QR Decomposition class.

Decompose a general (m x n) matrix A into A = fQ' fR H where

fQ : (m x n) - internal Q' matrix (not orthoginal)
fR : (n x n) - upper triangular matrix
H  : HouseHolder matrix which is stored through
fUp: (n) - vector with Householder up's
fW : (n) - vector with Householder beta's

If row/column index of A starts at (rowLwb,colLwb) then the decomposed matrices start from :

fQ'  : (rowLwb,0)
fR  : (0,colLwb)
and the decomposed vectors start from :
fUp : (0)
fW  : (0)

In order to get thw QR dcomposition of A (i.e. A = QR ) The orthoginal matrix Q needs to be computed from the internal Q' and the up's and beta's vector defining the Householder transformation

The orthogonal Q matrix is returned to the user by calling the function TDecompQRH::GetOrthogonalMatrix()

Errors arise from formation of reflectors i.e. singularity . Note it attempts to handle the cases where the nRow <= nCol .

Definition at line 25 of file TDecompQRH.h.

Public Types
enum	{ kWorkMax = 100 }

Public Types inherited from TObject
enum	{ kIsOnHeap = 0x01000000 , kNotDeleted = 0x02000000 , kZombie = 0x04000000 , kInconsistent = 0x08000000 , kBitMask = 0x00ffffff }

enum	{ kSingleKey = BIT(0) , kOverwrite = BIT(1) , kWriteDelete = BIT(2) }

enum	EDeprecatedStatusBits { kObjInCanvas = BIT(3) }

enum	EStatusBits { kCanDelete = BIT(0) , kMustCleanup = BIT(3) , kIsReferenced = BIT(4) , kHasUUID = BIT(5) , kCannotPick = BIT(6) , kNoContextMenu = BIT(8) , kInvalidObject = BIT(13) }

Public Member Functions
	TDecompQRH ()

	TDecompQRH (const TDecompQRH &another)
	Copy constructor.

	TDecompQRH (const TMatrixD &m, Double_t tol=0.0)
	Constructor for general matrix A .

	TDecompQRH (Int_t nrows, Int_t ncols)
	Constructor for (nrows x ncols) matrix.

	TDecompQRH (Int_t row_lwb, Int_t row_upb, Int_t col_lwb, Int_t col_upb)
	Constructor for ([row_lwb..row_upb] x [col_lwb..col_upb]) matrix.

virtual	~TDecompQRH ()

virtual Bool_t	Decompose ()
	QR decomposition of matrix a by Householder transformations, see Golub & Loan first edition p41 & Sec 6.2.

virtual void	Det (Double_t &d1, Double_t &d2)
	This routine calculates the absolute (!) value of the determinant \|det\| = d1*TMath::Power(2.,d2)

virtual Int_t	GetNcols () const

virtual Int_t	GetNrows () const

TMatrixD	GetOrthogonalMatrix () const
	For a matrix A(m,n), return the OtrhogonalMatrix Q such as A = Q * R.

virtual const TMatrixD &	GetQ ()

virtual const TMatrixD &	GetR ()

const TMatrixD &	GetTriangularMatrix () const

virtual const TVectorD &	GetUp ()

virtual const TVectorD &	GetW ()

TMatrixD	Invert ()

TMatrixD	Invert (Bool_t &status)
	For a matrix A(m,n), its inverse A_inv is defined as A * A_inv = A_inv * A = unit (n x m) Ainv is returned .

Bool_t	Invert (TMatrixD &inv)
	For a matrix A(m,n), its inverse A_inv is defined as A * A_inv = A_inv * A = unit The user should always supply a matrix of size (m x m) ! If m > n , only the (n x m) part of the returned (pseudo inverse) matrix should be used .

TDecompQRH &	operator= (const TDecompQRH &source)
	Assignment operator.

void	Print (Option_t *opt="") const
	Print the class members.

virtual void	SetMatrix (const TMatrixD &a)
	Set matrix to be decomposed.

virtual TVectorD	Solve (const TVectorD &b, Bool_t &ok)

virtual Bool_t	Solve (TMatrixDColumn &b)
	Solve Ax=b assuming the QR form of A is stored in fR,fQ and fW, but assume b has not been transformed.

virtual Bool_t	Solve (TVectorD &b)
	Solve Ax=b assuming the QR form of A is stored in fR,fQ and fW, but assume b has not been transformed.

virtual TVectorD	TransSolve (const TVectorD &b, Bool_t &ok)

virtual Bool_t	TransSolve (TMatrixDColumn &b)
	Solve A^T x=b assuming the QR form of A is stored in fR,fQ and fW, but assume b has not been transformed.

virtual Bool_t	TransSolve (TVectorD &b)
	Solve A^T x=b assuming the QR form of A is stored in fR,fQ and fW, but assume b has not been transformed.

