// @(#)root/matrix:$Name: $:$Id: TMatrixUtils.cxx,v 1.1.1.1 2000/05/16 17:00:43 rdm Exp $
// Author: Fons Rademakers 05/11/97
/*************************************************************************
* 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. *
*************************************************************************/
//////////////////////////////////////////////////////////////////////////
// //
// Matrix utility classes. //
// //
// This file defines utility classes for the Linear Algebra Package. //
// The following classes are defined here: //
// TMatrixAction //
// TMatrixPosAction //
// TLazyMatrix //
// THaarMatrix //
// TMatrixRow //
// TMatrixColumn //
// TMatrixDiag //
// TMatrixPivoting //
// //
//////////////////////////////////////////////////////////////////////////
#include "TVector.h"
#include "TMatrix.h"
ClassImp(TLazyMatrix)
ClassImp(TMatrixRow)
ClassImp(TMatrixColumn)
ClassImp(TMatrixDiag)
//______________________________________________________________________________
void TMatrixRow::operator=(Real_t val)
{
// Assign val to every element of the matrix row.
if (!fMatrix->IsValid()) {
Error("operator=", "matrix not initialized");
return;
}
Real_t *rp = fPtr; // Row ptr
for ( ; rp < fPtr + fMatrix->fNelems; rp += fInc)
*rp = val;
}
//______________________________________________________________________________
void TMatrixRow::operator+=(Double_t val)
{
// Add val to every element of the matrix row.
if (!fMatrix->IsValid()) {
Error("operator+=", "matrix not initialized");
return;
}
Real_t *rp = fPtr; // Row ptr
for ( ; rp < fPtr + fMatrix->fNelems; rp += fInc)
*rp += val;
}
//______________________________________________________________________________
void TMatrixRow::operator*=(Double_t val)
{
// Multiply every element of the matrix row with val.
if (!fMatrix->IsValid()) {
Error("operator*=", "matrix not initialized");
return;
}
Real_t *rp = fPtr; // Row ptr
for ( ; rp < fPtr + fMatrix->fNelems; rp += fInc)
*rp *= val;
}
//______________________________________________________________________________
void TMatrixRow::operator=(const TVector &vec)
{
// Assign a vector to a matrix row. The vector is considered row-vector
// to allow the assignment in the strict sense.
if (!fMatrix->IsValid()) {
Error("operator=", "matrix not initialized");
return;
}
if (!vec.IsValid()) {
Error("operator=", "vector not initialized");
return;
}
if (fMatrix->fColLwb != vec.fRowLwb || fMatrix->fNcols != vec.fNrows) {
Error("operator=", "transposed vector cannot be assigned to a row of the matrix");
return;
}
Real_t *rp = fPtr; // Row ptr
Real_t *vp = vec.fElements; // Vector ptr
for ( ; rp < fPtr + fMatrix->fNelems; rp += fInc)
*rp = *vp++;
Assert(vp == vec.fElements + vec.fNrows);
}
//______________________________________________________________________________
void TMatrixRow::Streamer(TBuffer &R__b)
{
// Stream an object of class TMatrixRow.
UInt_t R__s, R__c;
if (R__b.IsReading()) {
R__b.ReadVersion(&R__s, &R__c);
TObject::Streamer(R__b);
R__b >> (TMatrix*&)fMatrix;
R__b >> fRowInd;
R__b >> fInc;
R__b.CheckByteCount(R__s, R__c, TMatrixRow::IsA());
fPtr = &(fMatrix->fIndex[0][fRowInd]);
} else {
R__c = R__b.WriteVersion(TMatrixRow::IsA(), kTRUE);
TObject::Streamer(R__b);
R__b << fMatrix;
R__b << fRowInd;
R__b << fInc;
R__b.SetByteCount(R__c, kTRUE);
}
}
//______________________________________________________________________________
void TMatrixColumn::operator=(Real_t val)
{
// Assign val to every element of the matrix column.
if (!fMatrix->IsValid()) {
Error("operator=", "matrix not initialized");
return;
}
Real_t *cp = fPtr; // Column ptr
while (cp < fPtr + fMatrix->fNrows)
*cp++ = val;
}
//______________________________________________________________________________
void TMatrixColumn::operator+=(Double_t val)
{
// Add val to every element of the matrix column.
if (!fMatrix->IsValid()) {
Error("operator+=", "matrix not initialized");
return;
}
Real_t *cp = fPtr; // Column ptr
while (cp < fPtr + fMatrix->fNrows)
*cp++ += val;
}
//______________________________________________________________________________
void TMatrixColumn::operator*=(Double_t val)
{
// Multiply every element of the matrix column with val.
