| [815] | 1 | //
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| 2 | // ********************************************************************
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| 3 | // * License and Disclaimer *
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| 4 | // * *
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| 5 | // * The Geant4 software is copyright of the Copyright Holders of *
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| 6 | // * the Geant4 Collaboration. It is provided under the terms and *
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| 7 | // * conditions of the Geant4 Software License, included in the file *
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| 8 | // * LICENSE and available at http://cern.ch/geant4/license . These *
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| 9 | // * include a list of copyright holders. *
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| 10 | // * *
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| 11 | // * Neither the authors of this software system, nor their employing *
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| 12 | // * institutes,nor the agencies providing financial support for this *
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| 13 | // * work make any representation or warranty, express or implied, *
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| 14 | // * regarding this software system or assume any liability for its *
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| 15 | // * use. Please see the license in the file LICENSE and URL above *
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| 16 | // * for the full disclaimer and the limitation of liability. *
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| 17 | // * *
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| 18 | // * This code implementation is the result of the scientific and *
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| 19 | // * technical work of the GEANT4 collaboration. *
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| 20 | // * By using, copying, modifying or distributing the software (or *
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| 21 | // * any work based on the software) you agree to acknowledge its *
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| 22 | // * use in resulting scientific publications, and indicate your *
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| 23 | // * acceptance of all terms of the Geant4 Software license. *
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| 24 | // ********************************************************************
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| 25 | //
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| 26 | // $Id: G4ErrorMatrix.hh,v 1.2 2007/06/01 12:43:28 gcosmo Exp $
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| 27 | // GEANT4 tag $Name: $
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| 28 | //
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| 29 | // Class Description:
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| 30 | //
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| 31 | // Simplified version of CLHEP HepMatrix class
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| 32 |
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| 33 | // History:
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| 34 | // - Imported from CLHEP and modified: P. Arce May 2007
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| 35 | // --------------------------------------------------------------------
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| 36 |
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| 37 | #ifndef G4ErrorMatrix_hh
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| 38 | #define G4ErrorMatrix_hh
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| 39 |
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| 40 | #include <vector>
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| 41 |
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| 42 | class G4ErrorSymMatrix;
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| 43 |
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| 44 | typedef std::vector<G4double >::iterator G4ErrorMatrixIter;
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| 45 | typedef std::vector<G4double >::const_iterator G4ErrorMatrixConstIter;
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| 46 |
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| 47 | class G4ErrorMatrix
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| 48 | {
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| 49 |
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| 50 | public: // with description
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| 51 |
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| 52 | G4ErrorMatrix();
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| 53 | // Default constructor. Gives 0 x 0 matrix.
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| 54 | // Another G4ErrorMatrix can be assigned to it.
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| 55 |
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| 56 | G4ErrorMatrix(G4int p, G4int q);
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| 57 | // Constructor. Gives an unitialized p x q matrix.
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| 58 |
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| 59 | G4ErrorMatrix(G4int p, G4int q, G4int i);
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| 60 | // Constructor. Gives an initialized p x q matrix.
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| 61 | // If i=0, it is initialized to all 0. If i=1, the diagonal elements
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| 62 | // are set to 1.0.
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| 63 |
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| 64 | G4ErrorMatrix(const G4ErrorMatrix &m1);
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| 65 | // Copy constructor.
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| 66 |
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| 67 | G4ErrorMatrix(const G4ErrorSymMatrix &m1);
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| 68 | // Constructors from G4ErrorSymG4ErrorMatrix, DiagG4ErrorMatrix and Vector.
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| 69 |
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| 70 | virtual ~G4ErrorMatrix();
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| 71 | // Destructor.
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| 72 |
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| 73 | inline virtual G4int num_row() const;
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| 74 | // Returns the number of rows.
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| 75 |
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| 76 | inline virtual G4int num_col() const;
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| 77 | // Returns the number of columns.
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| 78 |
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| 79 | inline virtual const G4double & operator()(G4int row, G4int col) const;
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| 80 | inline virtual G4double & operator()(G4int row, G4int col);
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| 81 | // Read or write a matrix element.
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| 82 | // ** Note that the indexing starts from (1,1). **
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| 83 |
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| 84 | G4ErrorMatrix & operator *= (G4double t);
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| 85 | // Multiply a G4ErrorMatrix by a floating number.
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| 86 |
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| 87 | G4ErrorMatrix & operator /= (G4double t);
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| 88 | // Divide a G4ErrorMatrix by a floating number.
