// @(#)root/matrix:$Name: $:$Id: TDecompLU.h,v 1.14 2004/10/16 18:09:16 brun Exp $
// 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);
void Invert (TMatrixD &inv);
TMatrixD Invert ();
void Print(Option_t *opt ="") const; // *MENU*
TDecompLU &operator= (const TDecompLU &source);
ClassDef(TDecompLU,1) // Matrix Decompositition LU
};
#endif
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