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geant4/source/error_propagation/include/G4ErrorMatrix.hh
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Gabriele Cosmo 6399a014b6 Import Geant4 11.0.0.beta source tree
2021-06-25 16:12:29 +02:00

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//
// ********************************************************************
// * License and Disclaimer *
// * *
// * The Geant4 software is copyright of the Copyright Holders of *
// * the Geant4 Collaboration. It is provided under the terms and *
// * conditions of the Geant4 Software License, included in the file *
// * LICENSE and available at http://cern.ch/geant4/license . These *
// * include a list of copyright holders. *
// * *
// * Neither the authors of this software system, nor their employing *
// * institutes,nor the agencies providing financial support for this *
// * work make any representation or warranty, express or implied, *
// * regarding this software system or assume any liability for its *
// * use. Please see the license in the file LICENSE and URL above *
// * for the full disclaimer and the limitation of liability. *
// * *
// * This code implementation is the result of the scientific and *
// * technical work of the GEANT4 collaboration. *
// * By using, copying, modifying or distributing the software (or *
// * any work based on the software) you agree to acknowledge its *
// * use in resulting scientific publications, and indicate your *
// * acceptance of all terms of the Geant4 Software license. *
// ********************************************************************
//
//
// Class Description:
//
// Simplified version of CLHEP HepMatrix class
// History:
// - Imported from CLHEP and modified: P. Arce May 2007
// --------------------------------------------------------------------
#ifndef G4ErrorMatrix_hh
#define G4ErrorMatrix_hh
#include <vector>
#include "G4Types.hh"
class G4ErrorSymMatrix;
typedef std::vector<G4double>::iterator G4ErrorMatrixIter;
typedef std::vector<G4double>::const_iterator G4ErrorMatrixConstIter;
class G4ErrorMatrix
{
public: // with description
G4ErrorMatrix();
// Default constructor. Gives 0 x 0 matrix.
// Another G4ErrorMatrix can be assigned to it.
G4ErrorMatrix(G4int p, G4int q);
// Constructor. Gives an unitialized p x q matrix.
G4ErrorMatrix(G4int p, G4int q, G4int i);
// Constructor. Gives an initialized p x q matrix.
// If i=0, it is initialized to all 0. If i=1, the diagonal elements
// are set to 1.0.
G4ErrorMatrix(const G4ErrorMatrix& m1);
G4ErrorMatrix(G4ErrorMatrix&&) = default;
// Copy and move constructor.
G4ErrorMatrix(const G4ErrorSymMatrix& m1);
// Constructors from G4ErrorSymG4ErrorMatrix, DiagG4ErrorMatrix and Vector.
virtual ~G4ErrorMatrix();
// Destructor.
inline virtual G4int num_row() const;
// Returns the number of rows.
inline virtual G4int num_col() const;
// Returns the number of columns.
inline virtual const G4double& operator()(G4int row, G4int col) const;
inline virtual G4double& operator()(G4int row, G4int col);
// Read or write a matrix element.
// ** Note that the indexing starts from (1,1). **
G4ErrorMatrix& operator*=(G4double t);
// Multiply a G4ErrorMatrix by a floating number.
G4ErrorMatrix& operator/=(G4double t);
// Divide a G4ErrorMatrix by a floating number.
G4ErrorMatrix& operator+=(const G4ErrorMatrix& m2);
G4ErrorMatrix& operator+=(const G4ErrorSymMatrix& m2);
G4ErrorMatrix& operator-=(const G4ErrorMatrix& m2);
G4ErrorMatrix& operator-=(const G4ErrorSymMatrix& m2);
// Add or subtract a G4ErrorMatrix.
// When adding/subtracting Vector, G4ErrorMatrix must have num_col of one.
G4ErrorMatrix& operator=(const G4ErrorMatrix& m2);
G4ErrorMatrix& operator=(const G4ErrorSymMatrix& m2);
G4ErrorMatrix& operator=(G4ErrorMatrix&&) = default;
// Assignment and move operators.
G4ErrorMatrix operator-() const;
// unary minus, ie. flip the sign of each element.
G4ErrorMatrix apply(G4double (*f)(G4double, G4int, G4int)) const;
// Apply a function to all elements of the matrix.
G4ErrorMatrix T() const;
// Returns the transpose of a G4ErrorMatrix.
G4ErrorMatrix sub(G4int min_row, G4int max_row, G4int min_col,
G4int max_col) const;
// Returns a sub matrix of a G4ErrorMatrix.
