00001 // @(#)root/matrix:$Id: TDecompBK.h 20882 2007-11-19 11:31:26Z rdm $ 00002 // Authors: Fons Rademakers, Eddy Offermann Sep 2004 00003 00004 /************************************************************************* 00005 * Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. * 00006 * All rights reserved. * 00007 * * 00008 * For the licensing terms see $ROOTSYS/LICENSE. * 00009 * For the list of contributors see $ROOTSYS/README/CREDITS. * 00010 *************************************************************************/ 00011 00012 #ifndef ROOT_TDecompBK 00013 #define ROOT_TDecompBK 00014 00015 /////////////////////////////////////////////////////////////////////////// 00016 // // 00017 // Bunch-Kaufman Decomposition class // 00018 // // 00019 /////////////////////////////////////////////////////////////////////////// 00020 00021 #ifndef ROOT_TDecompBase 00022 #include "TDecompBase.h" 00023 #endif 00024 #ifndef ROOT_TMatrixDSym 00025 #include "TMatrixDSym.h" 00026 #endif 00027 #ifndef ROOT_TVectorD 00028 #include "TVectorD.h" 00029 #endif 00030 00031 class TDecompBK : public TDecompBase 00032 { 00033 protected : 00034 00035 Int_t fNIpiv; // size of row permutation index 00036 Int_t *fIpiv; //[fNIpiv] row permutation index 00037 TMatrixD fU; // decomposed matrix so that a = u d u^T 00038 00039 virtual const TMatrixDBase &GetDecompMatrix() const { return fU; } 00040 00041 public : 00042 00043 TDecompBK(); 00044 explicit TDecompBK(Int_t nrows); 00045 TDecompBK(Int_t row_lwb,Int_t row_upb); 00046 TDecompBK(const TMatrixDSym &m,Double_t tol = 0.0); 00047 TDecompBK(const TDecompBK &another); 00048 virtual ~TDecompBK() {if (fIpiv) delete [] fIpiv; fIpiv = 0; } 00049 00050 virtual Int_t GetNrows () const { return fU.GetNrows(); } 00051 virtual Int_t GetNcols () const { return fU.GetNcols(); } 00052 const TMatrixD &GetU () { if ( !TestBit(kDecomposed) ) Decompose(); 00053 return fU; } 00054 00055 virtual void SetMatrix (const TMatrixDSym &a); 00056 00057 virtual Bool_t Decompose (); 00058 virtual Bool_t Solve ( TVectorD &b); 00059 virtual TVectorD Solve (const TVectorD& b,Bool_t &ok) { TVectorD x = b; ok = Solve(x); return x; } 00060 virtual Bool_t Solve ( TMatrixDColumn &b); 00061 virtual Bool_t TransSolve ( TVectorD &b) { return Solve(b); } 00062 virtual TVectorD TransSolve (const TVectorD& b,Bool_t &ok) { TVectorD x = b; ok = Solve(x); return x; } 00063 virtual Bool_t TransSolve ( TMatrixDColumn &b) { return Solve(b); } 00064 virtual void Det (Double_t &/*d1*/,Double_t &/*d2*/) 00065 { MayNotUse("Det(Double_t&,Double_t&)"); } 00066 00067 Bool_t Invert (TMatrixDSym &inv); 00068 TMatrixDSym Invert (Bool_t &status); 00069 TMatrixDSym Invert () { Bool_t status; return Invert(status); } 00070 00071 void Print(Option_t *opt ="") const; // *MENU* 00072 00073 TDecompBK &operator= (const TDecompBK &source); 00074 00075 ClassDef(TDecompBK,1) // Matrix Decomposition Bunch-Kaufman 00076 }; 00077 00078 #endif