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| 89 |
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| 90 | G4ErrorMatrix & operator += ( const G4ErrorMatrix &m2);
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| 91 | G4ErrorMatrix & operator += ( const G4ErrorSymMatrix &m2);
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| 92 | G4ErrorMatrix & operator -= ( const G4ErrorMatrix &m2);
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| 93 | G4ErrorMatrix & operator -= ( const G4ErrorSymMatrix &m2);
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| 94 | // Add or subtract a G4ErrorMatrix.
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| 95 | // When adding/subtracting Vector, G4ErrorMatrix must have num_col of one.
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| 96 |
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| 97 | G4ErrorMatrix & operator = ( const G4ErrorMatrix &m2);
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| 98 | G4ErrorMatrix & operator = ( const G4ErrorSymMatrix &m2);
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| 99 | // Assignment operators.
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| 100 |
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| 101 | G4ErrorMatrix operator- () const;
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| 102 | // unary minus, ie. flip the sign of each element.
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| 103 |
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| 104 | G4ErrorMatrix apply(G4double (*f)(G4double, G4int, G4int)) const;
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| 105 | // Apply a function to all elements of the matrix.
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| 106 |
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| 107 | G4ErrorMatrix T() const;
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| 108 | // Returns the transpose of a G4ErrorMatrix.
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| 109 |
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| 110 | G4ErrorMatrix sub(G4int min_row, G4int max_row,
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| 111 | G4int min_col, G4int max_col) const;
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| 112 | // Returns a sub matrix of a G4ErrorMatrix.
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| 113 | // WARNING: rows and columns are numbered from 1
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| 114 |
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| 115 | void sub(G4int row, G4int col, const G4ErrorMatrix &m1);
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| 116 | // Sub matrix of this G4ErrorMatrix is replaced with m1.
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| 117 | // WARNING: rows and columns are numbered from 1
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| 118 |
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| 119 | inline G4ErrorMatrix inverse(G4int& ierr) const;
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| 120 | // Invert a G4ErrorMatrix. G4ErrorMatrix must be square and is not changed.
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| 121 | // Returns ierr = 0 (zero) when successful, otherwise non-zero.
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| 122 |
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| 123 | virtual void invert(G4int& ierr);
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| 124 | // Invert a G4ErrorMatrix. G4ErrorMatrix must be square.
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| 125 | // N.B. the contents of the matrix are replaced by the inverse.
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| 126 | // Returns ierr = 0 (zero) when successful, otherwise non-zero.
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| 127 | // This method has less overhead then inverse().
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| 128 |
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| 129 | G4double determinant() const;
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| 130 | // calculate the determinant of the matrix.
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| 131 |
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| 132 | G4double trace() const;
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| 133 | // calculate the trace of the matrix (sum of diagonal elements).
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| 134 |
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| 135 | class G4ErrorMatrix_row
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| 136 | {
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| 137 | typedef std::vector<G4double >::const_iterator G4ErrorMatrixConstIter;
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| 138 | public:
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| 139 | inline G4ErrorMatrix_row(G4ErrorMatrix&,G4int);
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| 140 | G4double & operator[](G4int);
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| 141 | private:
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| 142 | G4ErrorMatrix& _a;
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| 143 | G4int _r;
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| 144 | };
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| 145 | class G4ErrorMatrix_row_const
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| 146 | {
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| 147 | public:
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| 148 | inline G4ErrorMatrix_row_const (const G4ErrorMatrix&,G4int);
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| 149 | const G4double & operator[](G4int) const;
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| 150 | private:
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| 151 | const G4ErrorMatrix& _a;
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| 152 | G4int _r;
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| 153 | };
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| 154 | // helper classes for implementing m[i][j]
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| 155 |
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| 156 | inline G4ErrorMatrix_row operator[] (G4int);
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| 157 | inline const G4ErrorMatrix_row_const operator[] (G4int) const;
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| 158 | // Read or write a matrix element.
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| 159 | // While it may not look like it, you simply do m[i][j] to get an element.
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| 160 | // ** Note that the indexing starts from [0][0]. **
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| 161 |
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| 162 | protected:
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| 163 |
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| 164 | virtual inline G4int num_size() const;
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| 165 | virtual void invertHaywood4(G4int& ierr);
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| 166 | virtual void invertHaywood5(G4int& ierr);
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| 167 | virtual void invertHaywood6(G4int& ierr);
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| 168 |
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| 169 | public:
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| 170 |
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| 171 | static void error(const char *s);
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| 172 |
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| 173 | private:
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| 174 |
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| 175 | friend class G4ErrorMatrix_row;
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| 176 | friend class G4ErrorMatrix_row_const;
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| 177 | friend class G4ErrorSymMatrix;
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| 178 | // Friend classes.
