// @(#)root/matrix:$Id$ // Authors: Fons Rademakers, Eddy Offermann Dec 2003 // Adapted by J Tseng (Feb 2018) from TDecompQRH. // Solve() for Ax=b is modified to zero the component // of x for which the diagonal element in R is small. // This allows a Levenberg-Marquardt optimization // to continue in many cases when the matrix is singular. // Licence notice for original TDecompQRH, on which SDecompQRH is based: /************************************************************************* * 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_SDecompQRH #define ROOT_SDecompQRH /////////////////////////////////////////////////////////////////////////// // // // QR Decomposition class // // // /////////////////////////////////////////////////////////////////////////// #ifndef ROOT_TDecompBase #include "TDecompBase.h" #endif namespace RAT { namespace Methods { class SDecompQRH : 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); virtual const TMatrixDBase &GetDecompMatrix() const { return fR; } public : enum {kWorkMax = 100}; // size of work array SDecompQRH() {} SDecompQRH(Int_t nrows,Int_t ncols); SDecompQRH(Int_t row_lwb,Int_t row_upb,Int_t col_lwb,Int_t col_upb); SDecompQRH(const TMatrixD &m,Double_t tol = 0.0); // be careful for slicing in operator= SDecompQRH(const SDecompQRH &another); virtual ~SDecompQRH() {} virtual Int_t GetNrows () const { return fQ.GetNrows(); } virtual Int_t GetNcols () const { 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; } 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); 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* SDecompQRH &operator= (const SDecompQRH &source); //ClassDef(SDecompQRH,1) // Matrix Decompositition QRH }; } //methods } //RAT #endif