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geant4/source/error_propagation/include/G4ErrorSymMatrix.hh
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2016-06-09 17:01:34 +02:00

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//
// ********************************************************************
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// * *
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// * This code implementation is the result of the scientific and *
// * technical work of the GEANT4 collaboration. *
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//
// $Id$
//
// Class Description:
//
// Simplified version of CLHEP HepSymMatrix class.
// History:
// - Imported from CLHEP and modified: P. Arce May 2007
// --------------------------------------------------------------------
#ifndef G4ErrorSymMatrix_hh
#define G4ErrorSymMatrix_hh
#include <vector>
class G4ErrorMatrix;
class G4ErrorSymMatrix
{
public: //with description
inline G4ErrorSymMatrix();
// Default constructor. Gives 0x0 symmetric matrix.
// Another G4ErrorSymMatrix can be assigned to it.
explicit G4ErrorSymMatrix(G4int p);
G4ErrorSymMatrix(G4int p, G4int);
// Constructor. Gives p x p symmetric matrix.
// With a second argument, the matrix is initialized. 0 means a zero
// matrix, 1 means the identity matrix.
G4ErrorSymMatrix(const G4ErrorSymMatrix &m1);
// Copy constructor.
// Constructor from DiagMatrix
virtual ~G4ErrorSymMatrix();
// Destructor.
inline G4int num_row() const;
inline G4int num_col() const;
// Returns number of rows/columns.
const G4double & operator()(G4int row, G4int col) const;
G4double & operator()(G4int row, G4int col);
// Read and write a G4ErrorSymMatrix element.
// ** Note that indexing starts from (1,1). **
const G4double & fast(G4int row, G4int col) const;
G4double & fast(G4int row, G4int col);
// fast element access.
// Must be row>=col;
// ** Note that indexing starts from (1,1). **
void assign(const G4ErrorMatrix &m2);
// Assigns m2 to s, assuming m2 is a symmetric matrix.
void assign(const G4ErrorSymMatrix &m2);
// Another form of assignment. For consistency.
G4ErrorSymMatrix & operator*=(G4double t);
// Multiply a G4ErrorSymMatrix by a floating number.
G4ErrorSymMatrix & operator/=(G4double t);
// Divide a G4ErrorSymMatrix by a floating number.
G4ErrorSymMatrix & operator+=( const G4ErrorSymMatrix &m2);
G4ErrorSymMatrix & operator-=( const G4ErrorSymMatrix &m2);
// Add or subtract a G4ErrorSymMatrix.
G4ErrorSymMatrix & operator=( const G4ErrorSymMatrix &m2);
// Assignment operators. Notice that there is no G4ErrorSymMatrix = Matrix.
G4ErrorSymMatrix operator- () const;
// unary minus, ie. flip the sign of each element.
G4ErrorSymMatrix T() const;
// Returns the transpose of a G4ErrorSymMatrix (which is itself).
G4ErrorSymMatrix apply(G4double (*f)(G4double, G4int, G4int)) const;
// Apply a function to all elements of the matrix.
G4ErrorSymMatrix similarity(const G4ErrorMatrix &m1) const;
G4ErrorSymMatrix similarity(const G4ErrorSymMatrix &m1) const;
// Returns m1*s*m1.T().
G4ErrorSymMatrix similarityT(const G4ErrorMatrix &m1) const;
// temporary. test of new similarity.
// Returns m1.T()*s*m1.
G4ErrorSymMatrix sub(G4int min_row, G4int max_row) const;
// Returns a sub matrix of a G4ErrorSymMatrix.
void sub(G4int row, const G4ErrorSymMatrix &m1);
// Sub matrix of this G4ErrorSymMatrix is replaced with m1.
G4ErrorSymMatrix sub(G4int min_row, G4int max_row);
// SGI CC bug. I have to have both with/without const. I should not need
// one without const.
inline G4ErrorSymMatrix inverse(G4int &ifail) const;
// Invert a Matrix. The matrix is not changed
// Returns 0 when successful, otherwise non-zero.
void invert(G4int &ifail);
// Invert a Matrix.
// N.B. the contents of the matrix are replaced by the inverse.
// Returns ierr = 0 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 G4ErrorSymMatrix_row
{
public:
inline G4ErrorSymMatrix_row(G4ErrorSymMatrix&,G4int);
inline G4double & operator[](G4int);
private:
G4ErrorSymMatrix& _a;
G4int _r;
};
class G4ErrorSymMatrix_row_const
{
public:
inline G4ErrorSymMatrix_row_const(const G4ErrorSymMatrix&,G4int);
inline const G4double & operator[](G4int) const;
private:
const G4ErrorSymMatrix& _a;
G4int _r;
};
// helper class to implement m[i][j]
inline G4ErrorSymMatrix_row operator[] (G4int);
inline G4ErrorSymMatrix_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]. **
// Special-case inversions for 5x5 and 6x6 symmetric positive definite:
// These set ifail=0 and invert if the matrix was positive definite;
// otherwise ifail=1 and the matrix is left unaltered.
void invertCholesky5 (G4int &ifail);
void invertCholesky6 (G4int &ifail);
// Inversions for 5x5 and 6x6 forcing use of specific methods: The
// behavior (though not the speed) will be identical to invert(ifail).
