1 /**********************************************************************************************/
2 /* Fast symmetric matrix with dynamically expandable size. */
3 /* Only part can be used for matrix operations. It is defined as: */
4 /* fNCols: rows built by constructor (GetSizeBooked) */
5 /* fNRows: number of rows added dynamically (automatically added on assignment to row) */
7 /* fNRowIndex: total size (fNCols+fNRows), GetSize */
8 /* fRowLwb : actual size to used for given operation, by default = total size, GetSizeUsed */
10 /* Author: ruben.shahoyan@cern.ch */
12 /**********************************************************************************************/
21 #include "AliSymMatrix.h"
27 ClassImp(AliSymMatrix)
30 AliSymMatrix* AliSymMatrix::fgBuffer = 0;
31 Int_t AliSymMatrix::fgCopyCnt = 0;
32 //___________________________________________________________
33 AliSymMatrix::AliSymMatrix()
34 : fElems(0),fElemsAdd(0)
36 // default constructor
41 //___________________________________________________________
42 AliSymMatrix::AliSymMatrix(Int_t size)
43 : AliMatrixSq(),fElems(0),fElemsAdd(0)
45 //constructor for matrix with defined size
47 fNrowIndex = fNcols = fRowLwb = size;
48 fElems = new Double_t[fNcols*(fNcols+1)/2];
55 //___________________________________________________________
56 AliSymMatrix::AliSymMatrix(const AliSymMatrix &src)
57 : AliMatrixSq(src),fElems(0),fElemsAdd(0)
60 fNrowIndex = fNcols = src.GetSize();
62 fRowLwb = src.GetSizeUsed();
64 int nmainel = fNcols*(fNcols+1)/2;
65 fElems = new Double_t[nmainel];
66 nmainel = src.fNcols*(src.fNcols+1)/2;
67 memcpy(fElems,src.fElems,nmainel*sizeof(Double_t));
68 if (src.GetSizeAdded()) { // transfer extra rows to main matrix
69 Double_t *pnt = fElems + nmainel;
70 int ncl = src.GetSizeBooked() + 1;
71 for (int ir=0;ir<src.GetSizeAdded();ir++) {
72 memcpy(pnt,src.fElemsAdd[ir],ncl*sizeof(Double_t));
84 //___________________________________________________________
85 AliSymMatrix::~AliSymMatrix()
88 if (--fgCopyCnt < 1 && fgBuffer) {delete fgBuffer; fgBuffer = 0;}
91 //___________________________________________________________
92 AliSymMatrix& AliSymMatrix::operator=(const AliSymMatrix& src)
94 // assignment operator
96 TObject::operator=(src);
97 if (GetSizeBooked()!=src.GetSizeBooked() && GetSizeAdded()!=src.GetSizeAdded()) {
98 // recreate the matrix
99 if (fElems) delete[] fElems;
100 for (int i=0;i<GetSizeAdded();i++) delete[] fElemsAdd[i];
103 fNrowIndex = src.GetSize();
104 fNcols = src.GetSize();
106 fRowLwb = src.GetSizeUsed();
107 fElems = new Double_t[GetSize()*(GetSize()+1)/2];
108 int nmainel = src.GetSizeBooked()*(src.GetSizeBooked()+1);
109 memcpy(fElems,src.fElems,nmainel*sizeof(Double_t));
110 if (src.GetSizeAdded()) { // transfer extra rows to main matrix
111 Double_t *pnt = fElems + nmainel;//*sizeof(Double_t);
112 int ncl = src.GetSizeBooked() + 1;
113 for (int ir=0;ir<src.GetSizeAdded();ir++) {
115 memcpy(pnt,src.fElemsAdd[ir],ncl*sizeof(Double_t));
116 pnt += ncl;//*sizeof(Double_t);
122 memcpy(fElems,src.fElems,GetSizeBooked()*(GetSizeBooked()+1)/2*sizeof(Double_t));
123 int ncl = GetSizeBooked() + 1;
124 for (int ir=0;ir<GetSizeAdded();ir++) { // dynamic rows
126 memcpy(fElemsAdd[ir],src.fElemsAdd[ir],ncl*sizeof(Double_t));
134 //___________________________________________________________
135 AliSymMatrix& AliSymMatrix::operator+=(const AliSymMatrix& src)
138 if (GetSizeUsed() != src.GetSizeUsed()) {
139 AliError("Matrix sizes are different");
142 for (int i=0;i<GetSizeUsed();i++) for (int j=i;j<GetSizeUsed();j++) (*this)(j,i) += src(j,i);
146 //___________________________________________________________
147 void AliSymMatrix::Clear(Option_t*)
149 // clear dynamic part
150 if (fElems) {delete[] fElems; fElems = 0;}
