template<class Element>
class TMatrixTBase< Element >
Linear Algebra Package.
Linear Algebra Package
The present package implements all the basic algorithms dealing with vectors, matrices, matrix columns, rows, diagonals, etc. In addition eigen-Vector analysis and several matrix decomposition have been added (LU,QRH,Cholesky,Bunch-Kaufman and SVD) . The decompositions are used in matrix inversion, equation solving.
For a dense matrix, elements are arranged in memory in a ROW-wise fashion . For (n x m) matrices where n*m <=kSizeMax (=25 currently) storage space is available on the stack, thus avoiding expensive allocation/deallocation of heap space . However, this introduces of course kSizeMax overhead for each matrix object . If this is an issue recompile with a new appropriate value (>=0) for kSizeMax
Sparse matrices are also stored in row-wise fashion but additional row/column information is stored, see TMatrixTSparse source for additional details .
Another way to assign and store matrix data is through Use see for instance stressLinear.cxx file .
Unless otherwise specified, matrix and vector indices always start with 0, spanning up to the specified limit-1. However, there are constructors to which one can specify aribtrary lower and upper bounds, e.g. TMatrixD m(1,10,1,5) defines a matrix that ranges from 1..10, 1..5 (a(1,1)..a(10,5)).
The present package provides all facilities to completely AVOID returning matrices. Use "TMatrixD A(TMatrixD::kTransposed,B);" and other fancy constructors as much as possible. If one really needs to return a matrix, return a TMatrixTLazy object instead. The conversion is completely transparent to the end user, e.g. "TMatrixT m = THaarMatrixT(5);" and is efficient.
Since TMatrixT et al. are fully integrated in ROOT, they of course can be stored in a ROOT database.
For usage examples see $ROOTSYS/test/stressLinear.cxx
Acknowledgements
- Oleg E. Kiselyov First implementations were based on the his code . We have diverged quite a bit since then but the ideas/code for lazy matrix and "nested function" are 100% his . You can see him and his code in action at http://okmij.org/ftp
- Chris R. Birchenhall, We adapted his idea of the implementation for the decomposition classes instead of our messy installation of matrix inversion His installation of matrix condition number, using an iterative scheme using the Hage algorithm is worth looking at ! Chris has a nice writeup (matdoc.ps) on his matrix classes at ftp://ftp.mcc.ac.uk/pub/matclass/
- Mark Fischler and Steven Haywood of CLHEP They did the slave labor of spelling out all sub-determinants for Cramer inversion of (4x4),(5x5) and (6x6) matrices The stack storage for small matrices was also taken from them
- Roldan Pozo of TNT (http://math.nist.gov/tnt/) He converted the EISPACK routines for the eigen-vector analysis to C++ . We started with his implementation
- Siegmund Brandt (http://siux00.physik.uni-siegen.de/~brandt/datan We adapted his (very-well) documented SVD routines
How to efficiently use this package
1. Never return complex objects (matrices or vectors)
Danger: For example, when the following snippet:
runs, it constructs matrix foo:foom, copies it onto stack as a return value and destroys foo:foom. Return value (a matrix) from foo() is then copied over to m (via a copy constructor), and the return value is destroyed. So, the matrix constructor is called 3 times and the destructor 2 times. For big matrices, the cost of multiple constructing/copying/destroying of objects may be very large. Some optimized compilers can cut down on 1 copying/destroying, but still it leaves at least two calls to the constructor. Note, TMatrixDLazy (see below) can construct TMatrixD m "inplace", with only a single call to the constructor.
2. Use "two-address instructions"
"void TMatrixD::operator += (const TMatrixD &B);"
as much as possible. That is, to add two matrices, it's much more efficient to write
than
(if both operand should be preserved, TMatrixD C = A; C += B; is still better).
3. Use glorified constructors when returning of an object seems inevitable:
"TMatrixD A(TMatrixD::kTransposed,B);"
"TMatrixD C(A,TMatrixD::kTransposeMult,B);"
like in the following snippet (from $ROOTSYS/test/vmatrix.cxx) that verifies that for an orthogonal matrix T, T'T = TT' = E.