Public Member Functions inherited from TDecompBase
	TDecompBase ()
	Default constructor.

	TDecompBase (const TDecompBase &another)
	Copy constructor.

virtual	~TDecompBase ()

virtual Double_t	Condition ()
	Matrix condition number.

Int_t	GetColLwb () const

Double_t	GetCondition () const

Double_t	GetDet1 () const

Double_t	GetDet2 () const

Int_t	GetRowLwb () const

Double_t	GetTol () const

virtual Bool_t	MultiSolve (TMatrixD &B)
	Solve set of equations with RHS in columns of B.

TDecompBase &	operator= (const TDecompBase &source)
	Assignment operator.

Double_t	SetTol (Double_t tol)

Public Member Functions inherited from TObject
	TObject ()
	TObject constructor.

	TObject (const TObject &object)
	TObject copy ctor.

virtual	~TObject ()
	TObject destructor.

void	AbstractMethod (const char *method) const
	Use this method to implement an "abstract" method that you don't want to leave purely abstract.

virtual void	AppendPad (Option_t *option="")
	Append graphics object to current pad.

virtual void	Browse (TBrowser *b)
	Browse object. May be overridden for another default action.

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.

virtual const char *	ClassName () const
	Returns name of class to which the object belongs.

virtual void	Clear (Option_t *="")

virtual TObject *	Clone (const char *newname="") const
	Make a clone of an object using the Streamer facility.

virtual Int_t	Compare (const TObject *obj) const
	Compare abstract method.

virtual void	Copy (TObject &object) const
	Copy this to obj.

virtual void	Delete (Option_t *option="")
	Delete this object.

virtual Int_t	DistancetoPrimitive (Int_t px, Int_t py)
	Computes distance from point (px,py) to the object.

virtual void	Draw (Option_t *option="")
	Default Draw method for all objects.

virtual void	DrawClass () const
	Draw class inheritance tree of the class to which this object belongs.

virtual TObject *	DrawClone (Option_t *option="") const
	Draw a clone of this object in the current selected pad for instance with: `gROOT->SetSelectedPad(gPad)`.

virtual void	Dump () const
	Dump contents of object on stdout.

virtual void	Error (const char method, const char msgfmt,...) const
	Issue error message.

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.

virtual void	Execute (TMethod method, TObjArray params, Int_t *error=0)
	Execute method on this object with parameters stored in the TObjArray.

virtual void	ExecuteEvent (Int_t event, Int_t px, Int_t py)
	Execute action corresponding to an event at (px,py).

virtual void	Fatal (const char method, const char msgfmt,...) const
	Issue fatal error message.

virtual TObject *	FindObject (const char *name) const
	Must be redefined in derived classes.

virtual TObject *	FindObject (const TObject *obj) const
	Must be redefined in derived classes.

virtual Option_t *	GetDrawOption () const
	Get option used by the graphics system to draw this object.

virtual const char *	GetIconName () const
	Returns mime type name of object.

virtual const char *	GetName () const
	Returns name of object.

virtual char *	GetObjectInfo (Int_t px, Int_t py) const
	Returns string containing info about the object at position (px,py).

virtual Option_t *	GetOption () const

virtual const char *	GetTitle () const
	Returns title of object.

virtual UInt_t	GetUniqueID () const
	Return the unique object id.

virtual Bool_t	HandleTimer (TTimer *timer)
	Execute action in response of a timer timing out.

virtual ULong_t	Hash () const
	Return hash value for this object.

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.

virtual void	Info (const char method, const char msgfmt,...) const
	Issue info message.

virtual Bool_t	InheritsFrom (const char *classname) const
	Returns kTRUE if object inherits from class "classname".

virtual Bool_t	InheritsFrom (const TClass *cl) const
	Returns kTRUE if object inherits from TClass cl.

virtual void	Inspect () const
	Dump contents of this object in a graphics canvas.

void	InvertBit (UInt_t f)

Bool_t	IsDestructed () const
	IsDestructed.

virtual Bool_t	IsEqual (const TObject *obj) const
	Default equal comparison (objects are equal if they have the same address in memory).

virtual Bool_t	IsFolder () const
	Returns kTRUE in case object contains browsable objects (like containers or lists of other objects).