if (!fMatrix->IsValid()) {
Error("operator*=", "matrix not initialized");
return;
}
Real_t *cp = fPtr; // Column ptr
while (cp < fPtr + fMatrix->fNrows)
*cp++ *= val;
}
//______________________________________________________________________________
void TMatrixColumn::operator=(const TVector &vec)
{
// Assign a vector to a matrix column.
if (!fMatrix->IsValid()) {
Error("operator=", "matrix not initialized");
return;
}
if (!vec.IsValid()) {
Error("operator=", "vector not initialized");
return;
}
if (fMatrix->fRowLwb != vec.fRowLwb || fMatrix->fNrows != vec.fNrows) {
Error("operator=", "vector cannot be assigned to a column of the matrix");
return;
}
Real_t *cp = fPtr; // Column ptr
Real_t *vp = vec.fElements; // Vector ptr
while (cp < fPtr + fMatrix->fNrows)
*cp++ = *vp++;
Assert(vp == vec.fElements + vec.fNrows);
}
//______________________________________________________________________________
void TMatrixColumn::Streamer(TBuffer &R__b)
{
// Stream an object of class TMatrixColumn.
UInt_t R__s, R__c;
if (R__b.IsReading()) {
R__b.ReadVersion(&R__s, &R__c);
TObject::Streamer(R__b);
R__b >> (TMatrix*&)fMatrix;
R__b >> fColInd;
R__b.CheckByteCount(R__s, R__c, TMatrixColumn::IsA());
fPtr = &(fMatrix->fIndex[fColInd][0]);
} else {
R__c = R__b.WriteVersion(TMatrixColumn::IsA(), kTRUE);
TObject::Streamer(R__b);
R__b << fMatrix;
R__b << fColInd;
R__b.SetByteCount(R__c, kTRUE);
}
}
//______________________________________________________________________________
void TMatrixDiag::operator=(Real_t val)
{
// Assign val to every element of the matrix diagonal.
if (!fMatrix->IsValid()) {
Error("operator=", "matrix not initialized");
return;
}
Real_t *dp = fPtr; // Diag ptr
Int_t i;
for (i = 0; i < fNdiag; i++, dp += fInc)
*dp = val;
}
//______________________________________________________________________________
void TMatrixDiag::operator+=(Double_t val)
{
// Assign val to every element of the matrix diagonal.
if (!fMatrix->IsValid()) {
Error("operator+=", "matrix not initialized");
return;
}
Real_t *dp = fPtr; // Diag ptr
Int_t i;
for (i = 0; i < fNdiag; i++, dp += fInc)
*dp += val;
}
//______________________________________________________________________________
void TMatrixDiag::operator*=(Double_t val)
{
// Multiply every element of the matrix diagonal with val.
if (!fMatrix->IsValid()) {
Error("operator*=", "matrix not initialized");
return;
}
Real_t *dp = fPtr; // Diag ptr
Int_t i;
for (i = 0; i < fNdiag; i++, dp += fInc)
*dp *= val;
}
//______________________________________________________________________________
void TMatrixDiag::operator=(const TVector &vec)
{
// Assign a vector to the matrix diagonal.
if (!fMatrix->IsValid()) {
Error("operator=", "matrix not initialized");
return;
}
if (!vec.IsValid()) {
Error("operator=", "vector not initialized");
return;
}
if (fNdiag != vec.fNrows) {
Error("operator=", "vector cannot be assigned to the matrix diagonal");
return;
}
Real_t *dp = fPtr; // Diag ptr
Real_t *vp = vec.fElements; // Vector ptr
for ( ; vp < vec.fElements + vec.fNrows; dp += fInc)
*dp = *vp++;
Assert(dp < fPtr + fMatrix->fNelems + fInc);
}
//______________________________________________________________________________
void TMatrixDiag::Streamer(TBuffer &R__b)
{
// Stream an object of class TMatrixDiag.