THaarMatrixT< Double_t > THaarMatrixD
Bool_t VerifyMatrixIdentity(const TMatrixTBase< Element > &m1, const TMatrixTBase< Element > &m2, Int_t verbose, Element maxDevAllow)
Verify that elements of the two matrices are equal within MaxDevAllow .
4. Accessing row/col/diagonal of a matrix without much fuss
(and without moving a lot of stuff around):
TMatrixTRow< Double_t > TMatrixDRow
TMatrixTDiag< Double_t > TMatrixDDiag
Note, constructing of, say, TMatrixDDiag does not involve any copying of any elements of the source matrix.
5. It's possible (and encouraged) to use "nested" functions
For example, creating of a Hilbert matrix can be done as follows:
{
{ element = 1./(fI+fJ-1); }
};
m1.Apply(MakeHilbert());
}
of course, using a special method THilbertMatrixD() is still more optimal, but not by a whole lot. And that's right, class MakeHilbert is declared within a function and local to that function. It means one can define another MakeHilbert class (within another function or outside of any function, that is, in the global scope), and it still will be OK. Note, this currently is not yet supported by the interpreter CINT.
Another example is applying of a simple function to each matrix element:
{
typedef double (*dfunc_t)(double);
dfunc_t fFunc;
{ element=fFunc(element); }
public:
ApplyFunction(dfunc_t func):fFunc(func) {}
};
}
Validation code $ROOTSYS/test/vmatrix.cxx and vvector.cxx contain a few more examples of that kind.
6. Lazy matrices:
instead of returning an object return a "recipe" how to make it. The full matrix would be rolled out only when and where it's needed:
THaarMatrixD() is a class, not a simple function. However similar this looks to a returning of an object (see note #1 above), it's dramatically different. THaarMatrixD() constructs a TMatrixDLazy, an object of just a few bytes long. A special "TMatrixD(const TMatrixDLazy &recipe)" constructor follows the recipe and makes the matrix haar() right in place. No matrix element is moved whatsoever!
Definition at line 85 of file TMatrixTBase.h.
|
| | TMatrixTBase () |
| |
| virtual | ~TMatrixTBase () |
| |
| virtual TMatrixTBase< Element > & | Abs () |
| | Take an absolute value of a matrix, i.e. apply Abs() to each element. More...
|
| |
| virtual TMatrixTBase< Element > & | Apply (const TElementActionT< Element > &action) |
| | Apply action to each matrix element. More...
|
| |
| virtual TMatrixTBase< Element > & | Apply (const TElementPosActionT< Element > &action) |
| | Apply action to each element of the matrix. More...
|
| |
| TClass * | Class () |
| |
| virtual void | Clear (Option_t *option="")=0 |
| |
| virtual Element | ColNorm () const |
| | Column matrix norm, MAX{ SUM{ |M(i,j)|, over i}, over j}. More...
|
| |
| virtual Double_t | Determinant () const |
| |
| virtual void | Determinant (Double_t &d1, Double_t &d2) const |
| |
| void | Draw (Option_t *option="") |
| | Draw this matrix The histogram is named "TMatrixT" by default and no title. More...
|
| |
| virtual Element | E2Norm () const |
| | Square of the Euclidian norm, SUM{ m(i,j)^2 }. More...
|
| |
| virtual void | ExtractRow (Int_t row, Int_t col, Element *v, Int_t n=-1) const |
| | Store in array v, n matrix elements of row rown starting at column coln. More...
|
| |
| virtual const Int_t * | GetColIndexArray () const =0 |
| |
| virtual Int_t * | GetColIndexArray ()=0 |
| |
| Int_t | GetColLwb () const |
| |
| Int_t | GetColUpb () const |
| |
| virtual void | GetMatrix2Array (Element *data, Option_t *option="") const |
| | Copy matrix data to array . More...
