The Bunch-Kaufman diagonal pivoting method decomposes a real symmetric matrix A using.
where U is a product of permutation and unit upper triangular matrices, U^T is the transpose of U, and D is symmetric and block diagonal with 1-by-1 and 2-by-2 diagonal blocks.
U = P(n-1)*U(n-1)* ... P(k)U(k) ..., i.e., U is a product of terms P(k)*U(k), where k decreases from n-1 to 0 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1 and 2-by-2 diagonal blocks D(k). P(k) is a permutation matrix as defined by IPIV(k), and U(k) is a unit upper triangular matrix, such that if the diagonal block D(k) is of order s (s = 1 or 2), then
If s = 1, D(k) overwrites A(k,k), and v overwrites A(0:k-1,k). If s = 2, the upper triangle of D(k) overwrites A(k-1,k-1), A(k-1,k), and A(k,k), and v overwrites A(0:k-2,k-1:k).
fU contains on entry the symmetric matrix A of which only the upper triangular part is referenced . On exit fU contains the block diagonal matrix D and the multipliers used to obtain the factor U, see above .
fIpiv if dimension n contains details of the interchanges and the the block structure of D . If (fIPiv(k) > 0, then rows and columns k and fIPiv(k) were interchanged and D(k,k) is a 1-by-1 diagonal block. If IPiv(k) = fIPiv(k-1) < 0, rows and columns k-1 and -IPiv(k) were interchanged and D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
Definition at line 26 of file TDecompBK.h.
Public Member Functions | |
| TDecompBK () | |
| Default constructor.   | |
| TDecompBK (const TDecompBK &another) | |
| Copy constructor.   | |
| TDecompBK (const TMatrixDSym &m, Double_t tol=0.0) | |
| Constructor for symmetric matrix A.   | |
| TDecompBK (Int_t nrows) | |
| Constructor for (nrows x nrows) symmetric matrix.   | |
| TDecompBK (Int_t row_lwb, Int_t row_upb) | |
| Constructor for ([row_lwb..row_upb] x [row_lwb..row_upb]) symmetric matrix.   | |
| ~TDecompBK () override | |
| Bool_t | Decompose () override | 
| Matrix A is decomposed in components U and D so that A = U*D*U^T If the decomposition succeeds, bit kDecomposed is set , otherwise kSingular.   | |
| void | Det (Double_t &, Double_t &) override | 
| Matrix determinant det = d1*TMath::Power(2.,d2)   | |
| Int_t | GetNcols () const override | 
| Int_t | GetNrows () const override | 
| const TMatrixD & | GetU () | 
| TMatrixDSym | Invert () | 
| TMatrixDSym | Invert (Bool_t &status) | 
| For a symmetric matrix A(m,m), its inverse A_inv(m,m) is returned .   | |
| Bool_t | Invert (TMatrixDSym &inv) | 
| For a symmetric matrix A(m,m), its inverse A_inv(m,m) is returned .   | |
| TClass * | IsA () const override | 
| TDecompBK & | operator= (const TDecompBK &source) | 
| Assignment operator.   | |
| void | Print (Option_t *opt="") const override | 
| Print the class members.   | |
| virtual void | SetMatrix (const TMatrixDSym &a) | 
| Set the matrix to be decomposed, decomposition status is reset.   | |
| TVectorD | Solve (const TVectorD &b, Bool_t &ok) override | 
| Bool_t | Solve (TMatrixDColumn &b) override | 
| Solve Ax=b assuming the BK form of A is stored in fU . Solution returned in b.   | |
| Bool_t | Solve (TVectorD &b) override | 
| Solve Ax=b assuming the BK form of A is stored in fU . Solution returned in b.   | |
| void | Streamer (TBuffer &) override | 
| Stream an object of class TObject.   | |
| void | StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b) | 
| TVectorD | TransSolve (const TVectorD &b, Bool_t &ok) override | 
| Bool_t | TransSolve (TMatrixDColumn &b) override | 