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| 179 |
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| 180 | friend G4ErrorMatrix operator+(const G4ErrorMatrix &m1,
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| 181 | const G4ErrorMatrix &m2);
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| 182 | friend G4ErrorMatrix operator-(const G4ErrorMatrix &m1,
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| 183 | const G4ErrorMatrix &m2);
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| 184 | friend G4ErrorMatrix operator*(const G4ErrorMatrix &m1,
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| 185 | const G4ErrorMatrix &m2);
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| 186 | friend G4ErrorMatrix operator*(const G4ErrorMatrix &m1,
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| 187 | const G4ErrorSymMatrix &m2);
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| 188 | friend G4ErrorMatrix operator*(const G4ErrorSymMatrix &m1,
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| 189 | const G4ErrorMatrix &m2);
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| 190 | friend G4ErrorMatrix operator*(const G4ErrorSymMatrix &m1,
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| 191 | const G4ErrorSymMatrix &m2);
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| 192 | // Multiply a G4ErrorMatrix by a G4ErrorMatrix or Vector.
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| 193 |
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| 194 | // solve the system of linear eq
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| 195 |
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| 196 | friend G4ErrorMatrix qr_solve(G4ErrorMatrix *, const G4ErrorMatrix &b);
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| 197 | friend void tridiagonal(G4ErrorSymMatrix *a,G4ErrorMatrix *hsm);
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| 198 | friend void row_house(G4ErrorMatrix *,const G4ErrorMatrix &, G4double,
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| 199 | G4int, G4int, G4int, G4int);
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| 200 | friend void back_solve(const G4ErrorMatrix &R, G4ErrorMatrix *b);
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| 201 | friend void col_givens(G4ErrorMatrix *A, G4double c,
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| 202 | G4double s, G4int k1, G4int k2,
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| 203 | G4int rowmin, G4int rowmax);
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| 204 | // Does a column Givens update.
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| 205 |
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| 206 | friend void row_givens(G4ErrorMatrix *A, G4double c,
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| 207 | G4double s, G4int k1, G4int k2,
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| 208 | G4int colmin, G4int colmax);
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| 209 | friend void col_house(G4ErrorMatrix *,const G4ErrorMatrix &, G4double,
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| 210 | G4int, G4int, G4int, G4int);
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| 211 | friend void house_with_update(G4ErrorMatrix *a,G4int row,G4int col);
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| 212 | friend void house_with_update(G4ErrorMatrix *a,G4ErrorMatrix *v,
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| 213 | G4int row, G4int col);
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| 214 | friend void house_with_update2(G4ErrorSymMatrix *a,G4ErrorMatrix *v,
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| 215 | G4int row, G4int col);
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| 216 |
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| 217 | G4int dfact_matrix(G4double &det, G4int *ir);
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| 218 | // factorize the matrix. If successful, the return code is 0. On
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| 219 | // return, det is the determinant and ir[] is row-interchange
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| 220 | // matrix. See CERNLIB's DFACT routine.
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| 221 |
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| 222 | G4int dfinv_matrix(G4int *ir);
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| 223 | // invert the matrix. See CERNLIB DFINV.
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| 224 |
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| 225 | std::vector<G4double > m;
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| 226 |
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| 227 | G4int nrow, ncol;
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| 228 | G4int size;
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| 229 | };
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| 230 |
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| 231 | // Operations other than member functions for G4ErrorMatrix
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| 232 |
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| 233 | G4ErrorMatrix operator*(const G4ErrorMatrix &m1, const G4ErrorMatrix &m2);
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| 234 | G4ErrorMatrix operator*(G4double t, const G4ErrorMatrix &m1);
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| 235 | G4ErrorMatrix operator*(const G4ErrorMatrix &m1, G4double t);
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| 236 | // Multiplication operators
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| 237 | // Note that m *= m1 is always faster than m = m * m1.
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| 238 |
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| 239 | G4ErrorMatrix operator/(const G4ErrorMatrix &m1, G4double t);
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| 240 | // m = m1 / t. (m /= t is faster if you can use it.)