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.

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).

virtual Bool_t	Notify ()
	This method must be overridden to handle object notification.

void	Obsolete (const char method, const char asOfVers, const char *removedFromVers) const
	Use this method to declare a method obsolete.

void	operator delete (void *ptr)
	Operator delete.

void	operator delete[] (void *ptr)
	Operator delete [].

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.

virtual void	Paint (Option_t *option="")
	This method must be overridden if a class wants to paint itself.

virtual void	Pop ()
	Pop on object drawn in a pad to the top of the display list.

virtual Int_t	Read (const char *name)
	Read contents of object with specified name from the current directory.

virtual void	RecursiveRemove (TObject *obj)
	Recursively remove this object from a list.

void	ResetBit (UInt_t f)

virtual void	SaveAs (const char filename="", Option_t option="") const
	Save this object in the file specified by filename.

virtual void	SavePrimitive (std::ostream &out, Option_t *option="")
	Save a primitive as a C++ statement(s) on output stream "out".

void	SetBit (UInt_t f)

void	SetBit (UInt_t f, Bool_t set)
	Set or unset the user status bits as specified in f.

virtual void	SetDrawOption (Option_t *option="")
	Set drawing option for object.

virtual void	SetUniqueID (UInt_t uid)
	Set the unique object id.

virtual void	SysError (const char method, const char msgfmt,...) const
	Issue system error message.

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.

virtual void	Warning (const char method, const char msgfmt,...) const
	Issue warning message.

virtual Int_t	Write (const char *name=0, Int_t option=0, Int_t bufsize=0)
	Write this object to the current directory.

virtual Int_t	Write (const char *name=0, Int_t option=0, Int_t bufsize=0) const
	Write this object to the current directory.

Protected Member Functions
virtual const TMatrixDBase &	GetDecompMatrix () const

Protected Member Functions inherited from TDecompBase
Int_t	Hager (Double_t &est, Int_t iter=5)

void	ResetStatus ()

Protected Member Functions inherited from TObject
virtual void	DoError (int level, const char location, const char fmt, va_list va) const
	Interface to ErrorHandler (protected).

void	MakeZombie ()

Static Protected Member Functions
static Bool_t	QRH (TMatrixD &q, TVectorD &diagR, TVectorD &up, TVectorD &w, Double_t tol)
	Decomposition function .

Static Protected Member Functions inherited from TDecompBase
static void	DiagProd (const TVectorD &diag, Double_t tol, Double_t &d1, Double_t &d2)

Protected Attributes
TMatrixD	fQ

TMatrixD	fR

TVectorD	fUp

TVectorD	fW

Protected Attributes inherited from TDecompBase
Int_t	fColLwb

Double_t	fCondition

Double_t	fDet1

Double_t	fDet2

Int_t	fRowLwb

Double_t	fTol

Additional Inherited Members
Static Public Member Functions inherited from TObject
static Longptr_t	GetDtorOnly ()
	Return destructor only flag.

static Bool_t	GetObjectStat ()
	Get status of object stat flag.

static void	SetDtorOnly (void *obj)
	Set destructor only flag.

static void	SetObjectStat (Bool_t stat)
	Turn on/off tracking of objects in the TObjectTable.

Protected Types inherited from TDecompBase
enum	{ kWorkMax = 100 }

enum	EMatrixDecompStat { kInit = BIT(14) , kPatternSet = BIT(15) , kValuesSet = BIT(16) , kMatrixSet = BIT(17) , kDecomposed = BIT(18) , kDetermined = BIT(19) , kCondition = BIT(20) , kSingular = BIT(21) }

Protected Types inherited from TObject
enum	{ kOnlyPrepStep = BIT(3) }

#include <TDecompQRH.h>

Inheritance diagram for TDecompQRH:

[legend]

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Enumerator
kWorkMax

Definition at line 41 of file TDecompQRH.h.

Constructor & Destructor Documentation

◆ TDecompQRH() [1/5]

TDecompQRH::TDecompQRH ( )

inline

Definition at line 43 of file TDecompQRH.h.

◆ TDecompQRH() [2/5]

TDecompQRH::TDecompQRH	(	Int_t	nrows,
		Int_t	ncols
	)

Constructor for (nrows x ncols) matrix.

Definition at line 55 of file TDecompQRH.cxx.

◆ TDecompQRH() [3/5]

TDecompQRH::TDecompQRH	(	Int_t	row_lwb,
		Int_t	row_upb,
		Int_t	col_lwb,
		Int_t	col_upb
	)

Constructor for ([row_lwb..row_upb] x [col_lwb..col_upb]) matrix.