| Bool_t | TransSolve (TVectorD &b) override | 
  Public Member Functions inherited from TDecompBase | |
| TDecompBase () | |
| Default constructor.   | |
| TDecompBase (const TDecompBase &another) | |
| Copy constructor.   | |
| ~TDecompBase () override | |
| 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) | 
| void | StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b) | 
  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 with: gROOT->SetSelectedPad(c1).   | |
| 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=nullptr) | 
| Execute method on this object with the given parameter string, e.g.   | |
| virtual void | Execute (TMethod *method, TObjArray *params, Int_t *error=nullptr) | 
| 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.   | |
| void | StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b) | 
| 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=nullptr, Int_t option=0, Int_t bufsize=0) | 
| Write this object to the current directory.   | |
| virtual Int_t | Write (const char *name=nullptr, Int_t option=0, Int_t bufsize=0) const | 
| Write this object to the current directory.   | |
Static Public Member Functions | |
| static TClass * | Class () | 
| static const char * | Class_Name () | 
| static constexpr Version_t | Class_Version () | 
| static const char * | DeclFileName () | 
  Static Public Member Functions inherited from TDecompBase | |
| static TClass * | Class () | 
| static const char * | Class_Name () | 
| static constexpr Version_t | Class_Version () | 
| static const char * | DeclFileName () | 
  Static Public Member Functions inherited from TObject | |
| static TClass * | Class () | 
| static const char * | Class_Name () | 
| static constexpr Version_t | Class_Version () | 
| static const char * | DeclFileName () | 
| 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 Member Functions | |
| const TMatrixDBase & | GetDecompMatrix () const override | 
  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 () | 
Protected Attributes | |
| Int_t * | fIpiv | 
| Int_t | fNIpiv | 
| TMatrixD | fU | 
  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 | |
  Public Types inherited from TObject | |
| enum | {  kIsOnHeap = 0x01000000 , kNotDeleted = 0x02000000 , kZombie = 0x04000000 , kInconsistent = 0x08000000 , kBitMask = 0x00ffffff }  | 
| enum | { kSingleKey = (1ULL << ( 0 )) , kOverwrite = (1ULL << ( 1 )) , kWriteDelete = (1ULL << ( 2 )) } | 
| enum | EDeprecatedStatusBits { kObjInCanvas = (1ULL << ( 3 )) } | 
| enum | EStatusBits {  kCanDelete = (1ULL << ( 0 )) , kMustCleanup = (1ULL << ( 3 )) , kIsReferenced = (1ULL << ( 4 )) , kHasUUID = (1ULL << ( 5 )) , kCannotPick = (1ULL << ( 6 )) , kNoContextMenu = (1ULL << ( 8 )) , kInvalidObject = (1ULL << ( 13 )) }  | 
  Protected Types inherited from TDecompBase | |
| enum | { kWorkMax = 100 } | 
| enum | EMatrixDecompStat {  kInit = (1ULL << ( 14 )) , kPatternSet = (1ULL << ( 15 )) , kValuesSet = (1ULL << ( 16 )) , kMatrixSet = (1ULL << ( 17 )) , kDecomposed = (1ULL << ( 18 )) , kDetermined = (1ULL << ( 19 )) , kCondition = (1ULL << ( 20 )) , kSingular = (1ULL << ( 21 )) }  | 
  Protected Types inherited from TObject | |
| enum | { kOnlyPrepStep = (1ULL << ( 3 )) } | 
  Static Protected Member Functions inherited from TDecompBase | |
| static void | DiagProd (const TVectorD &diag, Double_t tol, Double_t &d1, Double_t &d2) | 
#include <TDecompBK.h>
| TDecompBK::TDecompBK | ( | ) | 
Default constructor.
Definition at line 64 of file TDecompBK.cxx.
      