// WARNING: rows and columns are numbered from 1
void sub(G4int row, G4int col, const G4ErrorMatrix& m1);
// Sub matrix of this G4ErrorMatrix is replaced with m1.
// WARNING: rows and columns are numbered from 1
inline G4ErrorMatrix inverse(G4int& ierr) const;
// Invert a G4ErrorMatrix. G4ErrorMatrix must be square and is not changed.
// Returns ierr = 0 (zero) when successful, otherwise non-zero.
virtual void invert(G4int& ierr);
// Invert a G4ErrorMatrix. G4ErrorMatrix must be square.
// N.B. the contents of the matrix are replaced by the inverse.
// Returns ierr = 0 (zero) when successful, otherwise non-zero.
// This method has less overhead then inverse().
G4double determinant() const;
// calculate the determinant of the matrix.
G4double trace() const;
// calculate the trace of the matrix (sum of diagonal elements).
class G4ErrorMatrix_row
{
typedef std::vector<G4double>::const_iterator G4ErrorMatrixConstIter;
public:
inline G4ErrorMatrix_row(G4ErrorMatrix&, G4int);
G4double& operator[](G4int);
private:
G4ErrorMatrix& _a;
G4int _r;
};
class G4ErrorMatrix_row_const
{
public:
inline G4ErrorMatrix_row_const(const G4ErrorMatrix&, G4int);
const G4double& operator[](G4int) const;
private:
const G4ErrorMatrix& _a;
G4int _r;
};
// helper classes for implementing m[i][j]
inline G4ErrorMatrix_row operator[](G4int);
inline const G4ErrorMatrix_row_const operator[](G4int) const;
// Read or write a matrix element.
// While it may not look like it, you simply do m[i][j] to get an element.
// ** Note that the indexing starts from [0][0]. **
protected:
virtual inline G4int num_size() const;
virtual void invertHaywood4(G4int& ierr);
virtual void invertHaywood5(G4int& ierr);
virtual void invertHaywood6(G4int& ierr);
public:
static void error(const char* s);
private:
friend class G4ErrorMatrix_row;
friend class G4ErrorMatrix_row_const;
friend class G4ErrorSymMatrix;
// Friend classes.
friend G4ErrorMatrix operator+(const G4ErrorMatrix& m1,
const G4ErrorMatrix& m2);
friend G4ErrorMatrix operator-(const G4ErrorMatrix& m1,
const G4ErrorMatrix& m2);
friend G4ErrorMatrix operator*(const G4ErrorMatrix& m1,
const G4ErrorMatrix& m2);
friend G4ErrorMatrix operator*(const G4ErrorMatrix& m1,
const G4ErrorSymMatrix& m2);
friend G4ErrorMatrix operator*(const G4ErrorSymMatrix& m1,
const G4ErrorMatrix& m2);
friend G4ErrorMatrix operator*(const G4ErrorSymMatrix& m1,
const G4ErrorSymMatrix& m2);
// Multiply a G4ErrorMatrix by a G4ErrorMatrix or Vector.
// solve the system of linear eq
friend G4ErrorMatrix qr_solve(G4ErrorMatrix*, const G4ErrorMatrix& b);
friend void tridiagonal(G4ErrorSymMatrix* a, G4ErrorMatrix* hsm);
friend void row_house(G4ErrorMatrix*, const G4ErrorMatrix&, G4double, G4int,
G4int, G4int, G4int);
friend void back_solve(const G4ErrorMatrix& R, G4ErrorMatrix* b);
friend void col_givens(G4ErrorMatrix* A, G4double c, G4double s, G4int k1,
G4int k2, G4int rowmin, G4int rowmax);
// Does a column Givens update.
friend void row_givens(G4ErrorMatrix* A, G4double c, G4double s, G4int k1,
G4int k2, G4int colmin, G4int colmax);
friend void col_house(G4ErrorMatrix*, const G4ErrorMatrix&, G4double, G4int,
G4int, G4int, G4int);
friend void house_with_update(G4ErrorMatrix* a, G4int row, G4int col);
friend void house_with_update(G4ErrorMatrix* a, G4ErrorMatrix* v, G4int row,
G4int col);
friend void house_with_update2(G4ErrorSymMatrix* a, G4ErrorMatrix* v,
G4int row, G4int col);
G4int dfact_matrix(G4double& det, G4int* ir);
// factorize the matrix. If successful, the return code is 0. On
// return, det is the determinant and ir[] is row-interchange
// matrix. See CERNLIB's DFACT routine.
