// @(#)root/matrix:$Id$ // Authors: Fons Rademakers, Eddy Offermann Dec 2003 /************************************************************************* * Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. * * All rights reserved. * * * * For the licensing terms see $ROOTSYS/LICENSE. * * For the list of contributors see $ROOTSYS/README/CREDITS. * *************************************************************************/ #ifndef ROOT_TDecompBase #define ROOT_TDecompBase /////////////////////////////////////////////////////////////////////////// // // // Decomposition Base class // // // // This class forms the base for all the decompositions methods in the // // linear algebra package . // // // /////////////////////////////////////////////////////////////////////////// #include #ifndef ROOT_TMatrixD #include "TMatrixD.h" #endif #ifndef ROOT_TMatrixDUtils #include "TMatrixDUtils.h" #endif #ifndef ROOT_TVectorD #include "TVectorD.h" #endif class TDecompBase : public TObject { protected : Double_t fTol; // sqrt(epsilon); epsilon is smallest number number so that 1+epsilon > 1 Double_t fDet1; // determinant mantissa Double_t fDet2; // determinant exponent for powers of 2 Double_t fCondition; // matrix condition number Int_t fRowLwb; // Row lower bound of decomposed matrix Int_t fColLwb; // Column lower bound of decomposed matrix void ResetStatus() { for (Int_t i = 14; i < 22; i++) ResetBit(BIT(i)); } Int_t Hager (Double_t& est,Int_t iter=5); static void DiagProd (const TVectorD &diag,Double_t tol,Double_t &d1,Double_t &d2); virtual const TMatrixDBase &GetDecompMatrix() const = 0; enum EMatrixDecompStat { kInit = BIT(14), kPatternSet = BIT(15), kValuesSet = BIT(16), kMatrixSet = BIT(17), kDecomposed = BIT(18), kDetermined = BIT(19), kCondition = BIT(20), kSingular = BIT(21) }; enum {kWorkMax = 100}; // size of work array's in several routines public : TDecompBase(); TDecompBase(const TDecompBase &another); virtual ~TDecompBase() {}; inline Double_t GetTol () const { return fTol; } inline Double_t GetDet1 () const { return fDet1; } inline Double_t GetDet2 () const { return fDet2; } inline Double_t GetCondition () const { return fCondition; } virtual Int_t GetNrows () const = 0; virtual Int_t GetNcols () const = 0; Int_t GetRowLwb () const { return fRowLwb; } Int_t GetColLwb () const { return fColLwb; } inline Double_t SetTol (Double_t tol); virtual Double_t Condition (); virtual void Det (Double_t &d1,Double_t &d2); virtual Bool_t Decompose () = 0; virtual Bool_t Solve ( TVectorD &b) = 0; virtual TVectorD Solve (const TVectorD& b,Bool_t &ok) = 0; virtual Bool_t Solve ( TMatrixDColumn& b) = 0; virtual Bool_t TransSolve ( TVectorD &b) = 0; virtual TVectorD TransSolve (const TVectorD &b,Bool_t &ok) = 0; virtual Bool_t TransSolve ( TMatrixDColumn& b) = 0; virtual Bool_t MultiSolve (TMatrixD &B); void Print(Option_t *opt="") const; TDecompBase &operator= (const TDecompBase &source); ClassDef(TDecompBase,2) // Matrix Decomposition Base }; Double_t TDecompBase::SetTol(Double_t newTol) { const Double_t oldTol = fTol; if (newTol >= 0.0) fTol = newTol; return oldTol; } Bool_t DefHouseHolder (const TVectorD &vc,Int_t lp,Int_t l,Double_t &up,Double_t &b,Double_t tol=0.0); void ApplyHouseHolder(const TVectorD &vc,Double_t up,Double_t b,Int_t lp,Int_t l,TMatrixDRow &cr); void ApplyHouseHolder(const TVectorD &vc,Double_t up,Double_t b,Int_t lp,Int_t l,TMatrixDColumn &cc); void ApplyHouseHolder(const TVectorD &vc,Double_t up,Double_t b,Int_t lp,Int_t l,TVectorD &cv); void DefGivens ( Double_t v1,Double_t v2,Double_t &c,Double_t &s); void DefAplGivens ( Double_t &v1,Double_t &v2,Double_t &c,Double_t &s); void ApplyGivens ( Double_t &z1,Double_t &z2,Double_t c,Double_t s); #endif