Definition at line 76 of file TDecompQRH.cxx.

◆ TDecompQRH() [4/5]

TDecompQRH::TDecompQRH	(	const TMatrixD &	m,
		Double_t	tol = `0.0`
	)

Constructor for general matrix A .

Definition at line 103 of file TDecompQRH.cxx.

◆ TDecompQRH() [5/5]

TDecompQRH::TDecompQRH ( const TDecompQRH & another )

Copy constructor.

Definition at line 137 of file TDecompQRH.cxx.

◆ ~TDecompQRH()

virtual TDecompQRH::~TDecompQRH ( )

inlinevirtual

Definition at line 48 of file TDecompQRH.h.

Member Function Documentation

◆ Decompose()

Bool_t TDecompQRH::Decompose ( )

virtual

QR decomposition of matrix a by Householder transformations, see Golub & Loan first edition p41 & Sec 6.2.

First fR is returned in upper triang of fQ and diagR. fQ returned in 'u-form' in lower triang of fQ and fW, the latter containing the "Householder betas". If the decomposition succeeds, bit kDecomposed is set , otherwise kSingular

Implements TDecompBase.

Definition at line 150 of file TDecompQRH.cxx.

◆ Det()

void TDecompQRH::Det	(	Double_t &	d1,
		Double_t &	d2
	)

virtual

This routine calculates the absolute (!) value of the determinant |det| = d1*TMath::Power(2.,d2)

Reimplemented from TDecompBase.

Definition at line 493 of file TDecompQRH.cxx.

◆ GetDecompMatrix()

virtual const TMatrixDBase & TDecompQRH::GetDecompMatrix ( ) const

inlineprotectedvirtual

Implements TDecompBase.

Definition at line 37 of file TDecompQRH.h.

◆ GetNcols()

virtual Int_t TDecompQRH::GetNcols ( ) const

inlinevirtual

Implements TDecompBase.

Definition at line 51 of file TDecompQRH.h.

◆ GetNrows()

virtual Int_t TDecompQRH::GetNrows ( ) const

inlinevirtual

Implements TDecompBase.

Definition at line 50 of file TDecompQRH.h.

◆ GetOrthogonalMatrix()

TMatrixD TDecompQRH::GetOrthogonalMatrix ( ) const

For a matrix A(m,n), return the OtrhogonalMatrix Q such as A = Q * R.

Note that this Q is not th einternal fQ matrix obtained in the QRH decomposition, but can be computed from the fQ and the up and beta vector's defining the Householder transformation

Definition at line 516 of file TDecompQRH.cxx.

◆ GetQ()

virtual const TMatrixD & TDecompQRH::GetQ ( )

inlinevirtual

Definition at line 52 of file TDecompQRH.h.

◆ GetR()

virtual const TMatrixD & TDecompQRH::GetR ( )

inlinevirtual

Definition at line 54 of file TDecompQRH.h.

◆ GetTriangularMatrix()

const TMatrixD & TDecompQRH::GetTriangularMatrix ( ) const

inline

Definition at line 62 of file TDecompQRH.h.

◆ GetUp()

virtual const TVectorD & TDecompQRH::GetUp ( )

inlinevirtual

Definition at line 56 of file TDecompQRH.h.

◆ GetW()

virtual const TVectorD & TDecompQRH::GetW ( )

inlinevirtual

Definition at line 58 of file TDecompQRH.h.

◆ Invert() [1/3]

TMatrixD TDecompQRH::Invert ( )

inline

Definition at line 77 of file TDecompQRH.h.

◆ Invert() [2/3]

TMatrixD TDecompQRH::Invert ( Bool_t & status )

For a matrix A(m,n), its inverse A_inv is defined as A * A_inv = A_inv * A = unit (n x m) Ainv is returned .

Definition at line 565 of file TDecompQRH.cxx.

◆ Invert() [3/3]

Bool_t TDecompQRH::Invert ( TMatrixD & inv )

For a matrix A(m,n), its inverse A_inv is defined as A * A_inv = A_inv * A = unit The user should always supply a matrix of size (m x m) ! If m > n , only the (n x m) part of the returned (pseudo inverse) matrix should be used .

Definition at line 547 of file TDecompQRH.cxx.

◆ operator=()

TDecompQRH & TDecompQRH::operator= ( const TDecompQRH & source )

Assignment operator.