UInt_t R__s, R__c;
if (R__b.IsReading()) {
R__b.ReadVersion(&R__s, &R__c);
TObject::Streamer(R__b);
R__b >> (TMatrix*&)fMatrix;
R__b >> fInc;
R__b >> fNdiag;
R__b.CheckByteCount(R__s, R__c, TMatrixDiag::IsA());
fPtr = &(fMatrix->fElements[0]);
} else {
R__c = R__b.WriteVersion(TMatrixDiag::IsA(), kTRUE);
TObject::Streamer(R__b);
R__b << fMatrix;
R__b << fInc;
R__b << fNdiag;
R__b.SetByteCount(R__c, kTRUE);
}
}
//______________________________________________________________________________
TMatrixPivoting::TMatrixPivoting(const TMatrix &m)
: TMatrix(m), fRowIndex(new Index_t[fNrows]), fPivotRow(0), fPivotCol(0)
{
Assert(fRowIndex != 0);
Index_t rp = fElements; // Fill in the row_index
for (Index_t *rip = fRowIndex; rip < fRowIndex+fNrows; )
*rip++ = rp++;
}
//______________________________________________________________________________
TMatrixPivoting::~TMatrixPivoting()
{
delete [] fRowIndex;
}
//______________________________________________________________________________
void TMatrixPivoting::PickUpPivot()
{
// Pick up a pivot, an element with the largest abs value from yet
// not-pivoted rows and cols
Real_t max_elem = -1; // Abs value of the largest element
Index_t *prpp = 0; // Position of the pivot in fRowIndex
Index_t *pcpp = 0; // Position of the pivot in fIndex
Int_t col_odd = 0; // Parity of the current column
for (Index_t *cpp = fIndex; cpp < fIndex + fNcols; cpp++) {
const Real_t *cp = *cpp; // Column pointer for the curr col
if (cp == 0) // skip over already pivoted col
continue;
Int_t row_odd = 0; // Parity of the current row
for (Index_t *rip = fRowIndex; rip < fRowIndex + fNrows; rip++, cp++)
if (*rip) { // only if the row hasn't been pivoted
const Real_t v = *cp;
if (TMath::Abs(v) > max_elem) {
max_elem = TMath::Abs(v); // Note the local max of col elements
fPivotValue = v;
prpp = rip;
pcpp = cpp;
fPivotOdd = row_odd ^ col_odd;
}
row_odd ^= 1; // Toggle parity for the next row
}
col_odd ^= 1;
}
if (max_elem < 0 || prpp == 0 || pcpp == 0)
Error("PickUpPivot", "all the rows and columns have been already pivoted and eliminated");
fPivotRow = *prpp, *prpp = 0;
fPivotCol = *pcpp, *pcpp = 0;
}
//______________________________________________________________________________
Double_t TMatrixPivoting::PivotingAndElimination()
{
// Perform pivoting and gaussian elemination, return the pivot value
// times pivot parity. The procedure places zeros to the fPivotRow of
// all not yet pivoted columns. A[i,j] -= A[i,pivot_col]/pivot*A[pivot_row,j]
PickUpPivot();
if (fPivotValue == 0)
return 0;
Assert(fPivotRow != 0 && fPivotCol != 0);
Real_t *pcp; // Pivot column pointer
const Index_t *rip; // Current ptr in row_index
// Divide the pivoted column by pivot
for (pcp = fPivotCol, rip = fRowIndex; rip < fRowIndex+fNrows; pcp++, rip++)
if (*rip) // Skip already pivoted rows
*pcp /= fPivotValue;
// Eliminate all the elements from the pivot_row in all not pivoted columns
const Real_t *prp = fPivotRow;
for (const Index_t *cpp = fIndex; cpp < fIndex + fNcols; cpp++, prp += fNrows) {
Real_t *cp = *cpp; // A[*,j]
if (cp == 0) // skip over already pivoted col
continue;
const Double_t fac = *prp; // fac = A[pivot_row,j]
// Do elimination stepping over pivoted rows
for (pcp = fPivotCol, rip = fRowIndex; rip < fRowIndex+fNrows; pcp++, cp++, rip++)
if (*rip)
*cp -= *pcp * fac;
}
return fPivotOdd ? -fPivotValue : fPivotValue;
}
//______________________________________________________________________________
void MakeHaarMatrix(TMatrix &m)
{
// Create an orthonormal (2^n)*(no_cols) Haar (sub)matrix, whose columns
// are Haar functions. If no_cols is 0, create the complete matrix with
// 2^n columns. Example, the complete Haar matrix of the second order is:
// column 1: [ 1 1 1 1]/2
// column 2: [ 1 1 -1 -1]/2
// column 3: [ 1 -1 0 0]/sqrt(2)
// column 4: [ 0 0 1 -1]/sqrt(2)
// Matrix m is assumed to be zero originally.
