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TDecompLU.h
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1 // @(#)root/matrix:$Id$
2 // Authors: Fons Rademakers, Eddy Offermann Dec 2003
3 
4 /*************************************************************************
5  * Copyright (C) 1995-2000, Rene Brun and Fons Rademakers. *
6  * All rights reserved. *
7  * *
8  * For the licensing terms see $ROOTSYS/LICENSE. *
9  * For the list of contributors see $ROOTSYS/README/CREDITS. *
10  *************************************************************************/
11 
12 #ifndef ROOT_TDecompLU
13 #define ROOT_TDecompLU
14 
15 ///////////////////////////////////////////////////////////////////////////
16 // //
17 // LU Decomposition class //
18 // //
19 ///////////////////////////////////////////////////////////////////////////
20 
21 #include "TDecompBase.h"
22 
23 class TDecompLU : public TDecompBase
24 {
25 protected :
26 
27  Int_t fImplicitPivot; // control to determine implicit row scale before
28  // deciding on the pivot (Crout method)
29  Int_t fNIndex; // size of row permutation index
30  Int_t *fIndex; //[fNIndex] row permutation index
31  Double_t fSign; // = +/- 1 reflecting even/odd row permutations, resp.
32  TMatrixD fLU; // decomposed matrix so that a = l u where
33  // l is stored lower left and u upper right side
34 
35  static Bool_t DecomposeLUCrout(TMatrixD &lu,Int_t *index,Double_t &sign,Double_t tol,Int_t &nrZeros);
36  static Bool_t DecomposeLUGauss(TMatrixD &lu,Int_t *index,Double_t &sign,Double_t tol,Int_t &nrZeros);
37 
38  virtual const TMatrixDBase &GetDecompMatrix() const { return fLU; }
39 
40 public :
41 
42  TDecompLU();
43  explicit TDecompLU(Int_t nrows);
44  TDecompLU(Int_t row_lwb,Int_t row_upb);
45  TDecompLU(const TMatrixD &m,Double_t tol = 0.0,Int_t implicit = 1);
46  TDecompLU(const TDecompLU &another);
47  virtual ~TDecompLU() {if (fIndex) delete [] fIndex; fIndex = 0; }
48 
49  const TMatrixD GetMatrix ();
50  virtual Int_t GetNrows () const { return fLU.GetNrows(); }
51  virtual Int_t GetNcols () const { return fLU.GetNcols(); }
52  const TMatrixD &GetLU () { if ( !TestBit(kDecomposed) ) Decompose();
53  return fLU; }
54 
55  virtual void SetMatrix (const TMatrixD &a);
56 
57  virtual Bool_t Decompose ();
58  virtual Bool_t Solve ( TVectorD &b);
59  virtual TVectorD Solve (const TVectorD& b,Bool_t &ok) { TVectorD x = b; ok = Solve(x); return x; }
60  virtual Bool_t Solve ( TMatrixDColumn &b);
61  virtual Bool_t TransSolve ( TVectorD &b);
62  virtual TVectorD TransSolve (const TVectorD& b,Bool_t &ok) { TVectorD x = b; ok = TransSolve(x); return x; }
63  virtual Bool_t TransSolve ( TMatrixDColumn &b);
64  virtual void Det (Double_t &d1,Double_t &d2);
65 
66  static Bool_t InvertLU (TMatrixD &a,Double_t tol,Double_t *det=0);
67  Bool_t Invert (TMatrixD &inv);
68  TMatrixD Invert (Bool_t &status);
69  TMatrixD Invert () { Bool_t status; return Invert(status); }
70 
71  void Print(Option_t *opt ="") const; // *MENU*
72 
73  TDecompLU &operator= (const TDecompLU &source);
74 
75  ClassDef(TDecompLU,1) // Matrix Decompositition LU
76 };
77 
78 #endif