LU Decomposition class.
Decompose a general n x n matrix A into P A = L U
where P is a permutation matrix, L is unit lower triangular and U is upper triangular. L is stored in the strict lower triangular part of the matrix fLU. The diagonal elements of L are unity and are not stored. U is stored in the diagonal and upper triangular part of the matrix fU. P is stored in the index array fIndex : j = fIndex[i] indicates that row j and row i should be swapped .
fSign gives the sign of the permutation, (-1)^n, where n is the number of interchanges in the permutation.
fLU has the same indexing range as matrix A .
The decomposition fails if a diagonal element of abs(fLU) is == 0, The matrix fUL is made invalid .
Definition at line 23 of file TDecompLU.h.
Public Member Functions | |
TDecompLU () | |
Default constructor. | |
TDecompLU (const TDecompLU &another) | |
Copy constructor. | |
TDecompLU (const TMatrixD &m, Double_t tol=0.0, Int_t implicit=1) | |
Constructor for matrix a. | |
TDecompLU (Int_t nrows) | |
Constructor for (nrows x nrows) matrix. | |
TDecompLU (Int_t row_lwb, Int_t row_upb) | |
Constructor for ([row_lwb..row_upb] x [row_lwb..row_upb]) matrix. | |
~TDecompLU () override | |
Bool_t | Decompose () override |
Matrix A is decomposed in components U and L so that P * A = U * L If the decomposition succeeds, bit kDecomposed is set , otherwise kSingular. | |
void | Det (Double_t &d1, Double_t &d2) override |
Calculate determinant det = d1*TMath::Power(2.,d2) | |
const TMatrixD & | GetLU () |
const TMatrixD | GetMatrix () |
Reconstruct the original matrix using the decomposition parts. | |
Int_t | GetNcols () const override |
Int_t | GetNrows () const override |
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,m), its inverse A_inv is defined as A * A_inv = A_inv * A = unit (m x m) Ainv is returned . | |
TClass * | IsA () const override |
TDecompLU & | operator= (const TDecompLU &source) |
assignment operator | |
void | Print (Option_t *opt="") const override |
Print internals of this object. | |
virtual void | SetMatrix (const TMatrixD &a) |
Set matrix to be decomposed. | |
TVectorD | Solve (const TVectorD &b, Bool_t &ok) override |
Bool_t | Solve (TMatrixDColumn &b) override |
Solve Ax=b assuming the LU form of A is stored in fLU, but assume b has not been transformed. | |
Bool_t | Solve (TVectorD &b) override |
Solve Ax=b assuming the LU form of A is stored in fLU, but assume b has not been transformed. | |
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 |
Solve A^T x=b assuming the LU form of A^T is stored in fLU, but assume b has not been transformed. | |
Bool_t | TransSolve (TVectorD &b) override |
Solve A^T x=b assuming the LU form of A^T is stored in fLU, but assume b has not been transformed. | |
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 Bool_t | InvertLU (TMatrixD &a, Double_t tol, Double_t *det=nullptr) |
Calculate matrix inversion through in place forward/backward substitution. | |
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 () |
Static Protected Member Functions | |
static Bool_t | DecomposeLUCrout (TMatrixD &lu, Int_t *index, Double_t &sign, Double_t tol, Int_t &nrZeros) |
Crout/Doolittle algorithm of LU decomposing a square matrix, with implicit partial pivoting. | |
static Bool_t | DecomposeLUGauss (TMatrixD &lu, Int_t *index, Double_t &sign, Double_t tol, Int_t &nrZeros) |
LU decomposition using Gaussian Elimination with partial pivoting (See Golub & Van Loan, Matrix Computations, Algorithm 3.4.1) of a square matrix . | |
Static Protected Member Functions inherited from TDecompBase | |
static void | DiagProd (const TVectorD &diag, Double_t tol, Double_t &d1, Double_t &d2) |
Protected Attributes | |
Int_t | fImplicitPivot |
Int_t * | fIndex |
TMatrixD | fLU |
Int_t | fNIndex |
Double_t | fSign |
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 )) } |
#include <TDecompLU.h>
TDecompLU::TDecompLU | ( | ) |
Default constructor.
Definition at line 45 of file TDecompLU.cxx.
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explicit |
Constructor for (nrows x nrows) matrix.
Definition at line 56 of file TDecompLU.cxx.
Constructor for ([row_lwb..row_upb] x [row_lwb..row_upb]) matrix.
Definition at line 69 of file TDecompLU.cxx.
Constructor for matrix a.
Definition at line 85 of file TDecompLU.cxx.
TDecompLU::TDecompLU | ( | const TDecompLU & | another | ) |
Copy constructor.