if (!m.IsValid()) {
Error("MakeHaarMatrix", "matrix not initialized");
return;
}
if (m.fNcols > m.fNrows || m.fNcols <= 0) {
Error("MakeHaarMatrix", "matrix not right shape");
return;
}
Real_t *cp = m.fElements;
Real_t *m_end = m.fElements + (m.fNrows*m.fNcols);
Int_t i;
Double_t norm_factor = 1/TMath::Sqrt((Double_t)m.fNrows);
// First column is always 1 (up to normalization)
for ( i = 0; i < m.fNrows; i++)
*cp++ = norm_factor;
// The other functions are kind of steps: stretch of 1 followed by the
// equally long stretch of -1. The functions can be grouped in families
// according to their order (step size), differing only in the location
// of the step
Int_t step_length = m.fNrows/2;
while (cp < m_end && step_length > 0) {
for (Int_t step_position = 0; cp < m_end && step_position < m.fNrows;
step_position += 2*step_length, cp += m.fNrows) {
Real_t *ccp = cp + step_position;
for (i = 0; i < step_length; i++)
*ccp++ = norm_factor;
for (i = 0; i < step_length; i++)
*ccp++ = -norm_factor;
}
step_length /= 2;
norm_factor *= TMath::Sqrt(2.0);
}
Assert(step_length != 0 || cp == m_end);
Assert(m.fNrows != m.fNcols || step_length == 0);
}
//______________________________________________________________________________
THaarMatrix::THaarMatrix(Int_t order, Int_t no_cols)
: TLazyMatrix(1<<order, no_cols == 0 ? 1<<order : no_cols)
{
Assert(order > 0 && no_cols >= 0);
}
//______________________________________________________________________________
void THaarMatrix::FillIn(TMatrix &m) const
{
MakeHaarMatrix(m);
}
#ifdef R__HPUX
//______________________________________________________________________________
// These functions should be inline
//______________________________________________________________________________
TMatrixRow::TMatrixRow(const TMatrix &matrix, Int_t row)
: fMatrix(&matrix), fInc(matrix.fNrows)
{
if (!matrix.IsValid()) {
Error("TMatrixRow", "matrix is not initialized");
return;
}
fRowInd = row - matrix.fRowLwb;
if (fRowInd >= matrix.fNrows || fRowInd < 0) {
Error("TMatrixRow", "row #%d is not within the matrix", row);
return;
}
fPtr = &(matrix.fIndex[0][fRowInd]);
}
const Real_t &TMatrixRow::operator()(Int_t i) const
{
// Get hold of the i-th row's element.
static Real_t err;
err = 0.0;
if (!fMatrix->IsValid()) {
Error("operator()", "matrix is not initialized");
return err;
}
Int_t acoln = i-fMatrix->fColLwb; // Effective index
if (acoln >= fMatrix->fNcols || acoln < 0) {
Error("operator()", "TMatrixRow index %d is out of row boundaries [%d,%d]",
i, fMatrix->fColLwb, fMatrix->fNcols+fMatrix->fColLwb-1);
return err;
}
return fMatrix->fIndex[acoln][fPtr-fMatrix->fElements];
}
Real_t &TMatrixRow::operator()(Int_t i)
{
return (Real_t&)((*(const TMatrixRow *)this)(i));
}
TMatrixColumn::TMatrixColumn(const TMatrix &matrix, Int_t col)
: fMatrix(&matrix)
{
if (!matrix.IsValid()) {
Error("TMatrixColumn", "matrix is not initialized");
return;
}
fColInd = col - matrix.fColLwb;
if (fColInd >= matrix.fNcols || fColInd < 0) {
Error("TMatrixColumn", "column #%d is not within the matrix", col);
return;
}
fPtr = &(matrix.fIndex[fColInd][0]);
}
const Real_t &TMatrixColumn::operator()(Int_t i) const
{
// Access the i-th element of the column
static Real_t err;
err = 0.0;
if (!fMatrix->IsValid()) {
Error("operator()", "matrix is not initialized");
return err;
}
Int_t arown = i-fMatrix->fRowLwb; // Effective indices
if (arown >= fMatrix->fNrows || arown < 0) {
Error("operator()", "TMatrixColumn index %d is out of column boundaries [%d,%d]",
i, fMatrix->fRowLwb, fMatrix->fNrows+fMatrix->fRowLwb-1);
return err;
}
return fPtr[arown];
}
Real_t &TMatrixColumn::operator()(Int_t i)
{
return (Real_t&)((*(const TMatrixColumn *)this)(i));
}
TMatrixDiag::TMatrixDiag(const TMatrix &matrix)
: fMatrix(&matrix), fInc(matrix.fNrows+1),
fNdiag(TMath::Min(matrix.fNrows, matrix.fNcols))
{
if (!matrix.IsValid()) {
Error("TMatrixDiag", "matrix is not initialized");
return;
}
fPtr = &(matrix.fElements[0]);
}
const Real_t &TMatrixDiag::operator()(Int_t i) const
{
// Get hold of the i-th diag element (indexing always starts at 0,
// regardless of matrix' col_lwb and row_lwb)
static Real_t err;
err = 0.0;
if (!fMatrix->IsValid()) {
Error("operator()", "matrix is not initialized");
return err;
}
if (i > fNdiag || i < 1) {
Error("TMatrixDiag", "TMatrixDiag index %d is out of diag boundaries [1,%d]",
i, fNdiag);
return err;
}
return fMatrix->fIndex[i-1][i-1];
}
Real_t &TMatrixDiag::operator()(Int_t i)
{
return (Real_t&)((*(const TMatrixDiag *)this)(i));
}
#endif
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