CholeskyDecomp.h File Reference

#include <cmath>
#include <algorithm>

Go to the source code of this file.

Namespaces
namespace	ROOT
namespace	ROOT::Math
namespace	ROOT::Math::CholeskyDecompHelpers
Classes
class	ROOT::Math::CholeskyDecomp< F, N >
	class to compute the Cholesky decomposition of a matrix More...
class	ROOT::Math::CholeskyDecomp< F, N >::PackedArrayAdapter< G >
	adapter for packed arrays (to SMatrix indexing conventions) More...
struct	ROOT::Math::CholeskyDecompHelpers::_decomposer< F, N, M >
	struct to do a Cholesky decomposition More...
struct	ROOT::Math::CholeskyDecompHelpers::_inverter< F, N, M >
	struct to obtain the inverse from a Cholesky decomposition More...
struct	ROOT::Math::CholeskyDecompHelpers::_solver< F, N, V >
	struct to solve a linear system using its Cholesky decomposition More...
struct	ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 6, M >
	struct to do a Cholesky decomposition (specialized, N = 6) More...
struct	ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 5, M >
	struct to do a Cholesky decomposition (specialized, N = 5) More...
struct	ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 4, M >
	struct to do a Cholesky decomposition (specialized, N = 4) More...
struct	ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 3, M >
	struct to do a Cholesky decomposition (specialized, N = 3) More...
struct	ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 2, M >
	struct to do a Cholesky decomposition (specialized, N = 2) More...
struct	ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 1, M >
	struct to do a Cholesky decomposition (specialized, N = 1) More...
struct	ROOT::Math::CholeskyDecompHelpers::_decomposer< F, 0, M >
	struct to do a Cholesky decomposition (specialized, N = 0) More...
struct	ROOT::Math::CholeskyDecompHelpers::_inverter< F, 6, M >
	struct to obtain the inverse from a Cholesky decomposition (N = 6) More...
struct	ROOT::Math::CholeskyDecompHelpers::_inverter< F, 5, M >
	struct to obtain the inverse from a Cholesky decomposition (N = 5) More...
struct	ROOT::Math::CholeskyDecompHelpers::_inverter< F, 4, M >
	struct to obtain the inverse from a Cholesky decomposition (N = 4) More...
struct	ROOT::Math::CholeskyDecompHelpers::_inverter< F, 3, M >
	struct to obtain the inverse from a Cholesky decomposition (N = 3) More...
struct	ROOT::Math::CholeskyDecompHelpers::_inverter< F, 2, M >
	struct to obtain the inverse from a Cholesky decomposition (N = 2) More...
struct	ROOT::Math::CholeskyDecompHelpers::_inverter< F, 1, M >
	struct to obtain the inverse from a Cholesky decomposition (N = 1) More...
struct	ROOT::Math::CholeskyDecompHelpers::_inverter< F, 0, M >
	struct to obtain the inverse from a Cholesky decomposition (N = 0) More...
struct	ROOT::Math::CholeskyDecompHelpers::_solver< F, 6, V >
	struct to solve a linear system using its Cholesky decomposition (N=6) More...
struct	ROOT::Math::CholeskyDecompHelpers::_solver< F, 5, V >
	struct to solve a linear system using its Cholesky decomposition (N=5) More...
struct	ROOT::Math::CholeskyDecompHelpers::_solver< F, 4, V >
	struct to solve a linear system using its Cholesky decomposition (N=4) More...
struct	ROOT::Math::CholeskyDecompHelpers::_solver< F, 3, V >
	struct to solve a linear system using its Cholesky decomposition (N=3) More...
struct	ROOT::Math::CholeskyDecompHelpers::_solver< F, 2, V >
	struct to solve a linear system using its Cholesky decomposition (N=2) More...
struct	ROOT::Math::CholeskyDecompHelpers::_solver< F, 1, V >
	struct to solve a linear system using its Cholesky decomposition (N=1) More...
struct	ROOT::Math::CholeskyDecompHelpers::_solver< F, 0, V >
	struct to solve a linear system using its Cholesky decomposition (N=0) More...

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Detailed Description

header file containing the templated implementation of matrix inversion routines for use with ROOT's SMatrix classes (symmetric positive definite case)

Author:

Manuel Schiller

Date:

Aug 29 2008 initial release inside LHCb

May 7 2009 factored code to provide a nice Cholesky decomposition class, along with separate methods for solving a single linear system and to obtain the inverse matrix from the decomposition

Definition in file CholeskyDecomp.h.

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