MnSymMatrixMM Cp[NLIST];

       MnSymMatrixNN V[NLIST];

       MnVectorN m[NLIST];

       MnVectorM xp[NLIST];


       // fill matrices with random data

       for (int j = 0; j < NLIST; j++)  fillRandomMat(r,H[j],first,second);

       for (int j = 0; j < NLIST; j++)  fillRandomMat(r,K0[j],second,first);

       for (int j = 0; j < NLIST; j++)  fillRandomSym(r,Cp[j],second);

       for (int j = 0; j < NLIST; j++)  fillRandomSym(r,V[j],first);

       for (int j = 0; j < NLIST; j++)  fillRandomVec(r,m[j],first);

       for (int j = 0; j < NLIST; j++)  fillRandomVec(r,xp[j],second);


       // MnSymMatrixMM I;

       // for(int i = 0; i < second; i++)

       //   I(i,i) = 1;


 #ifdef DEBUG

       std::cout << "pass " << ipass << std::endl;

       if (ipass == 0) {

          std::cout << " K0 = " << K0 << std::endl;

          std::cout << " H = " << K0 << std::endl;

          std::cout << " Cp = " << Cp << std::endl;

          std::cout << " V = " << V << std::endl;

          std::cout << " m = " << m << std::endl;

          std::cout << " xp = " << xp << std::endl;

       }

 #endif


       //double clc1 = clockTime();


       Stype x2 = 0.0,c2 = 0.0;

       test::Timer t("SMatrix Kalman ");


       MnVectorM x;

       MnSymMatrixNN RinvSym;

       MnMatrixMN K;

       MnSymMatrixMM C;

       MnSymMatrixMM Ctmp;

       MnVectorN vtmp1;

       MnVectorN vtmp;

 #define OPTIMIZED_SMATRIX_SYM

 #ifdef OPTIMIZED_SMATRIX_SYM

       MnMatrixMN tmp;

 #endif


       for (int l = 0; l < NLOOP; l++)  {

          for (int k = 0; k < NLIST; k++) {


 #ifdef OPTIMIZED_SMATRIX_SYM

             vtmp1 = H[k]*xp[k] -m[k];

             //x = xp + K0 * (m- H * xp);

             x = xp[k] - K0[k] * vtmp1;

             tmp = Cp[k] * Transpose(H[k]);

             // we are sure that H*tmp result is symmetric

             AssignSym::Evaluate(RinvSym,H[k]*tmp);

             RinvSym += V[k];


             bool test = RinvSym.InvertFast();

             if(!test) {

                std::cout<<"inversion failed" <<std::endl;

                std::cout << RinvSym << std::endl;

             }


             K =  tmp * RinvSym ;

             // we profit from the fact that result of K*tmpT is symmetric

             AssignSym::Evaluate(Ctmp, K*Transpose(tmp) );

             C = Cp[k]; C -= Ctmp;

             //C = ( I - K * H ) * Cp;

             //x2 = Product(Rinv,m-H*xp);  // this does not compile on WIN32

             vtmp = m[k]-H[k]*xp[k];

             x2 = Dot(vtmp, RinvSym*vtmp);

 #else

             // use similarity function

             vtmp1 = H[k]*xp[k] -m[k];

             x = xp[k] - K0[k] * vtmp1;

             RinvSym = V[k];  RinvSym +=  Similarity(H[k],Cp[k]);


             bool test = RinvSym.InvertFast();

             if(!test) {

                std::cout<<"inversion failed" <<std::endl;

                std::cout << RinvSym << std::endl;

             }


             Ctmp = SimilarityT(H[k], RinvSym);

             C = Cp[k]; C -= Similarity(Cp[k], Ctmp);

             vtmp = m[k]-H[k]*xp[k];

             x2 = Similarity(vtmp, RinvSym);

 #endif


             x2sum += x2;

             c2 = 0;

             for (int i=0; i<NDIM2; ++i)

                for (int j=0; j<NDIM2; ++j)

                   c2 += C(i,j);

             c2sum += c2;