Definition at line 593 of file TDecompQRH.cxx.

◆ Print()

void TDecompQRH::Print ( Option_t * opt = "" ) const

virtual

Print the class members.

Reimplemented from TDecompBase.

Definition at line 581 of file TDecompQRH.cxx.

◆ QRH()

Bool_t TDecompQRH::QRH	(	TMatrixD &	q,
		TVectorD &	diagR,
		TVectorD &	up,
		TVectorD &	w,
		Double_t	tol
	)

staticprotected

Decomposition function .

Definition at line 189 of file TDecompQRH.cxx.

◆ SetMatrix()

void TDecompQRH::SetMatrix ( const TMatrixD & a )

virtual

Set matrix to be decomposed.

Definition at line 222 of file TDecompQRH.cxx.

◆ Solve() [1/3]

virtual TVectorD TDecompQRH::Solve	(	const TVectorD &	b,
		Bool_t &	ok
	)

inlinevirtual

Implements TDecompBase.

Definition at line 68 of file TDecompQRH.h.

◆ Solve() [2/3]

Bool_t TDecompQRH::Solve ( TMatrixDColumn & cb )

virtual

Solve Ax=b assuming the QR form of A is stored in fR,fQ and fW, but assume b has not been transformed.

Solution returned in b.

Implements TDecompBase.

Definition at line 311 of file TDecompQRH.cxx.

◆ Solve() [3/3]

Bool_t TDecompQRH::Solve ( TVectorD & b )

virtual

Solve Ax=b assuming the QR form of A is stored in fR,fQ and fW, but assume b has not been transformed.

Solution returned in b.

Implements TDecompBase.

Definition at line 256 of file TDecompQRH.cxx.

◆ TransSolve() [1/3]

virtual TVectorD TDecompQRH::TransSolve	(	const TVectorD &	b,
		Bool_t &	ok
	)

inlinevirtual

Implements TDecompBase.

Definition at line 71 of file TDecompQRH.h.

◆ TransSolve() [2/3]

Bool_t TDecompQRH::TransSolve ( TMatrixDColumn & cb )

virtual

Solve A^T x=b assuming the QR form of A is stored in fR,fQ and fW, but assume b has not been transformed.

Solution returned in b.

Implements TDecompBase.

Definition at line 430 of file TDecompQRH.cxx.

◆ TransSolve() [3/3]

Bool_t TDecompQRH::TransSolve ( TVectorD & b )

virtual

Solve A^T x=b assuming the QR form of A is stored in fR,fQ and fW, but assume b has not been transformed.

Solution returned in b.

Implements TDecompBase.

Definition at line 370 of file TDecompQRH.cxx.

Member Data Documentation

◆ fQ

TMatrixD TDecompQRH::fQ

protected

Definition at line 30 of file TDecompQRH.h.

◆ fR

TMatrixD TDecompQRH::fR

protected

Definition at line 31 of file TDecompQRH.h.

◆ fUp

TVectorD TDecompQRH::fUp

protected

Definition at line 32 of file TDecompQRH.h.

◆ fW

TVectorD TDecompQRH::fW

protected

Definition at line 33 of file TDecompQRH.h.

Libraries for TDecompQRH:

[legend]

The documentation for this class was generated from the following files:

math/matrix/inc/TDecompQRH.h
math/matrix/src/TDecompQRH.cxx

Public Types

Public Member Functions

Protected Member Functions

Static Protected Member Functions

Protected Attributes

Additional Inherited Members

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ TDecompQRH() [1/5]

◆ TDecompQRH() [2/5]

◆ TDecompQRH() [3/5]

◆ TDecompQRH() [4/5]

◆ TDecompQRH() [5/5]

◆ ~TDecompQRH()

Member Function Documentation

◆ Decompose()

◆ Det()

◆ GetDecompMatrix()

◆ GetNcols()

◆ GetNrows()

◆ GetOrthogonalMatrix()

◆ GetQ()

◆ GetR()

◆ GetTriangularMatrix()

◆ GetUp()

◆ GetW()

◆ Invert() [1/3]

◆ Invert() [2/3]

◆ Invert() [3/3]

◆ operator=()

◆ Print()

◆ QRH()

◆ SetMatrix()

◆ Solve() [1/3]

◆ Solve() [2/3]

◆ Solve() [3/3]

◆ TransSolve() [1/3]

◆ TransSolve() [2/3]

◆ TransSolve() [3/3]

Member Data Documentation

◆ fQ

◆ fR

◆ fUp

◆ fW