153 for (int i=0;i<GetSizeAdded();i++) delete[] fElemsAdd[i];
157 fNrowIndex = fNcols = fNrows = fRowLwb = 0;
161 //___________________________________________________________
162 Float_t AliSymMatrix::GetDensity() const
164 // get fraction of non-zero elements
166 for (int i=GetSizeUsed();i--;) for (int j=i+1;j--;) if (!IsZero(GetEl(i,j))) nel++;
167 return 2.*nel/( (GetSizeUsed()+1)*GetSizeUsed() );
170 //___________________________________________________________
171 void AliSymMatrix::Print(Option_t* option) const
174 printf("Symmetric Matrix: Size = %d (%d rows added dynamically), %d used\n",GetSize(),GetSizeAdded(),GetSizeUsed());
175 TString opt = option; opt.ToLower();
176 if (opt.IsNull()) return;
177 opt = "%"; opt += 1+int(TMath::Log10(double(GetSize()))); opt+="d|";
178 for (Int_t i=0;i<GetSizeUsed();i++) {
180 for (Int_t j=0;j<=i;j++) printf("%+.3e|",GetEl(i,j));
185 //___________________________________________________________
186 void AliSymMatrix::MultiplyByVec(const Double_t *vecIn,Double_t *vecOut) const
188 // fill vecOut by matrix*vecIn
189 // vector should be of the same size as the matrix
190 for (int i=GetSizeUsed();i--;) {
192 for (int j=GetSizeUsed();j--;) vecOut[i] += vecIn[j]*GetEl(i,j);
197 //___________________________________________________________
198 AliSymMatrix* AliSymMatrix::DecomposeChol()
200 // Return a matrix with Choleski decomposition
201 // Adopted from Numerical Recipes in C, ch.2-9, http://www.nr.com
202 // consturcts Cholesky decomposition of SYMMETRIC and
203 // POSITIVELY-DEFINED matrix a (a=L*Lt)
204 // Only upper triangle of the matrix has to be filled.
205 // In opposite to function from the book, the matrix is modified:
206 // lower triangle and diagonal are refilled.
208 if (!fgBuffer || fgBuffer->GetSizeUsed()!=GetSizeUsed()) {
210 fgBuffer = new AliSymMatrix(*this);
212 else (*fgBuffer) = *this;
214 AliSymMatrix& mchol = *fgBuffer;
216 for (int i=0;i<GetSizeUsed();i++) {
217 Double_t *rowi = mchol.GetRow(i);
218 for (int j=i;j<GetSizeUsed();j++) {
219 Double_t *rowj = mchol.GetRow(j);
220 double sum = rowj[i];
221 for (int k=i-1;k>=0;k--) if (rowi[k]&&rowj[k]) sum -= rowi[k]*rowj[k];
223 if (sum <= 0.0) { // not positive-definite
224 AliInfo(Form("The matrix is not positive definite [%e]\n"
225 "Choleski decomposition is not possible",sum));
229 rowi[i] = TMath::Sqrt(sum);
231 } else rowj[i] = sum/rowi[i];
237 //___________________________________________________________
238 Bool_t AliSymMatrix::InvertChol()
240 // Invert matrix using Choleski decomposition
242 AliSymMatrix* mchol = DecomposeChol();
244 AliInfo("Failed to invert the matrix");
253 //___________________________________________________________
254 void AliSymMatrix::InvertChol(AliSymMatrix* pmchol)
256 // Invert matrix using Choleski decomposition, provided the Cholseki's L matrix
259 AliSymMatrix& mchol = *pmchol;
261 // Invert decomposed triangular L matrix (Lower triangle is filled)
262 for (int i=0;i<GetSizeUsed();i++) {
263 mchol(i,i) = 1.0/mchol(i,i);
264 for (int j=i+1;j<GetSizeUsed();j++) {
265 Double_t *rowj = mchol.GetRow(j);
267 for (int k=i;k<j;k++) if (rowj[k]) {
268 double &mki = mchol(k,i); if (mki) sum -= rowj[k]*mki;
270 rowj[i] = sum/rowj[j];
274 // take product of the inverted Choleski L matrix with its transposed
275 for (int i=GetSizeUsed();i--;) {
276 for (int j=i+1;j--;) {
278 for (int k=i;k<GetSizeUsed();k++) {
279 double &mik = mchol(i,k);
281 double &mjk = mchol(j,k);
282 if (mjk) sum += mik*mjk;
292 //___________________________________________________________
293 Bool_t AliSymMatrix::SolveChol(Double_t *b, Bool_t invert)
295 // Adopted from Numerical Recipes in C, ch.2-9, http://www.nr.com
296 // Solves the set of n linear equations A x = b,
297 // where a is a positive-definite symmetric matrix.