|
| |
| virtual const Element * | GetMatrixArray () const =0 |
| |
| virtual Element * | GetMatrixArray ()=0 |
| |
| Int_t | GetNcols () const |
| |
| Int_t | GetNoElements () const |
| |
| Int_t | GetNrows () const |
| |
| virtual const Int_t * | GetRowIndexArray () const =0 |
| |
| virtual Int_t * | GetRowIndexArray ()=0 |
| |
| Int_t | GetRowLwb () const |
| |
| Int_t | GetRowUpb () const |
| |
| virtual TMatrixTBase< Element > & | GetSub (Int_t row_lwb, Int_t row_upb, Int_t col_lwb, Int_t col_upb, TMatrixTBase< Element > &target, Option_t *option="S") const =0 |
| |
| Element | GetTol () const |
| |
| virtual TMatrixTBase< Element > & | InsertRow (Int_t row, Int_t col, const Element *v, Int_t n=-1) |
| | Copy n elements from array v to row rown starting at column coln. More...
|
| |
| void | Invalidate () |
| |
| Bool_t | IsOwner () const |
| |
| virtual Bool_t | IsSymmetric () const |
| | Check whether matrix is symmetric. More...
|
| |
| Bool_t | IsValid () const |
| |
| void | MakeValid () |
| |
| virtual Element | Max () const |
| | return maximum vector element value More...
|
| |
| virtual Element | Min () const |
| | return minimum matrix element value More...
|
| |
| virtual Int_t | NonZeros () const |
| | Compute the number of elements != 0.0. More...
|
| |
| Element | Norm1 () const |
| |
| virtual TMatrixTBase< Element > & | NormByDiag (const TVectorT< Element > &v, Option_t *option="D") |
| | option: More...
|
| |
| Element | NormInf () const |
| |
| Bool_t | operator!= (Element val) const |
| | Are all matrix elements not equal to val? More...
|
| |
| virtual Element | operator() (Int_t rown, Int_t coln) const =0 |
| |
| virtual Element & | operator() (Int_t rown, Int_t coln)=0 |
| |
| Bool_t | operator< (Element val) const |
| | Are all matrix elements < val? More...
|
| |
| Bool_t | operator<= (Element val) const |
| | Are all matrix elements <= val? More...
|
| |
| Bool_t | operator== (Element val) const |
| | Are all matrix elements equal to val? More...
|
| |
| Bool_t | operator> (Element val) const |
| | Are all matrix elements > val? More...
|
| |
| Bool_t | operator>= (Element val) const |
| | Are all matrix elements >= val? More...
|
| |
| void | Print (Option_t *name="") const |
| | Print the matrix as a table of elements. More...
|
| |
| virtual TMatrixTBase< Element > & | Randomize (Element alpha, Element beta, Double_t &seed) |
| | Randomize matrix element values. More...
|
| |
| virtual TMatrixTBase< Element > & | ResizeTo (Int_t nrows, Int_t ncols, Int_t nr_nonzeros=-1)=0 |
| |
| virtual TMatrixTBase< Element > & | ResizeTo (Int_t row_lwb, Int_t row_upb, Int_t col_lwb, Int_t col_upb, Int_t nr_nonzeros=-1)=0 |
| |
| virtual Element | RowNorm () const |
| | Row matrix norm, MAX{ SUM{ |M(i,j)|, over j}, over i}. More...
|
| |
| virtual TMatrixTBase< Element > & | SetColIndexArray (Int_t *data)=0 |
| |
| virtual TMatrixTBase< Element > & | SetMatrixArray (const Element *data, Option_t *option="") |
| | Copy array data to matrix . More...
|
| |
| virtual TMatrixTBase< Element > & | SetRowIndexArray (Int_t *data)=0 |
| |
| virtual TMatrixTBase< Element > & | SetSub (Int_t row_lwb, Int_t col_lwb, const TMatrixTBase< Element > &source)=0 |
| |
| Element | SetTol (Element tol) |
| |
| virtual TMatrixTBase< Element > & | Shift (Int_t row_shift, Int_t col_shift) |
| | Shift the row index by adding row_shift and the column index by adding col_shift, respectively. More...
|
| |
| virtual TMatrixTBase< Element > & | Sqr () |
| | Square each element of the matrix. More...
|
| |
| virtual TMatrixTBase< Element > & | Sqrt () |
| | Take square root of all elements. More...
|
| |
| virtual Element | Sum () const |
| | Compute sum of elements. More...
|
| |
| virtual TMatrixTBase< Element > & | UnitMatrix () |
| | Make a unit matrix (matrix need not be a square one). More...
|
| |
| virtual TMatrixTBase< Element > & | Zero () |
| | Set matrix elements to zero. More...