Definition at line 115 of file TDecompLU.cxx.
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inlineoverride |
Definition at line 47 of file TDecompLU.h.
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static |
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inlinestaticconstexpr |
Definition at line 75 of file TDecompLU.h.
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inlinestatic |
Definition at line 75 of file TDecompLU.h.
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overridevirtual |
Matrix A is decomposed in components U and L so that P * A = U * L If the decomposition succeeds, bit kDecomposed is set , otherwise kSingular.
Implements TDecompBase.
Definition at line 126 of file TDecompLU.cxx.
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staticprotected |
Crout/Doolittle algorithm of LU decomposing a square matrix, with implicit partial pivoting.
The decomposition is stored in fLU: U is explicit in the upper triag and L is in multiplier form in the subdiagionals . Row permutations are mapped out in fIndex. fSign, used for calculating the determinant, is +/- 1 for even/odd row permutations. .
Definition at line 599 of file TDecompLU.cxx.
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staticprotected |
LU decomposition using Gaussian Elimination with partial pivoting (See Golub & Van Loan, Matrix Computations, Algorithm 3.4.1) of a square matrix .
The decomposition is stored in fLU: U is explicit in the upper triag and L is in multiplier form in the subdiagionals . Row permutations are mapped out in fIndex. fSign, used for calculating the determinant, is +/- 1 for even/odd row permutations. Since this algorithm uses partial pivoting without scaling like in Crout/Doolitle. it is somewhat faster but less precise .
Definition at line 708 of file TDecompLU.cxx.
Calculate determinant det = d1*TMath::Power(2.,d2)
Reimplemented from TDecompBase.
Definition at line 509 of file TDecompLU.cxx.
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inlineoverrideprotectedvirtual |
Implements TDecompBase.
Definition at line 38 of file TDecompLU.h.
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inline |
Definition at line 52 of file TDecompLU.h.
const TMatrixD TDecompLU::GetMatrix | ( | ) |
Reconstruct the original matrix using the decomposition parts.
Definition at line 151 of file TDecompLU.cxx.
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inlineoverridevirtual |
Implements TDecompBase.
Definition at line 51 of file TDecompLU.h.
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inlineoverridevirtual |
Implements TDecompBase.
Definition at line 50 of file TDecompLU.h.
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inline |
Definition at line 69 of file TDecompLU.h.
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 544 of file TDecompLU.cxx.
For a matrix A(m,m), its inverse A_inv is defined as A * A_inv = A_inv * A = unit (m x m) Ainv is returned .
Definition at line 526 of file TDecompLU.cxx.
Calculate matrix inversion through in place forward/backward substitution.
Definition at line 775 of file TDecompLU.cxx.
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inlineoverridevirtual |
Reimplemented from TDecompBase.
Definition at line 75 of file TDecompLU.h.
assignment operator
Definition at line 573 of file TDecompLU.cxx.
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overridevirtual |
Print internals of this object.
Reimplemented from TDecompBase.
Definition at line 559 of file TDecompLU.cxx.
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virtual |
Set matrix to be decomposed.
Definition at line 202 of file TDecompLU.cxx.
Implements TDecompBase.
Definition at line 59 of file TDecompLU.h.
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overridevirtual |
Solve Ax=b assuming the LU form of A is stored in fLU, but assume b has not been transformed.
Solution returned in b.
Implements TDecompBase.
Definition at line 299 of file TDecompLU.cxx.
Solve Ax=b assuming the LU form of A is stored in fLU, but assume b has not been transformed.
Solution returned in b.
Implements TDecompBase.
Definition at line 233 of file TDecompLU.cxx.
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overridevirtual |
Stream an object of class TObject.
Reimplemented from TDecompBase.
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inline |
Definition at line 75 of file TDecompLU.h.
Implements TDecompBase.
Definition at line 62 of file TDecompLU.h.
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overridevirtual |
Solve A^T x=b assuming the LU form of A^T is stored in fLU, but assume b has not been transformed.
Solution returned in b.
Implements TDecompBase.
Definition at line 440 of file TDecompLU.cxx.
Solve A^T x=b assuming the LU form of A^T is stored in fLU, but assume b has not been transformed.
Solution returned in b.
Implements TDecompBase.
Definition at line 371 of file TDecompLU.cxx.
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protected |
Definition at line 27 of file TDecompLU.h.
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protected |
Definition at line 30 of file TDecompLU.h.
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protected |
Definition at line 32 of file TDecompLU.h.
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protected |
Definition at line 29 of file TDecompLU.h.
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protected |
Definition at line 31 of file TDecompLU.h.