// @(#)root/matrix:$Name: $:$Id: TDecompQRH.h,v 1.11 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_TDecompQRH
#define ROOT_TDecompQRH
///////////////////////////////////////////////////////////////////////////
// //
// QR Decomposition class //
// //
///////////////////////////////////////////////////////////////////////////
#ifndef ROOT_TDecompBase
#include "TDecompBase.h"
#endif
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);
virtual const TMatrixDBase &GetDecompMatrix() const { 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);
virtual ~TDecompQRH() {}
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);
void Invert (TMatrixD &inv);
TMatrixD Invert ();
void Print(Option_t *opt ="") const; // *MENU*
TDecompQRH &operator= (const TDecompQRH &source);
ClassDef(TDecompQRH,1) // Matrix Decompositition QRH
};
#endif
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