          }  // end loop on list

             //std::cout << k << " chi2 = " << x2 << std::endl;


       }  // end loop on trials


       //tr.dump();


       // double clc2 = clockTime();

       // std::cerr << "Time: " << (clc2 - clc1) << std::endl;


       std::cerr << "SMatrixSym:  x2sum = " << x2sum << "\tc2sum = " << c2sum << std::endl;

 #ifdef USE_VC

       double sx2=0; double sc2=0;

       for (int l=0;l<Stype::Size; ++l) {

          sx2 += x2sum[l];

          sc2 += c2sum[l];

       }

       std::cerr << "SMatrixSym:    x2sum = " << sx2 << "\tc2sum = " << sc2 << std::endl;

 #endif


 #endif

    }


    return 0;


 }


 // ROOT test


 int test_tmatrix_kalman() {


 #ifdef USE_TMATRIX


    typedef TMatrixD MnMatrix;

    typedef TVectorD MnVector;


    //   typedef boost::numeric::ublas::matrix<Stype>  MnMatrix;

    //typedef HepSymMatrix MnSymMatrixHep;


    int first = NDIM1;  //Can change the size of the matrices

    int second = NDIM2;


    std::cout << "************************************************\n";

    std::cout << "  TMatrix Kalman test  "   <<  first << " x " << second  << std::endl;

    std::cout << "************************************************\n";


    int npass = NITER;

    TRandom3 r(111);

    gMatrixCheck = 0;

    Stype x2sum = 0,c2sum = 0;


    for (int k = 0; k < npass; k++)

    {


       MnMatrix H(first,second);

       MnMatrix K0(second,first);

       MnMatrix Cp(second,second);

       MnMatrix V(first,first);

       MnVector m(first);

       MnVector xp(second);


       // fill matrices with random data

       fillRandomMat(r,H,first,second);

       fillRandomMat(r,K0,second,first);

       fillRandomSym(r,Cp,second);

       fillRandomSym(r,V,first);

       fillRandomVec(r,m,first);

       fillRandomVec(r,xp,second);


       MnMatrix I(second,second);//Identity matrix

       for (int i = 0; i < second; i++)

          for(int j = 0; j <second; j++) {

             I(i,j) = 0.0;

             if (i==j) I(i,i) = 1.0;

          }


       //       if (k==0) {

       //    std::cout << " Cp " << std::endl;

       //    Cp.Print();

       //       }


       {

          Stype x2 = 0,c2 = 0;

          TVectorD x(second);

          TMatrixD Rinv(first,first);

          TMatrixD Rtmp(first,first);

          TMatrixDSym RinvSym;

          TMatrixD K(second,first);

          TMatrixD C(second,second);

          TMatrixD Ctmp(second,second);

          TVectorD tmp1(first);

          TMatrixD tmp2(second,first);

 #define OPTIMIZED_TMATRIX

 #ifndef OPTIMIZED_TMATRIX

          TMatrixD HT(second,first);

          TMatrixD tmp2T(first,second);

 #endif


          test::Timer t("TMatrix Kalman ");

          for (Int_t l = 0; l < NLOOP; l++)

          {

 #ifdef OPTIMIZED_TMATRIX

             tmp1 = m; Add(tmp1,-1.0,H,xp);

             x = xp; Add(x,+1.0,K0,tmp1);

             tmp2.MultT(Cp,H);

             Rtmp.Mult(H,tmp2);

             Rinv.Plus(V,Rtmp);

             RinvSym.Use(first,Rinv.GetMatrixArray());

             RinvSym.InvertFast();

             K.Mult(tmp2,Rinv);

             Ctmp.MultT(K,tmp2);

             C.Minus(Cp,Ctmp);

             x2 = RinvSym.Similarity(tmp1);


 #else

             tmp1 = H*xp -m;

