TDecompChol

class TDecompChol : public TDecompBase

    protected:

      virtual const TMatrixDBase& GetDecompMatrix() const

    public:

                        TDecompChol()
                        TDecompChol(Int_t nrows)
                        TDecompChol(Int_t row_lwb, Int_t row_upb)
                        TDecompChol(const TMatrixDSym& a, Double_t tol = 0.0)
                        TDecompChol(const TMatrixD& a, Double_t tol = 0.0)
                        TDecompChol(const TDecompChol& another)
                virtual ~TDecompChol()
         static TClass* Class()
         virtual Bool_t Decompose()
           virtual void Det(Double_t& d1, Double_t& d2)
      const TMatrixDSym GetMatrix() const
          virtual Int_t GetNcols() const
          virtual Int_t GetNrows() const
        const TMatrixD& GetU() const
                   void Invert(TMatrixDSym& inv)
            TMatrixDSym Invert()
        virtual TClass* IsA() const
           TDecompChol& operator=(const TDecompChol& source)
           virtual void Print(Option_t* opt = "") const
           virtual void SetMatrix(const TMatrixDSym& a)
           virtual void ShowMembers(TMemberInspector& insp, char* parent)
         virtual Bool_t Solve(TVectorD& b)
       virtual TVectorD Solve(const TVectorD& b, Bool_t& ok)
         virtual Bool_t Solve(TMatrixDColumn& b)
           virtual void Streamer(TBuffer& b)
                   void StreamerNVirtual(TBuffer& b)
         virtual Bool_t TransSolve(TVectorD& b)
       virtual TVectorD TransSolve(const TVectorD& b, Bool_t& ok)
         virtual Bool_t TransSolve(TMatrixDColumn& b)

Data Members

    protected:

      TMatrixD fU  decomposed matrix fU so that a = fU^T fU

Class Description

                                                                       
 Cholesky Decomposition class                                          
                                                                       
 Decompose a symmetric, positive definite matrix A = U^T * U           
                                                                       
 where U is a upper triangular matrix                                  
                                                                       
 The decomposition fails if a diagonal element of fU is <= 0, the      
 matrix is not positive negative . The matrix fU is made invalid .     
                                                                       
 fU has the same index range as A .                                    
                                                                       

 Reconstruct the original matrix using the decomposition parts

 Solve equations Ax=b assuming A has been factored by Cholesky. The factor U is
 assumed to be in upper triang of fU. fTol is used to determine if diagonal
 element is zero. The solution is returned in b.

 determinant is square of diagProd of cholesky factor

 For a symmetric matrix A(m,m), its inverse A_inv(m,m) is returned .

 For a symmetric matrix A(m,m), its inverse A_inv(m,m) is returned .

Inline Functions

                       void ~TDecompChol()
        const TMatrixDBase& GetDecompMatrix() const
                TDecompChol TDecompChol(const TDecompChol& another)
                      Int_t GetNrows() const
                      Int_t GetNcols() const
            const TMatrixD& GetU() const
                     Bool_t Solve(TMatrixDColumn& b)
                     Bool_t TransSolve(TVectorD& b)
                   TVectorD TransSolve(const TVectorD& b, Bool_t& ok)
                     Bool_t TransSolve(TMatrixDColumn& b)
               TDecompChol& operator=(const TDecompChol& source)
                    TClass* Class()
                    TClass* IsA() const
                       void ShowMembers(TMemberInspector& insp, char* parent)
                       void Streamer(TBuffer& b)
                       void StreamerNVirtual(TBuffer& b)