Cholesky Decomposition class.
Decompose a symmetric, positive definite matrix A = U^T * U
where U is a upper triangular matrix
The decomposition fails if a diagonal element of fU is <= 0, the matrix is not positive negative . The matrix fU is made invalid .
fU has the same index range as A .
Definition at line 24 of file TDecompChol.h.
Public Member Functions | |
TDecompChol () | |
TDecompChol (const TDecompChol &another) | |
Copy constructor. | |
TDecompChol (const TMatrixD &a, Double_t tol=0.0) | |
Constructor for general matrix A . Matrix should be symmetric positive definite. | |
TDecompChol (const TMatrixDSym &a, Double_t tol=0.0) | |
Constructor for symmetric matrix A . Matrix should be positive definite. | |
TDecompChol (Int_t nrows) | |
Constructor for (nrows x nrows) matrix. | |
TDecompChol (Int_t row_lwb, Int_t row_upb) | |
Constructor for ([row_lwb..row_upb] x [row_lwb..row_upb]) matrix. | |
~TDecompChol () override | |
Bool_t | Decompose () override |
Matrix A is decomposed in component U so that A = U^T * U If the decomposition succeeds, bit kDecomposed is set , otherwise kSingular. | |
void | Det (Double_t &d1, Double_t &d2) override |
Matrix determinant det = d1*TMath::Power(2.,d2) is square of diagProd of cholesky factor. | |
const TMatrixDSym | GetMatrix () |
Reconstruct the original matrix using the decomposition parts. | |
Int_t | GetNcols () const override |
Int_t | GetNrows () const override |
const TMatrixD & | GetU () const |
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 |
TDecompChol & | operator= (const TDecompChol &source) |
Assignment operator. | |
void | Print (Option_t *opt="") const override |
Print 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 equations Ax=b assuming A has been factored by Cholesky. | |
Bool_t | Solve (TVectorD &b) override |
Solve equations Ax=b assuming A has been factored by Cholesky. | |
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 |
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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) |
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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 (the base implementation is no-op). | |
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, void *vp) |
Only called by placement new when throwing an exception. | |
void | operator delete[] (void *ptr) |
Operator delete []. | |
void | operator delete[] (void *ptr, void *vp) |
Only called by placement new[] when throwing an exception. | |
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 () |
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static TClass * | Class () |
static const char * | Class_Name () |
static constexpr Version_t | Class_Version () |
static const char * | DeclFileName () |
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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 |
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Int_t | Hager (Double_t &est, Int_t iter=5) |
void | ResetStatus () |
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virtual void | DoError (int level, const char *location, const char *fmt, va_list va) const |
Interface to ErrorHandler (protected). | |
void | MakeZombie () |
Protected Attributes | |
TMatrixD | fU |
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Int_t | fColLwb |
Double_t | fCondition |
Double_t | fDet1 |
Double_t | fDet2 |
Int_t | fRowLwb |
Double_t | fTol |
Additional Inherited Members | |
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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 )) } |
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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 )) } |
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enum | { kOnlyPrepStep = (1ULL << ( 3 )) } |
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static void | DiagProd (const TVectorD &diag, Double_t tol, Double_t &d1, Double_t &d2) |
#include <TDecompChol.h>
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inline |
Definition at line 34 of file TDecompChol.h.
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explicit |
Constructor for (nrows x nrows) matrix.
Definition at line 35 of file TDecompChol.cxx.
Constructor for ([row_lwb..row_upb] x [row_lwb..row_upb]) matrix.
Definition at line 43 of file TDecompChol.cxx.
TDecompChol::TDecompChol | ( | const TMatrixDSym & | a, |
Double_t | tol = 0.0 |
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) |
Constructor for symmetric matrix A . Matrix should be positive definite.
Definition at line 54 of file TDecompChol.cxx.
Constructor for general matrix A . Matrix should be symmetric positive definite.
Definition at line 73 of file TDecompChol.cxx.
TDecompChol::TDecompChol | ( | const TDecompChol & | another | ) |
Copy constructor.
Definition at line 97 of file TDecompChol.cxx.
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inlineoverride |
Definition at line 40 of file TDecompChol.h.
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static |
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inlinestaticconstexpr |
Definition at line 66 of file TDecompChol.h.
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inlinestatic |
Definition at line 66 of file TDecompChol.h.
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overridevirtual |
Matrix A is decomposed in component U so that A = U^T * U If the decomposition succeeds, bit kDecomposed is set , otherwise kSingular.
Implements TDecompBase.
Definition at line 106 of file TDecompChol.cxx.
Matrix determinant det = d1*TMath::Power(2.,d2) is square of diagProd of cholesky factor.
Reimplemented from TDecompBase.
Definition at line 323 of file TDecompChol.cxx.
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inlineoverrideprotectedvirtual |
Implements TDecompBase.
Definition at line 30 of file TDecompChol.h.
const TMatrixDSym TDecompChol::GetMatrix | ( | ) |
Reconstruct the original matrix using the decomposition parts.
Definition at line 160 of file TDecompChol.cxx.
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inlineoverridevirtual |
Implements TDecompBase.
Definition at line 44 of file TDecompChol.h.
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inlineoverridevirtual |
Implements TDecompBase.
Definition at line 43 of file TDecompChol.h.
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inline |
Definition at line 45 of file TDecompChol.h.
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inline |
Definition at line 60 of file TDecompChol.h.
TMatrixDSym TDecompChol::Invert | ( | Bool_t & | status | ) |
For a symmetric matrix A(m,m), its inverse A_inv(m,m) is returned .
Definition at line 364 of file TDecompChol.cxx.
Bool_t TDecompChol::Invert | ( | TMatrixDSym & | inv | ) |
For a symmetric matrix A(m,m), its inverse A_inv(m,m) is returned .
Definition at line 341 of file TDecompChol.cxx.
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inlineoverridevirtual |
Reimplemented from TDecompBase.
Definition at line 66 of file TDecompChol.h.
TDecompChol & TDecompChol::operator= | ( | const TDecompChol & | source | ) |
Assignment operator.
Definition at line 388 of file TDecompChol.cxx.
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overridevirtual |
Print class members .
Reimplemented from TDecompBase.
Definition at line 379 of file TDecompChol.cxx.
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virtual |
Set the matrix to be decomposed, decomposition status is reset.
Definition at line 179 of file TDecompChol.cxx.
Implements TDecompBase.
Definition at line 51 of file TDecompChol.h.
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overridevirtual |
Solve equations Ax=b assuming A has been factored by Cholesky.
The factor U is assumed to be in upper triang of fU. fTol is used to determine if diagonal element is zero. The solution is returned in b.
Implements TDecompBase.
Definition at line 261 of file TDecompChol.cxx.
Solve equations Ax=b assuming A has been factored by Cholesky.
The factor U is assumed to be in upper triang of fU. fTol is used to determine if diagonal element is zero. The solution is returned in b.
Implements TDecompBase.
Definition at line 203 of file TDecompChol.cxx.
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overridevirtual |
Stream an object of class TObject.
Reimplemented from TDecompBase.
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inline |
Definition at line 66 of file TDecompChol.h.
Implements TDecompBase.
Definition at line 54 of file TDecompChol.h.
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inlineoverridevirtual |
Implements TDecompBase.
Definition at line 55 of file TDecompChol.h.
Implements TDecompBase.
Definition at line 53 of file TDecompChol.h.
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protected |
Definition at line 28 of file TDecompChol.h.