298 // a[1..n][1..n] is the output of the routine CholDecomposw.
299 // Only the lower triangle of a is accessed. b[1..n] is input as the
300 // right-hand side vector. The solution vector is returned in b[1..n].
305 AliSymMatrix *pmchol = DecomposeChol();
307 AliInfo("SolveChol failed");
311 AliSymMatrix& mchol = *pmchol;
313 for (i=0;i<GetSizeUsed();i++) {
314 Double_t *rowi = mchol.GetRow(i);
315 for (sum=b[i],k=i-1;k>=0;k--) if (rowi[k]&&b[k]) sum -= rowi[k]*b[k];
319 for (i=GetSizeUsed()-1;i>=0;i--) {
320 for (sum=b[i],k=i+1;k<GetSizeUsed();k++) if (b[k]) {
321 double &mki=mchol(k,i); if (mki) sum -= mki*b[k];
326 if (invert) InvertChol(pmchol);
331 //___________________________________________________________
332 Bool_t AliSymMatrix::SolveChol(TVectorD &b, Bool_t invert)
334 return SolveChol((Double_t*)b.GetMatrixArray(),invert);
338 //___________________________________________________________
339 Bool_t AliSymMatrix::SolveChol(Double_t *brhs, Double_t *bsol,Bool_t invert)
341 memcpy(bsol,brhs,GetSizeUsed()*sizeof(Double_t));
342 return SolveChol(bsol,invert);
345 //___________________________________________________________
346 Bool_t AliSymMatrix::SolveChol(const TVectorD &brhs, TVectorD &bsol,Bool_t invert)
349 return SolveChol(bsol,invert);
352 //___________________________________________________________
353 void AliSymMatrix::AddRows(int nrows)
357 Double_t **pnew = new Double_t*[nrows+fNrows];
358 for (int ir=0;ir<fNrows;ir++) pnew[ir] = fElemsAdd[ir]; // copy old extra rows
359 for (int ir=0;ir<nrows;ir++) {
360 int ncl = GetSize()+1;
361 pnew[fNrows] = new Double_t[ncl];
362 memset(pnew[fNrows],0,ncl*sizeof(Double_t));
372 //___________________________________________________________
373 void AliSymMatrix::Reset()
375 // if additional rows exist, regularize it
378 for (int i=0;i<fNrows;i++) delete[] fElemsAdd[i];
379 delete[] fElemsAdd; fElemsAdd = 0;
380 fNcols = fRowLwb = fNrowIndex;
381 fElems = new Double_t[GetSize()*(GetSize()+1)/2];
384 if (fElems) memset(fElems,0,GetSize()*(GetSize()+1)/2*sizeof(Double_t));
388 //___________________________________________________________
390 void AliSymMatrix::AddToRow(Int_t r, Double_t *valc,Int_t *indc,Int_t n)
392 // for (int i=n;i--;) {
393 // (*this)(indc[i],r) += valc[i];
399 AddRows(r-fNrowIndex+1);
400 row = &((fElemsAdd[r-fNcols])[0]);
402 else row = &fElems[GetIndex(r,0)];
406 if (indc[i]>r) continue;
407 row[indc[i]] += valc[i];
410 if (nadd == n) return;
414 if (indc[i]>r) (*this)(indc[i],r) += valc[i];
420 //___________________________________________________________
421 Double_t* AliSymMatrix::GetRow(Int_t r)
423 // get pointer on the row
426 AddRows(r-GetSize()+1);
427 AliDebug(2,Form("create %d of %d\n",r, nn));
428 return &((fElemsAdd[r-GetSizeBooked()])[0]);
430 else return &fElems[GetIndex(r,0)];
434 //___________________________________________________________
435 int AliSymMatrix::SolveSpmInv(double *vecB, Bool_t stabilize)
437 // Solution a la MP1: gaussian eliminations
438 /// Obtain solution of a system of linear equations with symmetric matrix
439 /// and the inverse (using 'singular-value friendly' GAUSS pivot)
446 int nGlo = GetSizeUsed();
447 bool *bUnUsed = new bool[nGlo];