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| 241 |
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| 242 | G4ErrorMatrix operator+(const G4ErrorMatrix &m1, const G4ErrorMatrix &m2);
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| 243 | // m = m1 + m2;
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| 244 | // Note that m += m1 is always faster than m = m + m1.
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| 245 |
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| 246 | G4ErrorMatrix operator-(const G4ErrorMatrix &m1, const G4ErrorMatrix &m2);
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| 247 | // m = m1 - m2;
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| 248 | // Note that m -= m1 is always faster than m = m - m1.
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| 249 |
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| 250 | G4ErrorMatrix dsum(const G4ErrorMatrix&, const G4ErrorMatrix&);
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| 251 | // Direct sum of two matrices. The direct sum of A and B is the matrix
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| 252 | // A 0
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| 253 | // 0 B
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| 254 |
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| 255 | std::ostream& operator<<(std::ostream &s, const G4ErrorMatrix &q);
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| 256 | // Read in, write out G4ErrorMatrix into a stream.
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| 257 |
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| 258 | //
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| 259 | // Specialized linear algebra functions
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| 260 | //
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| 261 |
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| 262 | G4ErrorMatrix qr_solve(const G4ErrorMatrix &A, const G4ErrorMatrix &b);
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| 263 | G4ErrorMatrix qr_solve(G4ErrorMatrix *A, const G4ErrorMatrix &b);
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| 264 | // Works like backsolve, except matrix does not need to be upper
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| 265 | // triangular. For nonsquare matrix, it solves in the least square sense.
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| 266 |
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| 267 | G4ErrorMatrix qr_inverse(const G4ErrorMatrix &A);
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| 268 | G4ErrorMatrix qr_inverse(G4ErrorMatrix *A);
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| 269 | // Finds the inverse of a matrix using QR decomposition. Note, often what
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| 270 | // you really want is solve or backsolve, they can be much quicker than
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| 271 | // inverse in many calculations.
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| 272 |
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| 273 |
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| 274 | void qr_decomp(G4ErrorMatrix *A, G4ErrorMatrix *hsm);
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| 275 | G4ErrorMatrix qr_decomp(G4ErrorMatrix *A);
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| 276 | // Does a QR decomposition of a matrix.
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| 277 |
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| 278 | void back_solve(const G4ErrorMatrix &R, G4ErrorMatrix *b);
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| 279 | // Solves R*x = b where R is upper triangular. Also has a variation that
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| 280 | // solves a number of equations of this form in one step, where b is a matrix
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| 281 | // with each column a different vector. See also solve.
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| 282 |
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| 283 | void col_house(G4ErrorMatrix *a, const G4ErrorMatrix &v, G4double vnormsq,
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| 284 | G4int row, G4int col, G4int row_start, G4int col_start);
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| 285 | void col_house(G4ErrorMatrix *a, const G4ErrorMatrix &v, G4int row, G4int col,
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| 286 | G4int row_start, G4int col_start);
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| 287 | // Does a column Householder update.
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| 288 |
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| 289 | void col_givens(G4ErrorMatrix *A, G4double c, G4double s,
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| 290 | G4int k1, G4int k2, G4int row_min=1, G4int row_max=0);
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| 291 | // do a column Givens update
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| 292 |
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| 293 | void row_givens(G4ErrorMatrix *A, G4double c, G4double s,
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| 294 | G4int k1, G4int k2, G4int col_min=1, G4int col_max=0);
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| 295 | // do a row Givens update
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| 296 |
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| 297 | void givens(G4double a, G4double b, G4double *c, G4double *s);
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| 298 | // algorithm 5.1.5 in Golub and Van Loan
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| 299 |
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| 300 | // Returns a Householder vector to zero elements.
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| 301 |
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| 302 | void house_with_update(G4ErrorMatrix *a, G4int row=1, G4int col=1);
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| 303 | void house_with_update(G4ErrorMatrix *a, G4ErrorMatrix *v,
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| 304 | G4int row=1, G4int col=1);
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| 305 | // Finds and does Householder reflection on matrix.
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| 306 |
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| 307 | void row_house(G4ErrorMatrix *a, const G4ErrorMatrix &v, G4double vnormsq,
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| 308 | G4int row, G4int col, G4int row_start, G4int col_start);
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| 309 | void row_house(G4ErrorMatrix *a, const G4ErrorMatrix &v, G4int row, G4int col,
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| 310 | G4int row_start, G4int col_start);
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| 311 | // Does a row Householder update.
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| 312 |
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| 313 | #include "G4ErrorMatrix.icc"
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| 314 |
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| 315 | #endif
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