G4int dfinv_matrix(G4int* ir);
// invert the matrix. See CERNLIB DFINV.
std::vector<G4double> m;
G4int nrow, ncol;
G4int size;
};
// Operations other than member functions for G4ErrorMatrix
G4ErrorMatrix operator*(const G4ErrorMatrix& m1, const G4ErrorMatrix& m2);
G4ErrorMatrix operator*(G4double t, const G4ErrorMatrix& m1);
G4ErrorMatrix operator*(const G4ErrorMatrix& m1, G4double t);
// Multiplication operators
// Note that m *= m1 is always faster than m = m * m1.
G4ErrorMatrix operator/(const G4ErrorMatrix& m1, G4double t);
// m = m1 / t. (m /= t is faster if you can use it.)
G4ErrorMatrix operator+(const G4ErrorMatrix& m1, const G4ErrorMatrix& m2);
// m = m1 + m2;
// Note that m += m1 is always faster than m = m + m1.
G4ErrorMatrix operator-(const G4ErrorMatrix& m1, const G4ErrorMatrix& m2);
// m = m1 - m2;
// Note that m -= m1 is always faster than m = m - m1.
G4ErrorMatrix dsum(const G4ErrorMatrix&, const G4ErrorMatrix&);
// Direct sum of two matrices. The direct sum of A and B is the matrix
// A 0
// 0 B
std::ostream& operator<<(std::ostream& s, const G4ErrorMatrix& q);
// Read in, write out G4ErrorMatrix into a stream.
//
// Specialized linear algebra functions
//
G4ErrorMatrix qr_solve(const G4ErrorMatrix& A, const G4ErrorMatrix& b);
G4ErrorMatrix qr_solve(G4ErrorMatrix* A, const G4ErrorMatrix& b);
// Works like backsolve, except matrix does not need to be upper
// triangular. For nonsquare matrix, it solves in the least square sense.
G4ErrorMatrix qr_inverse(const G4ErrorMatrix& A);
G4ErrorMatrix qr_inverse(G4ErrorMatrix* A);
// Finds the inverse of a matrix using QR decomposition. Note, often what
// you really want is solve or backsolve, they can be much quicker than
// inverse in many calculations.
void qr_decomp(G4ErrorMatrix* A, G4ErrorMatrix* hsm);
G4ErrorMatrix qr_decomp(G4ErrorMatrix* A);
// Does a QR decomposition of a matrix.
void back_solve(const G4ErrorMatrix& R, G4ErrorMatrix* b);
// Solves R*x = b where R is upper triangular. Also has a variation that
// solves a number of equations of this form in one step, where b is a matrix
// with each column a different vector. See also solve.
void col_house(G4ErrorMatrix* a, const G4ErrorMatrix& v, G4double vnormsq,
G4int row, G4int col, G4int row_start, G4int col_start);
void col_house(G4ErrorMatrix* a, const G4ErrorMatrix& v, G4int row, G4int col,
G4int row_start, G4int col_start);
// Does a column Householder update.
void col_givens(G4ErrorMatrix* A, G4double c, G4double s, G4int k1, G4int k2,
G4int row_min = 1, G4int row_max = 0);
// do a column Givens update
void row_givens(G4ErrorMatrix* A, G4double c, G4double s, G4int k1, G4int k2,
G4int col_min = 1, G4int col_max = 0);
// do a row Givens update
// void givens(G4double a, G4double b, G4double *c, G4double *s);
// algorithm 5.1.5 in Golub and Van Loan
// Returns a Householder vector to zero elements.
void house_with_update(G4ErrorMatrix* a, G4int row = 1, G4int col = 1);
void house_with_update(G4ErrorMatrix* a, G4ErrorMatrix* v, G4int row = 1,
G4int col = 1);
// Finds and does Householder reflection on matrix.
void row_house(G4ErrorMatrix* a, const G4ErrorMatrix& v, G4double vnormsq,
G4int row, G4int col, G4int row_start, G4int col_start);
void row_house(G4ErrorMatrix* a, const G4ErrorMatrix& v, G4int row, G4int col,
G4int row_start, G4int col_start);
// Does a row Householder update.
#include "G4ErrorMatrix.icc"
#endif
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