             //x = xp + K0 * (m- H * xp);

             x = xp - K0 * tmp1;

             tmp2 = Cp * HT.Transpose(H);

             Rinv = V;  Rinv +=  H * tmp2;

             RinvSym.Use(first,Rinv.GetMatrixArray());

             RinvSym.InvertFast();

             K= tmp2* Rinv;

             C = Cp; C -= K*tmp2T.Transpose(tmp2);

             x2= RinvSym.Similarity(tmp1);

 #endif


          }

          x2sum += x2;

          c2 = 0;

          for (int i=0; i<NDIM2; ++i)

             for (int j=0; j<NDIM2; ++j)

                c2 += C(i,j);

          c2sum += c2;

       }


       //   }

    }

    //tr.dump();

    std::cerr << "TMatrix:     x2sum = " << x2sum << "\tc2sum = " << c2sum << std::endl;


 #endif

    return 0;


 }


 // test CLHEP Kalman


 #ifdef HAVE_CLHEP

 int test_clhep_kalman() {


    typedef HepSymMatrix MnSymMatrix;

    typedef HepMatrix MnMatrix;

    typedef HepVector MnVector;


    //   typedef boost::numeric::ublas::matrix<Stype>  MnMatrix;

    //typedef HepSymMatrix MnSymMatrixHep;


    int first = NDIM1;  //Can change the size of the matrices

    int second = NDIM2;


    std::cout << "************************************************\n";

    std::cout << "  CLHEP Kalman test  "   <<  first << " x " << second  << std::endl;

    std::cout << "************************************************\n";


    int npass = NITER;

    TRandom3 r(111);

    Stype x2sum = 0,c2sum = 0;


    for (int k = 0; k < npass; k++)

    {


       // in CLHEP index starts from 1

       MnMatrix H(first,second);

       MnMatrix K0(second,first);

       MnMatrix Cp(second,second);

       MnMatrix V(first,first);

       MnVector m(first);

       MnVector xp(second);


       // fill matrices with random data

       fillRandomMat(r,H,first,second,1);

       fillRandomMat(r,K0,second,first,1);

       fillRandomSym(r,Cp,second,1);

       fillRandomSym(r,V,first,1);

       fillRandomVec(r,m,first);

       fillRandomVec(r,xp,second);


       MnSymMatrix I(second,1);//Identity matrix


       {

          Stype x2 = 0,c2 = 0;

          MnVector x(second);

          MnMatrix Rinv(first,first);

          MnSymMatrix RinvSym(first);

          MnMatrix K(second,first);

          MnSymMatrix C(second);

          MnVector vtmp1(first);

          MnMatrix tmp(second,first);


          test::Timer t("CLHEP Kalman ");

          int ifail;

          for (Int_t l = 0; l < NLOOP; l++)

          {


             vtmp1 = H*xp -m;

             //x = xp + K0 * (m- H * xp);

             x = xp - K0 * vtmp1;

             tmp = Cp * H.T();

             Rinv = V;  Rinv +=  H * tmp;

             RinvSym.assign(Rinv);

             RinvSym.invert(ifail);

             if (ifail !=0) { std::cout << "Error inverting Rinv" << std::endl; break; }

             K = tmp*RinvSym;

             //C.assign( (I-K*H)*Cp);

             //C = (I-K*H)*Cp;

             C.assign( (I-K*H)*Cp );

             x2= RinvSym.similarity(vtmp1);

             if(ifail!=0) { std::cout << "Error inverting Rinv" << std::endl; break; }

          }

          // std::cout << k << " chi2 " << x2 << std::endl;

          x2sum += x2;


          c2 = 0;

          for (int i=1; i<=NDIM2; ++i)

             for (int j=1; j<=NDIM2; ++j)

                c2 += C(i,j);

          c2sum += c2;

       }


       //   }

    }

    //tr.dump();

    std::cerr << "x2sum = " << x2sum << "\tc2sum = " << c2sum << std::endl;


    return 0;