448 double *rowMax,*colMax=0;
449 rowMax = new double[nGlo];
452 colMax = new double[nGlo];
453 for (Int_t i=nGlo; i--;) rowMax[i] = colMax[i] = 0.0;
454 for (Int_t i=nGlo; i--;) for (Int_t j=i+1;j--;) {
455 double vl = TMath::Abs(Query(i,j));
456 if (IsZero(vl)) continue;
457 if (vl > rowMax[i]) rowMax[i] = vl; // Max elemt of row i
458 if (vl > colMax[j]) colMax[j] = vl; // Max elemt of column j
460 if (vl > rowMax[j]) rowMax[j] = vl; // Max elemt of row j
461 if (vl > colMax[i]) colMax[i] = vl; // Max elemt of column i
464 for (Int_t i=nGlo; i--;) {
465 if (!IsZero(rowMax[i])) rowMax[i] = 1./rowMax[i]; // Max elemt of row i
466 if (!IsZero(colMax[i])) colMax[i] = 1./colMax[i]; // Max elemt of column i
471 for (Int_t i=nGlo; i--;) bUnUsed[i] = true;
473 if (!fgBuffer || fgBuffer->GetSizeUsed()!=GetSizeUsed()) {
475 fgBuffer = new AliSymMatrix(*this);
477 else (*fgBuffer) = *this;
479 if (stabilize) for (int i=0;i<nGlo; i++) { // Small loop for matrix equilibration (gives a better conditioning)
480 for (int j=0;j<=i; j++) {
481 double vl = Query(i,j);
482 if (!IsZero(vl)) SetEl(i,j, TMath::Sqrt(rowMax[i])*vl*TMath::Sqrt(colMax[j]) ); // Equilibrate the V matrix
484 for (int j=i+1;j<nGlo;j++) {
485 double vl = Query(j,i);
486 if (!IsZero(vl)) fgBuffer->SetEl(j,i,TMath::Sqrt(rowMax[i])*vl*TMath::Sqrt(colMax[j]) ); // Equilibrate the V matrix
490 for (Int_t j=nGlo; j--;) fgBuffer->DiagElem(j) = TMath::Abs(QueryDiag(j)); // save diagonal elem absolute values
492 for (Int_t i=0; i<nGlo; i++) {
496 for (Int_t j=0; j<nGlo; j++) { // First look for the pivot, ie max unused diagonal element
498 if (bUnUsed[j] && (TMath::Abs(vl=QueryDiag(j))>TMath::Max(TMath::Abs(vPivot),eps*fgBuffer->QueryDiag(j)))) {
504 if (iPivot >= 0) { // pivot found
506 bUnUsed[iPivot] = false; // This value is used
508 DiagElem(iPivot) = -vPivot; // Replace pivot by its inverse
510 for (Int_t j=0; j<nGlo; j++) {
511 for (Int_t jj=0; jj<nGlo; jj++) {
512 if (j != iPivot && jj != iPivot) {// Other elements (!!! do them first as you use old matV[k][j]'s !!!)
513 double &r = j>=jj ? (*this)(j,jj) : (*fgBuffer)(jj,j);
514 r -= vPivot* ( j>iPivot ? Query(j,iPivot) : fgBuffer->Query(iPivot,j) )
515 * ( iPivot>jj ? Query(iPivot,jj) : fgBuffer->Query(jj,iPivot));
520 for (Int_t j=0; j<nGlo; j++) if (j != iPivot) { // Pivot row or column elements
521 (*this)(j,iPivot) *= vPivot;
522 (*fgBuffer)(iPivot,j) *= vPivot;
526 else { // No more pivot value (clear those elements)
527 for (Int_t j=0; j<nGlo; j++) {
530 for (Int_t k=0; k<nGlo; k++) {
532 if (j!=k) (*fgBuffer)(j,k) = 0;
536 break; // No more pivots anyway, stop here
540 if (stabilize) for (Int_t i=0; i<nGlo; i++) for (Int_t j=0; j<nGlo; j++) {
541 double vl = TMath::Sqrt(colMax[i])*TMath::Sqrt(rowMax[j]); // Correct matrix V
542 if (i>=j) (*this)(i,j) *= vl;
543 else (*fgBuffer)(j,i) *= vl;
546 for (Int_t j=0; j<nGlo; j++) {
548 for (Int_t jj=0; jj<nGlo; jj++) { // Reverse matrix elements
550 if (j>=jj) vl = (*this)(j,jj) = -Query(j,jj);
551 else vl = (*fgBuffer)(j,jj) = -fgBuffer->Query(j,jj);
552 rowMax[j] += vl*vecB[jj];
556 for (Int_t j=0; j<nGlo; j++) {
557 vecB[j] = rowMax[j]; // The final result
562 if (stabilize) delete [] colMax;