// @(#)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_TDecompLU #define ROOT_TDecompLU /////////////////////////////////////////////////////////////////////////// // // // LU Decomposition class // // // /////////////////////////////////////////////////////////////////////////// #ifndef ROOT_TDecompBase #include "TDecompBase.h" #endif class TDecompLU : public TDecompBase { protected : Int_t fImplicitPivot; // control to determine implicit row scale before // deciding on the pivot (Crout method) Int_t fNIndex; // size of row permutation index Int_t *fIndex; //[fNIndex] row permutation index Double_t fSign; // = +/- 1 reflecting even/odd row permutations, resp. TMatrixD fLU; // decomposed matrix so that a = l u where // l is stored lower left and u upper right side static Bool_t DecomposeLUCrout(TMatrixD &lu,Int_t *index,Double_t &sign,Double_t tol,Int_t &nrZeros); static Bool_t DecomposeLUGauss(TMatrixD &lu,Int_t *index,Double_t &sign,Double_t tol,Int_t &nrZeros); virtual const TMatrixDBase &GetDecompMatrix() const { return fLU; } public : TDecompLU(); explicit TDecompLU(Int_t nrows); TDecompLU(Int_t row_lwb,Int_t row_upb); TDecompLU(const TMatrixD &m,Double_t tol = 0.0,Int_t implicit = 1); TDecompLU(const TDecompLU &another); virtual ~TDecompLU() {if (fIndex) delete [] fIndex; fIndex = 0; } const TMatrixD GetMatrix (); virtual Int_t GetNrows () const { return fLU.GetNrows(); } virtual Int_t GetNcols () const { return fLU.GetNcols(); } const TMatrixD &GetLU () { if ( !TestBit(kDecomposed) ) Decompose(); return fLU; } virtual void SetMatrix (const TMatrixD &a); virtual Bool_t Decompose (); virtual Bool_t Solve ( TVectorD &b); virtual TVectorD Solve (const TVectorD& b,Bool_t &ok) { TVectorD x = b; ok = Solve(x); return x; } virtual Bool_t Solve ( TMatrixDColumn &b); virtual Bool_t TransSolve ( TVectorD &b); virtual TVectorD TransSolve (const TVectorD& b,Bool_t &ok) { TVectorD x = b; ok = TransSolve(x); return x; } virtual Bool_t TransSolve ( TMatrixDColumn &b); virtual void Det (Double_t &d1,Double_t &d2); static Bool_t InvertLU (TMatrixD &a,Double_t tol,Double_t *det=0); Bool_t Invert (TMatrixD &inv); TMatrixD Invert (Bool_t &status); TMatrixD Invert () { Bool_t status; return Invert(status); } void Print(Option_t *opt ="") const; // *MENU* TDecompLU &operator= (const TDecompLU &source); ClassDef(TDecompLU,1) // Matrix Decompositition LU }; #endif