 }

 #endif


 int testKalman() {


    //int nlist = NLISTSIZE;

 #ifdef USE_VC

    std::cout << "Using VC library - size = " << ROOT::Vc::double_v::Size << " VC_IMPL = " << VC_IMPL << std::endl;

    //nlist /= Vc::double_v::Size;

 #endif


    std::cout << " making vector/matrix lists of size = " << NLIST << std::endl;


 #ifdef TEST_SYM

    test_smatrix_sym_kalman();

 #endif


    test_smatrix_kalman();

    test_tmatrix_kalman();

 #ifdef HAVE_CLHEP

    test_clhep_kalman();

 #endif


    return 0;


 }


 int main() {


    return testKalman();

 }

ROOT::Math::Dot
T Dot(const SVector< T, D > &lhs, const SVector< T, D > &rhs)
Vector dot product.
Definition: Functions.h:166

ROOT::Math::Similarity
T Similarity(const SMatrix< T, D, D, R > &lhs, const SVector< T, D > &rhs)
Similarity Vector - Matrix Product: v^T * A * v returning a scalar value of type T ...
Definition: MatrixFunctions.h:671

npass
const int npass
Definition: testPermute.cxx:21

TRandom3
Random number generator class based on M.
Definition: TRandom3.h:29

VC_IMPL
#define VC_IMPL
Definition: global.h:429

NITER
#define NITER
Definition: testKalman.cxx:65

TMatrixT::Transpose
TMatrixT< Element > & Transpose(const TMatrixT< Element > &source)
Transpose matrix source.
Definition: TMatrixT.cxx:1461

TMatrixTSym::Use
TMatrixTSym< Element > & Use(Int_t row_lwb, Int_t row_upb, Element *data)
Definition: TMatrixTSym.cxx:472

Stype
double Stype
Definition: testKalman.cxx:77

Add
TMatrixT< Element > & Add(TMatrixT< Element > &target, Element scalar, const TMatrixT< Element > &source)
Modify addition: target += scalar * source.
Definition: TMatrixT.cxx:2925

xmlio::Size
const char * Size
Definition: TXMLSetup.cxx:56

TVectorT< Double_t >

H
#define H(x, y, z)

ROOT::Math::Transpose
Expr< TransposeOp< SMatrix< T, D1, D2, R >, T, D1, D2 >, T, D2, D1, typename TranspPolicy< T, D1, D2, R >::RepType > Transpose(const SMatrix< T, D1, D2, R > &rhs)
Matrix Transpose B(i,j) = A(j,i) returning a matrix expression.
Definition: MatrixFunctions.h:546

fillRandomVec
void fillRandomVec(TRandom &r, V &v, unsigned int len, unsigned int start=0, double offset=1)
Definition: matrix_util.h:7

fillRandomSym
void fillRandomSym(TRandom &r, M &m, unsigned int first, unsigned int start=0, double offset=1)
Definition: matrix_util.h:20

Int_t
int Int_t
Definition: RtypesCore.h:41

NDIM1
#define NDIM1
Definition: testKalman.cxx:59

TMatrixT< Double_t >

TMatrixT::Minus
void Minus(const TMatrixT< Element > &a, const TMatrixT< Element > &b)
General matrix summation. Create a matrix C such that C = A - B.
Definition: TMatrixT.cxx:572

TVectorD.h

x2
static const double x2[5]
Definition: RooGaussKronrodIntegrator1D.cxx:345

x
Double_t x[n]
Definition: legend1.C:17

ROOT::Math::SMatrix
SMatrix: a generic fixed size D1 x D2 Matrix class.
Definition: BinaryOperators.h:33

TMatrixT::MultT
void MultT(const TMatrixT< Element > &a, const TMatrixT< Element > &b)
General matrix multiplication. Create a matrix C such that C = A * B^T.
Definition: TMatrixT.cxx:943