|
| |
| | TObject () |
| | TObject constructor. More...
|
| |
| | TObject (const TObject &object) |
| | TObject copy ctor. More...
|
| |
| virtual | ~TObject () |
| | TObject destructor. More...
|
| |
| void | AbstractMethod (const char *method) const |
| | Use this method to implement an "abstract" method that you don't want to leave purely abstract. More...
|
| |
| virtual void | AppendPad (Option_t *option="") |
| | Append graphics object to current pad. More...
|
| |
| virtual void | Browse (TBrowser *b) |
| | Browse object. May be overridden for another default action. More...
|
| |
| ULong_t | CheckedHash () |
| | Check and record whether this class has a consistent Hash/RecursiveRemove setup (*) and then return the regular Hash value for this object. More...
|
| |
| virtual const char * | ClassName () const |
| | Returns name of class to which the object belongs. More...
|
| |
| virtual void | Clear (Option_t *="") |
| |
| virtual TObject * | Clone (const char *newname="") const |
| | Make a clone of an object using the Streamer facility. More...
|
| |
| virtual Int_t | Compare (const TObject *obj) const |
| | Compare abstract method. More...
|
| |
| virtual void | Copy (TObject &object) const |
| | Copy this to obj. More...
|
| |
| virtual void | Delete (Option_t *option="") |
| | Delete this object. More...
|
| |
| virtual Int_t | DistancetoPrimitive (Int_t px, Int_t py) |
| | Computes distance from point (px,py) to the object. More...
|
| |
| virtual void | Draw (Option_t *option="") |
| | Default Draw method for all objects. More...
|
| |
| virtual void | DrawClass () const |
| | Draw class inheritance tree of the class to which this object belongs. More...
|
| |
| virtual TObject * | DrawClone (Option_t *option="") const |
| | Draw a clone of this object in the current selected pad for instance with: gROOT->SetSelectedPad(gPad). More...
|
| |
| virtual void | Dump () const |
| | Dump contents of object on stdout. More...
|
| |
| virtual void | Error (const char *method, const char *msgfmt,...) const |
| | Issue error message. More...
|
| |
| virtual void | Execute (const char *method, const char *params, Int_t *error=0) |
| | Execute method on this object with the given parameter string, e.g. More...
|
| |
| virtual void | Execute (TMethod *method, TObjArray *params, Int_t *error=0) |
| | Execute method on this object with parameters stored in the TObjArray. More...
|
| |
| virtual void | ExecuteEvent (Int_t event, Int_t px, Int_t py) |
| | Execute action corresponding to an event at (px,py). More...
|
| |
| virtual void | Fatal (const char *method, const char *msgfmt,...) const |
| | Issue fatal error message. More...
|
| |
| virtual TObject * | FindObject (const char *name) const |
| | Must be redefined in derived classes. More...
|
| |
| virtual TObject * | FindObject (const TObject *obj) const |
| | Must be redefined in derived classes. More...
|
| |
| virtual Option_t * | GetDrawOption () const |
| | Get option used by the graphics system to draw this object. More...
|
| |
| virtual const char * | GetIconName () const |
| | Returns mime type name of object. More...
|
| |
| virtual const char * | GetName () const |
| | Returns name of object. More...
|
| |
| virtual char * | GetObjectInfo (Int_t px, Int_t py) const |
| | Returns string containing info about the object at position (px,py). More...
|
| |
| virtual Option_t * | GetOption () const |
| |
| virtual const char * | GetTitle () const |
| | Returns title of object. More...
|
| |
| virtual UInt_t | GetUniqueID () const |
| | Return the unique object id. More...
|
| |
| virtual Bool_t | HandleTimer (TTimer *timer) |
| | Execute action in response of a timer timing out. More...
|
| |
| virtual ULong_t | Hash () const |
| | Return hash value for this object. More...
|
| |
| Bool_t | HasInconsistentHash () const |
| | Return true is the type of this object is known to have an inconsistent setup for Hash and RecursiveRemove (i.e. More...
|
| |
| virtual void | Info (const char *method, const char *msgfmt,...) const |
| | Issue info message. More...
|
| |
| virtual Bool_t | InheritsFrom (const char *classname) const |
| | Returns kTRUE if object inherits from class "classname". More...