  | 
  explicit | 
Constructor for (nrows x nrows) symmetric matrix.
Definition at line 73 of file TDecompBK.cxx.
Constructor for ([row_lwb..row_upb] x [row_lwb..row_upb]) symmetric matrix.
Definition at line 84 of file TDecompBK.cxx.
| TDecompBK::TDecompBK | ( | const TMatrixDSym & | m, | 
| Double_t | tol = 0.0  | 
        ||
| ) | 
Constructor for symmetric matrix A.
Definition at line 97 of file TDecompBK.cxx.
| TDecompBK::TDecompBK | ( | const TDecompBK & | another | ) | 
Copy constructor.
Definition at line 120 of file TDecompBK.cxx.
      
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  inlineoverride | 
Definition at line 43 of file TDecompBK.h.
      
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  static | 
      
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  inlinestaticconstexpr | 
Definition at line 70 of file TDecompBK.h.
      
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  inlinestatic | 
Definition at line 70 of file TDecompBK.h.
      
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  overridevirtual | 
Matrix A is decomposed in components U and D so that A = U*D*U^T If the decomposition succeeds, bit kDecomposed is set , otherwise kSingular.
Implements TDecompBase.
Definition at line 131 of file TDecompBK.cxx.
Matrix determinant det = d1*TMath::Power(2.,d2)
Reimplemented from TDecompBase.
Definition at line 59 of file TDecompBK.h.
      
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  inlineoverrideprotectedvirtual | 
Implements TDecompBase.
Definition at line 34 of file TDecompBK.h.
      
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  inlineoverridevirtual | 
Implements TDecompBase.
Definition at line 46 of file TDecompBK.h.
      
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  inlineoverridevirtual | 
Implements TDecompBase.
Definition at line 45 of file TDecompBK.h.
      
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  inline | 
Definition at line 47 of file TDecompBK.h.
      
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  inline | 
Definition at line 64 of file TDecompBK.h.
| TMatrixDSym TDecompBK::Invert | ( | Bool_t & | status | ) | 
For a symmetric matrix A(m,m), its inverse A_inv(m,m) is returned .
Definition at line 633 of file TDecompBK.cxx.
| Bool_t TDecompBK::Invert | ( | TMatrixDSym & | inv | ) | 
For a symmetric matrix A(m,m), its inverse A_inv(m,m) is returned .
Definition at line 610 of file TDecompBK.cxx.
      
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  inlineoverridevirtual | 
Reimplemented from TDecompBase.
Definition at line 70 of file TDecompBK.h.
Assignment operator.
Definition at line 660 of file TDecompBK.cxx.
      
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  overridevirtual | 
Print the class members.
Reimplemented from TDecompBase.
Definition at line 648 of file TDecompBK.cxx.
      
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  virtual | 
Set the matrix to be decomposed, decomposition status is reset.
Definition at line 314 of file TDecompBK.cxx.
Implements TDecompBase.
Definition at line 54 of file TDecompBK.h.
      
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  overridevirtual | 
Solve Ax=b assuming the BK form of A is stored in fU . Solution returned in b.
Implements TDecompBase.
Definition at line 473 of file TDecompBK.cxx.
Solve Ax=b assuming the BK form of A is stored in fU . Solution returned in b.
Implements TDecompBase.
Definition at line 339 of file TDecompBK.cxx.
      
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  overridevirtual | 
Stream an object of class TObject.
Reimplemented from TDecompBase.
      
  | 
  inline | 
Definition at line 70 of file TDecompBK.h.
Implements TDecompBase.
Definition at line 57 of file TDecompBK.h.
      
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  inlineoverridevirtual | 
Implements TDecompBase.
Definition at line 58 of file TDecompBK.h.
Implements TDecompBase.
Definition at line 56 of file TDecompBK.h.
      
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  protected | 
Definition at line 31 of file TDecompBK.h.
      
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  protected | 
Definition at line 30 of file TDecompBK.h.
      
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  protected | 
Definition at line 32 of file TDecompBK.h.