TMatrixTSym< Double_t >

TestTimer.h

NDIM2
#define NDIM2
Definition: testKalman.cxx:62

test_smatrix_kalman
int test_smatrix_kalman()
Definition: testKalman.cxx:44

SVector.h

t
TThread * t[5]
Definition: threadsh1.C:13

RooFit::Timer
RooCmdArg Timer(Bool_t flag=kTRUE)
Definition: RooGlobalFunc.cxx:185

ROOT::Math::Cephes::C
static double C[]
Definition: SpecFuncCephes.cxx:187

r
ROOT::R::TRInterface & r
Definition: Object.C:4

ROOT::Vc::double_v
VECTOR_NAMESPACE::double_v double_v
Definition: vector.h:80

test_tmatrix_kalman
int test_tmatrix_kalman()
Definition: testKalman.cxx:324

m
TMarker * m
Definition: textangle.C:8

TMath::K
Double_t K()
Definition: TMath.h:95

l
TLine * l
Definition: textangle.C:4

TMatrixT::GetMatrixArray
virtual const Element * GetMatrixArray() const
Definition: TMatrixT.h:222

gMatrixCheck
R__EXTERN Int_t gMatrixCheck
Definition: TMatrixTBase.h:91

ROOT::Math::AssignSym::Evaluate
static void Evaluate(SMatrix< T, D, D, MatRepSym< T, D > > &lhs, const Expr< A, T, D, D, R > &rhs)
assign a symmetric matrix from an expression
Definition: HelperOps.h:156

matrix_util.h

NLIST
const int NLIST
Definition: testKalman.cxx:83

fillRandomMat
void fillRandomMat(TRandom &r, M &m, unsigned int first, unsigned int second, unsigned int start=0, double offset=1)
Definition: matrix_util.h:13

c2
return c2
Definition: legend2.C:14

TMatrixTSym::InvertFast
TMatrixTSym< Element > & InvertFast(Double_t *det=0)
Invert the matrix and calculate its determinant.
Definition: TMatrixTSym.cxx:976

TMatrixTSym::Similarity
TMatrixTSym< Element > & Similarity(const TMatrixT< Element > &n)
Calculate B * (*this) * B^T , final matrix will be (nrowsb x nrowsb) This is a similarity transform w...
Definition: TMatrixTSym.cxx:1096

clockTime
double clockTime()
Definition: testKalman.cxx:51

SMatrix.h

testKalman
int testKalman()
Definition: testKalman.cxx:549

TMatrixT::Plus
void Plus(const TMatrixT< Element > &a, const TMatrixT< Element > &b)
General matrix summation. Create a matrix C such that C = A + B.
Definition: TMatrixT.cxx:504

TMatrixD.h

cpuTime
double cpuTime()
Definition: testKalman.cxx:44

ROOT::Math::SimilarityT
SMatrix< T, D2, D2, MatRepSym< T, D2 > > SimilarityT(const SMatrix< T, D1, D2, R > &lhs, const SMatrix< T, D1, D1, MatRepSym< T, D1 > > &rhs)
Transpose Similarity Matrix Product : B = U^T * A * U for A symmetric returning a symmetric matrix ex...
Definition: MatrixFunctions.h:794

main
int main()
Definition: testKalman.cxx:566

TMatrixT::Mult
void Mult(const TMatrixT< Element > &a, const TMatrixT< Element > &b)
General matrix multiplication. Create a matrix C such that C = A * B.
Definition: TMatrixT.cxx:640

I
#define I(x, y, z)

test_smatrix_sym_kalman
int test_smatrix_sym_kalman()
Definition: testKalman.cxx:168

NLISTSIZE
#define NLISTSIZE
Definition: testKalman.cxx:68

TRandom3.h

NLOOP
#define NLOOP
Definition: testKalman.cxx:67

ROOT::Math::SVector
SVector: a generic fixed size Vector class.
Definition: BinaryOperators.h:32