// @(#)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_TDecompQRH #define ROOT_TDecompQRH /////////////////////////////////////////////////////////////////////////// // // // QR Decomposition class // // // /////////////////////////////////////////////////////////////////////////// #include "TDecompBase.h" #include "Rtypes.h" class TDecompQRH : public TDecompBase { protected : // A = fQ fR H (m x n) matrix TMatrixD fQ; // (m x n) - orthogonal matrix TMatrixD fR; // (n x n) - upper triangular matrix TVectorD fUp; // (n) - vector with Householder up's TVectorD fW; // (n) - vector with Householder beta's static Bool_t QRH(TMatrixD &q,TVectorD &diagR,TVectorD &up,TVectorD &w,Double_t tol); const TMatrixDBase &GetDecompMatrix() const override { return fR; } public : enum {kWorkMax = 100}; // size of work array TDecompQRH() {} TDecompQRH(Int_t nrows,Int_t ncols); TDecompQRH(Int_t row_lwb,Int_t row_upb,Int_t col_lwb,Int_t col_upb); TDecompQRH(const TMatrixD &m,Double_t tol = 0.0); // be careful for slicing in operator= TDecompQRH(const TDecompQRH &another); ~TDecompQRH() override {} Int_t GetNrows () const override { return fQ.GetNrows(); } Int_t GetNcols () const override { return fQ.GetNcols(); } virtual const TMatrixD &GetQ () { if ( !TestBit(kDecomposed) ) Decompose(); return fQ; } virtual const TMatrixD &GetR () { if ( !TestBit(kDecomposed) ) Decompose(); return fR; } virtual const TVectorD &GetUp () { if ( !TestBit(kDecomposed) ) Decompose(); return fUp; } virtual const TVectorD &GetW () { if ( !TestBit(kDecomposed) ) Decompose(); return fW; } TMatrixD GetOrthogonalMatrix() const; const TMatrixD &GetTriangularMatrix() const { return fR; } virtual void SetMatrix(const TMatrixD &a); Bool_t Decompose () override; Bool_t Solve ( TVectorD &b) override; TVectorD Solve (const TVectorD& b,Bool_t &ok) override { TVectorD x = b; ok = Solve(x); return x; } Bool_t Solve ( TMatrixDColumn &b) override; Bool_t TransSolve ( TVectorD &b) override; TVectorD TransSolve (const TVectorD& b,Bool_t &ok) override { TVectorD x = b; ok = TransSolve(x); return x; } Bool_t TransSolve ( TMatrixDColumn &b) override; void Det (Double_t &d1,Double_t &d2) override; Bool_t Invert (TMatrixD &inv); TMatrixD Invert (Bool_t &status); TMatrixD Invert () { Bool_t status; return Invert(status); } void Print(Option_t *opt ="") const override; // *MENU* TDecompQRH &operator= (const TDecompQRH &source); ClassDefOverride(TDecompQRH,1) // Matrix Decompositition QRH }; #endif