CholeskyDecomp.h File Reference

#include <cmath>
#include <vector>
#include <algorithm>

Include dependency graph for CholeskyDecomp.h:

This graph shows which files directly or indirectly include this file:

Classes
struct	ROOT::Math::CholeskyDecompHelpers::_decomposer< F, N, M >
	struct to do a Cholesky decomposition More...
struct	ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 0, M >
	struct to do a Cholesky decomposition (specialized, N = 0) More...
struct	ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 1, M >
	struct to do a Cholesky decomposition (specialized, N = 1) More...
struct	ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 2, M >
	struct to do a Cholesky decomposition (specialized, N = 2) More...
struct	ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 3, M >
	struct to do a Cholesky decomposition (specialized, N = 3) More...
struct	ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 4, M >
	struct to do a Cholesky decomposition (specialized, N = 4) More...
struct	ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 5, M >
	struct to do a Cholesky decomposition (specialized, N = 5) More...
struct	ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 6, M >
	struct to do a Cholesky decomposition (specialized, N = 6) More...
struct	ROOT::Math::CholeskyDecompHelpers::_decomposerGenDim< F, M >
	struct to do a Cholesky decomposition (general dimensionality) More...
struct	ROOT::Math::CholeskyDecompHelpers::_inverter< F, N, M >
	struct to obtain the inverse from a Cholesky decomposition More...
struct	ROOT::Math::CholeskyDecompHelpers::_inverter< F, 0, M >
	struct to obtain the inverse from a Cholesky decomposition (N = 0) More...
struct	ROOT::Math::CholeskyDecompHelpers::_inverter< F, 1, M >
	struct to obtain the inverse from a Cholesky decomposition (N = 1) More...
struct	ROOT::Math::CholeskyDecompHelpers::_inverter< F, 2, M >
	struct to obtain the inverse from a Cholesky decomposition (N = 2) More...
struct	ROOT::Math::CholeskyDecompHelpers::_inverter< F, 3, M >
	struct to obtain the inverse from a Cholesky decomposition (N = 3) More...
struct	ROOT::Math::CholeskyDecompHelpers::_inverter< F, 4, M >
	struct to obtain the inverse from a Cholesky decomposition (N = 4) More...
struct	ROOT::Math::CholeskyDecompHelpers::_inverter< F, 5, M >
	struct to obtain the inverse from a Cholesky decomposition (N = 5) More...
struct	ROOT::Math::CholeskyDecompHelpers::_inverter< F, 6, M >
	struct to obtain the inverse from a Cholesky decomposition (N = 6) More...
struct	ROOT::Math::CholeskyDecompHelpers::_inverterGenDim< F, M >
	struct to obtain the inverse from a Cholesky decomposition (general dimensionality) More...
struct	ROOT::Math::CholeskyDecompHelpers::_solver< F, N, V >
	struct to solve a linear system using its Cholesky decomposition More...
struct	ROOT::Math::CholeskyDecompHelpers::_solver< F, 0, V >
	struct to solve a linear system using its Cholesky decomposition (N=0) More...
struct	ROOT::Math::CholeskyDecompHelpers::_solver< F, 1, V >
	struct to solve a linear system using its Cholesky decomposition (N=1) More...
struct	ROOT::Math::CholeskyDecompHelpers::_solver< F, 2, V >
	struct to solve a linear system using its Cholesky decomposition (N=2) More...
struct	ROOT::Math::CholeskyDecompHelpers::_solver< F, 3, V >
	struct to solve a linear system using its Cholesky decomposition (N=3) More...
struct	ROOT::Math::CholeskyDecompHelpers::_solver< F, 4, V >
	struct to solve a linear system using its Cholesky decomposition (N=4) More...
struct	ROOT::Math::CholeskyDecompHelpers::_solver< F, 5, V >
	struct to solve a linear system using its Cholesky decomposition (N=5) More...
struct	ROOT::Math::CholeskyDecompHelpers::_solver< F, 6, V >
	struct to solve a linear system using its Cholesky decomposition (N=6) More...
struct	ROOT::Math::CholeskyDecompHelpers::_solverGenDim< F, V >
	struct to solve a linear system using its Cholesky decomposition (generalised dimensionality) More...
class	ROOT::Math::CholeskyDecomp< F, N >
	class to compute the Cholesky decomposition of a matrix More...
class	ROOT::Math::CholeskyDecompGenDim< F >
	class to compute the Cholesky decomposition of a matrix More...
class	ROOT::Math::CholeskyDecompHelpers::PackedArrayAdapter< G >
	adapter for packed arrays (to SMatrix indexing conventions) More...

Namespaces
namespace	ROOT
	tbb::task_arena is an alias of tbb::interface7::task_arena, which doesn't allow to forward declare tbb::task_arena without forward declaring tbb::interface7
namespace	ROOT::Math
namespace	ROOT::Math::CholeskyDecompHelpers
	helpers for CholeskyDecomp

Detailed Description

header file containing the templated implementation of matrix inversion routines for use with ROOT's SMatrix classes (symmetric positive definite case)

Author

Manuel Schiller

Date

Aug 29 2008 initial release inside LHCb

May 7 2009 factored code to provide a nice Cholesky decomposition class, along with separate methods for solving a single linear system and to obtain the inverse matrix from the decomposition

July 15th 2013 provide a version of that class which works if the dimension of the problem is only known at run time

September 30th 2013 provide routines to access the result of the decomposition L and its inverse

January 20th 2024 CholeskyDecompGenDim allowed copying and moving, but did not provide copy and move constructors or assignment operators, resulting in incorrect code and potential memory corruption, if somebody tried to copy/move a CholeskyDecompGenDim instance. Since we're in a C++17 world now, use the excellent movable std::vector<F> to get rid of explicit memory management in CholeskyDecompGenDim, and thus provide correct code for copy/move construction and assignment. Moreover, the provided releaseWorkspace method allows reuse of the allocated vector inside a CholeskyDecompGenDim to reduce the cost of repeated matrix decomposition.

Definition in file CholeskyDecomp.h.