void invertHaywood4 (G4int & ifail);
void invertHaywood5 (G4int &ifail);
void invertHaywood6 (G4int &ifail);
void invertBunchKaufman (G4int &ifail);
protected:
inline G4int num_size() const;
private:
friend class G4ErrorSymMatrix_row;
friend class G4ErrorSymMatrix_row_const;
friend class G4ErrorMatrix;
friend void tridiagonal(G4ErrorSymMatrix *a, G4ErrorMatrix *hsm);
friend G4double condition(const G4ErrorSymMatrix &m);
friend void diag_step(G4ErrorSymMatrix *t, G4int begin, G4int end);
friend void diag_step(G4ErrorSymMatrix *t, G4ErrorMatrix *u,
G4int begin, G4int end);
friend G4ErrorMatrix diagonalize(G4ErrorSymMatrix *s);
friend void house_with_update2(G4ErrorSymMatrix *a, G4ErrorMatrix *v,
G4int row, G4int col);
friend G4ErrorSymMatrix operator+(const G4ErrorSymMatrix &m1,
const G4ErrorSymMatrix &m2);
friend G4ErrorSymMatrix operator-(const G4ErrorSymMatrix &m1,
const G4ErrorSymMatrix &m2);
friend G4ErrorMatrix operator*(const G4ErrorSymMatrix &m1,
const G4ErrorSymMatrix &m2);
friend G4ErrorMatrix operator*(const G4ErrorSymMatrix &m1,
const G4ErrorMatrix &m2);
friend G4ErrorMatrix operator*(const G4ErrorMatrix &m1,
const G4ErrorSymMatrix &m2);
// Multiply a Matrix by a Matrix or Vector.
// Returns v * v.T();
std::vector<G4double > m;
G4int nrow;
G4int size; // total number of elements
static G4double posDefFraction5x5;
static G4double adjustment5x5;
static const G4double CHOLESKY_THRESHOLD_5x5;
static const G4double CHOLESKY_CREEP_5x5;
static G4double posDefFraction6x6;
static G4double adjustment6x6;
static const G4double CHOLESKY_THRESHOLD_6x6;
static const G4double CHOLESKY_CREEP_6x6;
void invert4 (G4int & ifail);
void invert5 (G4int & ifail);
void invert6 (G4int & ifail);
};
//
// Operations other than member functions for Matrix, G4ErrorSymMatrix,
// DiagMatrix and Vectors
//
std::ostream& operator<<(std::ostream &s, const G4ErrorSymMatrix &q);
// Write out Matrix, G4ErrorSymMatrix, DiagMatrix and Vector into ostream.
G4ErrorMatrix operator*(const G4ErrorMatrix &m1,
const G4ErrorSymMatrix &m2);
G4ErrorMatrix operator*(const G4ErrorSymMatrix &m1,
const G4ErrorMatrix &m2);
G4ErrorMatrix operator*(const G4ErrorSymMatrix &m1,
const G4ErrorSymMatrix &m2);
G4ErrorSymMatrix operator*(G4double t, const G4ErrorSymMatrix &s1);
G4ErrorSymMatrix operator*(const G4ErrorSymMatrix &s1, G4double t);
// Multiplication operators.
// Note that m *= m1 is always faster than m = m * m1
G4ErrorSymMatrix operator/(const G4ErrorSymMatrix &m1, G4double t);
// s = s1 / t. (s /= t is faster if you can use it.)
G4ErrorMatrix operator+(const G4ErrorMatrix &m1,
const G4ErrorSymMatrix &s2);
G4ErrorMatrix operator+(const G4ErrorSymMatrix &s1,
const G4ErrorMatrix &m2);
G4ErrorSymMatrix operator+(const G4ErrorSymMatrix &s1,
const G4ErrorSymMatrix &s2);
// Addition operators
G4ErrorMatrix operator-(const G4ErrorMatrix &m1,
const G4ErrorSymMatrix &s2);
G4ErrorMatrix operator-(const G4ErrorSymMatrix &m1,
const G4ErrorMatrix &m2);
G4ErrorSymMatrix operator-(const G4ErrorSymMatrix &s1,
const G4ErrorSymMatrix &s2);
// subtraction operators
G4ErrorSymMatrix dsum(const G4ErrorSymMatrix &s1,
const G4ErrorSymMatrix &s2);
// Direct sum of two symmetric matrices;
G4double condition(const G4ErrorSymMatrix &m);
// Find the conditon number of a symmetric matrix.
void diag_step(G4ErrorSymMatrix *t, G4int begin, G4int end);
void diag_step(G4ErrorSymMatrix *t, G4ErrorMatrix *u, G4int begin, G4int end);
// Implicit symmetric QR step with Wilkinson Shift
G4ErrorMatrix diagonalize(G4ErrorSymMatrix *s);
// Diagonalize a symmetric matrix.
// It returns the matrix U so that s_old = U * s_diag * U.T()
void house_with_update2(G4ErrorSymMatrix *a, G4ErrorMatrix *v,
G4int row=1, G4int col=1);
// Finds and does Householder reflection on matrix.
void tridiagonal(G4ErrorSymMatrix *a, G4ErrorMatrix *hsm);
G4ErrorMatrix tridiagonal(G4ErrorSymMatrix *a);
// Does a Householder tridiagonalization of a symmetric matrix.
#include "G4ErrorSymMatrix.icc"
#endif