Hello Eddy
Great. It has many essential functions
http://root.cern.ch/root/htmldoc/TCL.html
lacks of.
A few questions.
Why did you use TArrayD? What is the advantage.
It seems to me the regular 'double" here works better and the code must
work much faster.
May be you could merge TCL class with yours. It would be more simple for the
potential end-users dealing with a single "package".
With my best regards
Valery
----- Original Message -----
From: Eddy Offermann <eddy@rentec.com>
To: <roottalk@pcroot.cern.ch>
Subject: [ROOT] matrix inversion class; comments please
> Dear Root-ers,
>
> Maybe some interesting addition to ROOT. I have written a collection
> of matrix inversion routines, ranging from pseudo-inverse,
> inverse through LU decomposition to inversion of a pos-def matrix.
>
> The pseudo-inverse is calculated through a single-value decomposition.
> These routines can also be used to minimize linearized problems with/without
> constrains.
>
> However, the implementation/interface is maybe not optimal.
> Following considerations flowed in:
>
> - The TMatrix class is extremely nice but very well "protected".
> It is hard to get data in and out. Unless you have a TMatrix object it is hard
> to perform an inversion. That is why I did not install these routines into
> Tmatrix
>
> - I thought that the easiest way was to exchange data through array's and chose
> for TArrayD.
>
> - Like in TMath, I use TInverse as a kind of namespace.
>
> - are these routines general enough to warrant installation into ROOT or maybe
> people should use other (public domain) libraries. On the other hand, these
> are nicely integrated into ROOT ...
>
> - Single value decomposition will be a useful concept for optimizing less
> well defined problems (e.g. due to lack of data). Also boundary conditions can
> be added quite elegantly.
>
> I have added a small program solve.C to create a little stand-alone test program
> comparing a linear fit with the traditional normal equations with single-
> value decomposition.
>
>
> The Makefile will need a bit of work it is just a straight copy from the way
> things are done at Renaissance.
>
> Anyhow, please have a look at it and sent me your comments.
>
> Best Regards Eddy
>
>
> Attached file is a compressed tar-file of:
>
> Makefile
> TInverse.C
> TInverse.h
> TInverse_LinkDef.h
> solve.C
>
>
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