|
| |
| virtual Bool_t | InheritsFrom (const TClass *cl) const |
| | Returns kTRUE if object inherits from TClass cl. More...
|
| |
| virtual void | Inspect () const |
| | Dump contents of this object in a graphics canvas. More...
|
| |
| void | InvertBit (UInt_t f) |
| |
| virtual Bool_t | IsEqual (const TObject *obj) const |
| | Default equal comparison (objects are equal if they have the same address in memory). More...
|
| |
| virtual Bool_t | IsFolder () const |
| | Returns kTRUE in case object contains browsable objects (like containers or lists of other objects). More...
|
| |
| R__ALWAYS_INLINE Bool_t | IsOnHeap () const |
| |
| virtual Bool_t | IsSortable () const |
| |
| R__ALWAYS_INLINE Bool_t | IsZombie () const |
| |
| virtual void | ls (Option_t *option="") const |
| | The ls function lists the contents of a class on stdout. More...
|
| |
| void | MayNotUse (const char *method) const |
| | Use this method to signal that a method (defined in a base class) may not be called in a derived class (in principle against good design since a child class should not provide less functionality than its parent, however, sometimes it is necessary). More...
|
| |
| virtual Bool_t | Notify () |
| | This method must be overridden to handle object notification. More...
|
| |
| void | Obsolete (const char *method, const char *asOfVers, const char *removedFromVers) const |
| | Use this method to declare a method obsolete. More...
|
| |
| void | operator delete (void *ptr) |
| | Operator delete. More...
|
| |
| void | operator delete[] (void *ptr) |
| | Operator delete []. More...
|
| |
| void * | operator new (size_t sz) |
| |
| void * | operator new (size_t sz, void *vp) |
| |
| void * | operator new[] (size_t sz) |
| |
| void * | operator new[] (size_t sz, void *vp) |
| |
| TObject & | operator= (const TObject &rhs) |
| | TObject assignment operator. More...
|
| |
| virtual void | Paint (Option_t *option="") |
| | This method must be overridden if a class wants to paint itself. More...
|
| |
| virtual void | Pop () |
| | Pop on object drawn in a pad to the top of the display list. More...
|
| |
| virtual void | Print (Option_t *option="") const |
| | This method must be overridden when a class wants to print itself. More...
|
| |
| virtual Int_t | Read (const char *name) |
| | Read contents of object with specified name from the current directory. More...
|
| |
| virtual void | RecursiveRemove (TObject *obj) |
| | Recursively remove this object from a list. More...
|
| |
| void | ResetBit (UInt_t f) |
| |
| virtual void | SaveAs (const char *filename="", Option_t *option="") const |
| | Save this object in the file specified by filename. More...
|
| |
| virtual void | SavePrimitive (std::ostream &out, Option_t *option="") |
| | Save a primitive as a C++ statement(s) on output stream "out". More...
|
| |
| void | SetBit (UInt_t f) |
| |
| void | SetBit (UInt_t f, Bool_t set) |
| | Set or unset the user status bits as specified in f. More...
|
| |
| virtual void | SetDrawOption (Option_t *option="") |
| | Set drawing option for object. More...
|
| |
| virtual void | SetUniqueID (UInt_t uid) |
| | Set the unique object id. More...
|
| |
| virtual void | SysError (const char *method, const char *msgfmt,...) const |
| | Issue system error message. More...
|
| |
| R__ALWAYS_INLINE Bool_t | TestBit (UInt_t f) const |
| |
| Int_t | TestBits (UInt_t f) const |
| |
| virtual void | UseCurrentStyle () |
| | Set current style settings in this object This function is called when either TCanvas::UseCurrentStyle or TROOT::ForceStyle have been invoked. More...
|
| |
| virtual void | Warning (const char *method, const char *msgfmt,...) const |
| | Issue warning message. More...
|
| |
| virtual Int_t | Write (const char *name=0, Int_t option=0, Int_t bufsize=0) |
| | Write this object to the current directory. More...
|
| |
| virtual Int_t | Write (const char *name=0, Int_t option=0, Int_t bufsize=0) const |
| | Write this object to the current directory. More...
|
| |
Public Member Functions inherited from TObject